static BigDecimal getLastQuantity(Message inMessage) { if (inMessage.isSetField(LastShares.FIELD)) { try { return inMessage.getDecimal(LastShares.FIELD); } catch (FieldNotFound ignore) { } } return null; } static BigDecimal getLastPrice(Message inMessage) {
static String getText(Message inMessage) { if (inMessage.isSetField(Text.FIELD)) { try { return inMessage.getString(Text.FIELD); } catch (FieldNotFound ignore) { } } return null; } static String getBrokerOrderID(Message inMessage) {
static BigDecimal getOrderDisplayQuantity(Message inMessage) { if (inMessage.isSetField(MaxFloor.FIELD)) { try { return inMessage.getDecimal(MaxFloor.FIELD); } catch (FieldNotFound ignore) { } } return null; }
static Date getTransactTime(Message inMessage) { if (inMessage.isSetField(TransactTime.FIELD)) { try { return inMessage.getUtcTimeStamp(TransactTime.FIELD); } catch (FieldNotFound ignore) { } } return null; } static Date getSendingTime(Message inMessage) {
static String getExecutionID(Message inMessage) { if (inMessage.isSetField(ExecID.FIELD)) { try { return inMessage.getString(ExecID.FIELD); } catch (FieldNotFound ignore) { } } return null; } static BigDecimal getLastQuantity(Message inMessage) {
static BigDecimal getLastPrice(Message inMessage) { if (inMessage.isSetField(LastPx.FIELD)) { try { return inMessage.getDecimal(LastPx.FIELD); } catch (FieldNotFound ignore) { } } return null; } static String getLastMarket(Message inMessage) {
static String getLastMarket(Message inMessage) { if (inMessage.isSetField(LastMkt.FIELD)) { try { return inMessage.getString(LastMkt.FIELD); } catch (FieldNotFound ignore) { } } return null; }
static BigDecimal getAveragePrice(Message inMessage) { if (inMessage.isSetField(AvgPx.FIELD)) { try { return inMessage.getDecimal(AvgPx.FIELD); } catch (FieldNotFound ignore) { } } return null; } static ExecutionType getExecOrExecTransType(Message inMessage) {
static BigDecimal getLeavesQuantity(Message inMessage) { if (inMessage.isSetField(LeavesQty.FIELD)) { try { return inMessage.getDecimal(LeavesQty.FIELD); } catch (FieldNotFound ignore) { } } return null; }
static BigDecimal getCumulativeQuantity(Message inMessage) { if (inMessage.isSetField(CumQty.FIELD)) { try { return inMessage.getDecimal(CumQty.FIELD); } catch (FieldNotFound ignore) { } } return null; }
static String getBrokerOrderID(Message inMessage) { if (inMessage.isSetField(quickfix.field.OrderID.FIELD)) { try { return inMessage.getString(quickfix.field.OrderID.FIELD); } catch (FieldNotFound ignore) { } } return null; }
static BigDecimal getOrderQuantity(Message inMessage) { if (inMessage.isSetField(OrderQty.FIELD)) { try { return inMessage.getDecimal(OrderQty.FIELD); } catch (FieldNotFound ignore) { } } return null; } static BigDecimal getOrderDisplayQuantity(Message inMessage) {
static OrderCapacity getOrderCapacity(Message inMessage) { if (inMessage.isSetField(quickfix.field.OrderCapacity.FIELD)) { try { return OrderCapacity.getInstanceForFIXValue(inMessage.getChar( quickfix.field.OrderCapacity.FIELD)); } catch (FieldNotFound ignore) { } } return null; } static PositionEffect getPositionEffect(Message inMessage) {
static SecurityType getSecurityType(Message inMessage) { if (inMessage.isSetField(quickfix.field.SecurityType.FIELD)) { try { return SecurityType.getInstanceForFIXValue( inMessage.getString( quickfix.field.SecurityType.FIELD)); } catch (FieldNotFound ignore) { } } return null; } static String getText(Message inMessage) {
static OrderType getOrderType(Message inMessage) { if (inMessage.isSetField(OrdType.FIELD)) { try { return OrderType.getInstanceForFIXValue(inMessage.getChar( OrdType.FIELD)); } catch (FieldNotFound ignore) { } } return null; } static OrderID getOriginalOrderID(Message inMessage) {
static OrderStatus getOrderStatus(Message inMessage) { if (inMessage.isSetField(OrdStatus.FIELD)) { try { return OrderStatus.getInstanceForFIXValue(inMessage.getChar( OrdStatus.FIELD)); } catch (FieldNotFound ignore) { } } return null; } static OrderID getOrderID(Message inMessage) {
static TimeInForce getTimeInForce(Message inMessage) { if (inMessage.isSetField(quickfix.field.TimeInForce.FIELD)) { try { return TimeInForce.getInstanceForFIXValue(inMessage.getChar( quickfix.field.TimeInForce.FIELD)); } catch (FieldNotFound ignore) { } } return null; } static Instrument getInstrument(Message inMessage) {
public Message newOrderSingleAugment(Message inMessage) { inMessage = super.newOrderSingleAugment(inMessage); if(inMessage.isSetField(quickfix.field.TransactTime.FIELD)) { inMessage.removeField(quickfix.field.TransactTime.FIELD); } return handleOnCloseBehaviour(inMessage); }
private void generateHeartbeat(Message testRequest) throws FieldNotFound { final Message heartbeat = messageFactory.create(sessionID.getBeginString(), MsgType.HEARTBEAT); initializeHeader(heartbeat.getHeader()); if (testRequest.isSetField(TestReqID.FIELD)) { heartbeat.setString(TestReqID.FIELD, testRequest.getString(TestReqID.FIELD)); } if (enableLastMsgSeqNumProcessed) { heartbeat.getHeader().setInt(LastMsgSeqNumProcessed.FIELD, testRequest.getHeader().getInt(MsgSeqNum.FIELD)); } sendRaw(heartbeat, 0); }
private void generateHeartbeat(Message testRequest) throws FieldNotFound { final Message heartbeat = messageFactory.create(sessionID.getBeginString(), MsgType.HEARTBEAT); initializeHeader(heartbeat.getHeader()); if (testRequest.isSetField(TestReqID.FIELD)) { heartbeat.setString(TestReqID.FIELD, testRequest.getString(TestReqID.FIELD)); } if (enableLastMsgSeqNumProcessed) { heartbeat.getHeader().setInt(LastMsgSeqNumProcessed.FIELD, testRequest.getHeader().getInt(MsgSeqNum.FIELD)); } sendRaw(heartbeat, 0); }