public override void onMessage(QuickFix44.NewOrderSingle message, SessionID session) { base.onMessage(message, session); ClOrdID ordid = new ClOrdID(); message.get(ordid); }
static void setOrderID(Message inMessage, String inOrderID) { inMessage.setField(new ClOrdID(inOrderID)); } static BigDecimal getPrice(Message inMessage) {
public OrderCancelRequest createOrderCancelRequest( String clOrdId, String origClOrdId, char side, String symbol) { OrderCancelRequest message = new OrderCancelRequest( new OrigClOrdID(origClOrdId), new ClOrdID(clOrdId), new Side(side), new TransactTime(new Date())); message.set(new Symbol(symbol)); return message; }
public static OrderStatusRequest buildOrderStatusRequest( String clOrdId, String accessKey, char side, String symbol) { OrderStatusRequest message = new OrderStatusRequest( new ClOrdID(clOrdId), new Side(side)); message.set(new Account(accessKey)); message.set(new Symbol(symbol)); return message; }
public static OrderStatusRequest createOrderStatusRequest(long nonce, String accessKey, String secretKey, String clOrdId, String orderId, String symbol) { String methodString = String.format("method=getOrder¶ms=%s,%s,1", orderId, symbol); String account = getAccountString(nonce, accessKey, secretKey, methodString); // Side is required, but insignificant. OrderStatusRequest message = new OrderStatusRequest(new ClOrdID(clOrdId), new Side(Side.BUY)); message.set(new Account(account)); message.set(new Symbol(symbol)); message.set(new OrderID(orderId)); return message; }
public static OrderCancelRequest createOrderCancelRequest(long nonce, String accessKey, String secretKey, String clOrdId, String orderId, String symbol) { String methodString = String.format("method=cancelOrder3¶ms=%s,%s", orderId, symbol); String account = getAccountString(nonce, accessKey, secretKey, methodString); // OrigClOrdID and Side are required, but insignificant. OrderCancelRequest message = new OrderCancelRequest(new OrigClOrdID("DUMMY"), new ClOrdID(clOrdId), new Side(Side.SELL), new TransactTime()); message.set(new Account(account)); message.set(new Symbol(symbol)); message.set(new OrderID(orderId)); return message; }
public void cancel41(Order order) { String id = order.generateID(); quickfix.fix41.OrderCancelRequest message = new quickfix.fix41.OrderCancelRequest( new OrigClOrdID(order.getID()), new ClOrdID(id), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide())); message.setField(new OrderQty(order.getQuantity())); orderTableModel.addID(order, id); send(message, order.getSessionID()); }
public void send40(Order order) { quickfix.fix40.NewOrderSingle newOrderSingle = new quickfix.fix40.NewOrderSingle( new ClOrdID(order.getID()), new HandlInst('1'), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), new OrderQty(order.getQuantity()), typeToFIXType(order.getType())); send(populateOrder(order, newOrderSingle), order.getSessionID()); }
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 Message newCancelReplaceShares(String orderID, String origOrderID, BigDecimal quantity) { Message aMessage = msgFactory.create(beginString, MsgType.ORDER_CANCEL_REPLACE_REQUEST); addApplicationVersion(aMessage); addTransactionTimeIfNeeded(aMessage); aMessage.setField(new ClOrdID(orderID)); aMessage.setField(new OrigClOrdID(origOrderID)); aMessage.setField(new OrderQty(quantity)); addHandlingInst(aMessage); return aMessage; }
public void cancel40(Order order) { String id = order.generateID(); quickfix.fix40.OrderCancelRequest message = new quickfix.fix40.OrderCancelRequest( new OrigClOrdID(order.getID()), new ClOrdID(id), new CxlType(CxlType.FULL_REMAINING_QUANTITY), new Symbol(order .getSymbol()), sideToFIXSide(order.getSide()), new OrderQty(order .getQuantity())); orderTableModel.addID(order, id); send(message, order.getSessionID()); }
