public quickfix.field.ClientID get(quickfix.field.ClientID value) throws FieldNotFound { getField(value); return value; }
public boolean isSet(quickfix.field.ClientID field) { return isSetField(field); }
public quickfix.field.Account getAccount() throws FieldNotFound { return get(new quickfix.field.Account()); }
public void send41(Order order) { quickfix.fix41.NewOrderSingle newOrderSingle = new quickfix.fix41.NewOrderSingle( new ClOrdID(order.getID()), new HandlInst('1'), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), typeToFIXType(order.getType())); newOrderSingle.set(new OrderQty(order.getQuantity())); send(populateOrder(order, newOrderSingle), order.getSessionID()); }
public void onMessage(quickfix.fix41.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { try { validateOrder(order); OrderQty orderQty = order.getOrderQty(); Price price = getPrice(order); quickfix.fix41.ExecutionReport accept = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.NEW), order .getSymbol(), order.getSide(), orderQty, new LastShares(0), new LastPx(0), new LeavesQty(0), new CumQty(0), new AvgPx(0)); accept.set(order.getClOrdID()); sendMessage(sessionID, accept); if (isOrderExecutable(order, price)) { quickfix.fix41.ExecutionReport executionReport = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus( OrdStatus.FILLED), order.getSymbol(), order.getSide(), orderQty, new LastShares(orderQty .getValue()), new LastPx(price.getValue()), new LeavesQty(0), new CumQty(orderQty .getValue()), new AvgPx(price.getValue())); executionReport.set(order.getClOrdID()); sendMessage(sessionID, executionReport); } } catch (RuntimeException e) { LogUtil.logThrowable(sessionID, e.getMessage(), e); } }
public NewOrderSingle() { super(); getHeader().setField(new quickfix.field.MsgType(MSGTYPE)); }
public quickfix.field.SecurityType getSecurityType() throws FieldNotFound { return get(new quickfix.field.SecurityType()); }
public NewOrderSingle() { super(); getHeader().setField(new quickfix.field.MsgType(MSGTYPE)); }
public quickfix.field.HandlInst get(quickfix.field.HandlInst value) throws FieldNotFound { getField(value); return value; }
public quickfix.field.StrikePrice getStrikePrice() throws FieldNotFound { return get(new quickfix.field.StrikePrice()); }
public boolean isSet(quickfix.field.Account field) { return isSetField(field); }
return new quickfix.fix41.NewOrderSingle();
public NewOrderSingle() { super(); getHeader().setField(new quickfix.field.MsgType(MSGTYPE)); }
public quickfix.field.IDSource get(quickfix.field.IDSource value) throws FieldNotFound { getField(value); return value; }
public quickfix.field.SecurityExchange getSecurityExchange() throws FieldNotFound { return get(new quickfix.field.SecurityExchange()); }