public void cancel42(Order order) { String id = order.generateID(); quickfix.fix42.OrderCancelRequest message = new quickfix.fix42.OrderCancelRequest( new OrigClOrdID(order.getID()), new ClOrdID(id), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), new TransactTime()); message.setField(new OrderQty(order.getQuantity())); orderTableModel.addID(order, id); send(message, order.getSessionID()); }
public void send44(Order order) { quickfix.fix44.NewOrderSingle newOrderSingle = new quickfix.fix44.NewOrderSingle( new ClOrdID(order.getID()), sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType())); newOrderSingle.set(new OrderQty(order.getQuantity())); newOrderSingle.set(new Symbol(order.getSymbol())); newOrderSingle.set(new HandlInst('1')); send(populateOrder(order, newOrderSingle), order.getSessionID()); }
public void send42(Order order) { quickfix.fix42.NewOrderSingle newOrderSingle = new quickfix.fix42.NewOrderSingle( new ClOrdID(order.getID()), new HandlInst('1'), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType())); newOrderSingle.set(new OrderQty(order.getQuantity())); send(populateOrder(order, newOrderSingle), order.getSessionID()); }
public void send50(Order order) { quickfix.fix50.NewOrderSingle newOrderSingle = new quickfix.fix50.NewOrderSingle( new ClOrdID(order.getID()), sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType())); newOrderSingle.set(new OrderQty(order.getQuantity())); newOrderSingle.set(new Symbol(order.getSymbol())); newOrderSingle.set(new HandlInst('1')); send(populateOrder(order, newOrderSingle), order.getSessionID()); }
public void replace41(Order order, Order newOrder) { quickfix.fix41.OrderCancelReplaceRequest message = new quickfix.fix41.OrderCancelReplaceRequest( new OrigClOrdID(order.getID()), new ClOrdID(newOrder.getID()), new HandlInst('1'), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), typeToFIXType(order .getType())); orderTableModel.addID(order, newOrder.getID()); send(populateCancelReplace(order, newOrder, message), order.getSessionID()); }
public void send43(Order order) { quickfix.fix43.NewOrderSingle newOrderSingle = new quickfix.fix43.NewOrderSingle( new ClOrdID(order.getID()), new HandlInst('1'), sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType())); newOrderSingle.set(new OrderQty(order.getQuantity())); newOrderSingle.set(new Symbol(order.getSymbol())); send(populateOrder(order, newOrderSingle), order.getSessionID()); }
public void replace42(Order order, Order newOrder) { quickfix.fix42.OrderCancelReplaceRequest message = new quickfix.fix42.OrderCancelReplaceRequest( new OrigClOrdID(order.getID()), new ClOrdID(newOrder.getID()), new HandlInst('1'), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), new TransactTime(), typeToFIXType(order.getType())); orderTableModel.addID(order, newOrder.getID()); send(populateCancelReplace(order, newOrder, message), order.getSessionID()); }
public void replace40(Order order, Order newOrder) { quickfix.fix40.OrderCancelReplaceRequest message = new quickfix.fix40.OrderCancelReplaceRequest( new OrigClOrdID(order.getID()), new ClOrdID(newOrder.getID()), new HandlInst('1'), new Symbol(order.getSymbol()), sideToFIXSide(order.getSide()), new OrderQty( newOrder.getQuantity()), typeToFIXType(order.getType())); orderTableModel.addID(order, newOrder.getID()); send(populateCancelReplace(order, newOrder, message), order.getSessionID()); }
private void cancelReject(Message message, SessionID sessionID) throws FieldNotFound { String id = message.getField(new ClOrdID()).getValue(); Order order = orderTableModel.getOrder(id); if (order == null) return; if (order.getOriginalID() != null) order = orderTableModel.getOrder(order.getOriginalID()); try { order.setMessage(message.getField(new Text()).getValue()); } catch (FieldNotFound e) { } orderTableModel.updateOrder(order, message.getField(new OrigClOrdID()).getValue()); }