本文整理汇总了C#中QuickFix.ClOrdID类的典型用法代码示例。如果您正苦于以下问题：C# QuickFix.ClOrdID类的具体用法？C# QuickFix.ClOrdID怎么用？C# QuickFix.ClOrdID使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
QuickFix.ClOrdID类属于命名空间，在下文中一共展示了QuickFix.ClOrdID类的4个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: getClOrdID
public QuickFix.ClOrdID getClOrdID()
{
QuickFix.ClOrdID value = new QuickFix.ClOrdID();
getField(value); return value;
}示例2: HandleExecReport
/// <summary>
/// Handle an incomming execution report
/// </summary>
/// <param name="myMsg"></param>
public void HandleExecReport(KaiTrade.Interfaces.Message myMsg)
{
try
{
if (m_Log.IsInfoEnabled)
{
m_Log.Info("OrderService:HandleExecReport:" + myMsg.Data);
}
if (m_ORLog.IsInfoEnabled)
{
m_ORLog.Info("OrderService:HandleExecReport:" + myMsg.Data);
}
// Get order manager
KaiTrade.Interfaces.OrderManager myOM = KTAFacade.Instance().Factory.GetOrderManager();
//Create a quickfix message object
QuickFix.Message myFixMsg = new QuickFix.Message(myMsg.Data);
QuickFix.ExecID myExecID = new QuickFix.ExecID();
myFixMsg.getField(myExecID);
// check if we have already processed this report
if (!myOM.RecordExecutionReport(myExecID.getValue(), myFixMsg))
{
// we have processed this already
m_Log.Warn("HandleExecReport: Duplicate Exec Report:" + myMsg.Data);
return;
}
// these fields must be present
QuickFix.OrderID myOrderID = new QuickFix.OrderID();
myFixMsg.getField(myOrderID);
QuickFix.ExecType myExecType = new QuickFix.ExecType();
myFixMsg.getField(myExecType);
QuickFix.OrdStatus myOrdStatus = new QuickFix.OrdStatus();
myFixMsg.getField(myOrdStatus);
// we need the clordid to update an existing order - if
// it is not present or unknow we create a synthetic order
QuickFix.ClOrdID myClOrdID = new QuickFix.ClOrdID();
KaiTrade.Interfaces.Order myOrder = null;
if (myFixMsg.isSetField(myClOrdID))
{
myFixMsg.getField(myClOrdID);
myOrder = myOM.GetOrderWithClOrdIDID(myClOrdID.getValue());
}
if (myOrder == null)
{
myOrder = CreateSyntheticOrder(myFixMsg);
}
// add the ExecRep to the Order
KaiTrade.Interfaces.Fill myFill = new K2DataObjects.FillData();
myFill.OrderID = myOrder.Identity;
myFill.SetUpFromFixExecReport(myFixMsg.ToString());
myOrder.FillsList.Add(myFill);
// update mandatory fields
myOrder.OrderID = myOrderID;
myOrder.OrdStatus = myOrdStatus;
QuickFix.Text myText = new QuickFix.Text();
if (myFixMsg.isSetField(myText))
{
myFixMsg.getField(myText);
myOrder.Text = myText.getValue();
}
QuickFix.Account myAccount = new QuickFix.Account();
if (myFixMsg.isSetField(myAccount))
{
myFixMsg.getField(myAccount);
myOrder.Account = myAccount;
}
// process the execution depanding on type of ExecReport
switch (myExecType.getValue())
{
case QuickFix.ExecType.NEW:
processGeneralExecRep(ref myOrder, myFixMsg);
/*
if (order.LastOrderCommand == KaiTrade.Interfaces.LastOrderCommand.neworder)
{
order.LastOrderCommand = KaiTrade.Interfaces.LastOrderCommand.none;
}
else
{
m_Log.Error("HandleExecReport:OrderStatus new not expected");
}
* */
break;
case QuickFix.ExecType.FILL:
if (order.LastOrderCommand == KaiTrade.Interfaces.LastOrderCommand.neworder)
//.........这里部分代码省略.........
示例3: submitOrder
/// <summary>
/// submit an order to IB using a incomming FIX new order single
/// </summary>
/// <param name="myMsg"></param>
private void submitOrder(KaiTrade.Interfaces.IMessage myMsg)
{
QuickFix.Message myQFOrder = null;
try
{
// Extract the raw FIX Message from the inbound message
string strOrder = myMsg.Data;
// Use QuickFix to handle the message
myQFOrder = new QuickFix.Message(strOrder);
// Use product manager to validate the product specified on
// the order exists for this adapter
// Get the product associated with the FIX message
//QuickFix.Symbol symbol = new QuickFix.Symbol();
//myQFOrder.getField(symbol);
QuickFix.Side mySide = new QuickFix.Side();
QuickFix.OrdType myOrdType = new QuickFix.OrdType();
QuickFix.OrderQty myOrderQty = new QuickFix.OrderQty();
QuickFix.Price myPrice = new QuickFix.Price();
QuickFix.StopPx myStopPx = new QuickFix.StopPx();
QuickFix.Account myAccount = new QuickFix.Account();
QuickFix.ClOrdID myClOrdID = new QuickFix.ClOrdID();
QuickFix.TimeInForce myTimeInForce = new QuickFix.TimeInForce();
// the account code is mandatory
if (myQFOrder.isSetField(myAccount))
{
myQFOrder.getField(myAccount);
}
else
{
this.SendAdvisoryMessage("IB TWS: you need to provide a valid account");
throw new Exception("IB TWS: you need to provide a valid account");
}
myQFOrder.getField(myClOrdID);
// Get the Order type
myQFOrder.getField(myOrdType);
// Get the QTY
myQFOrder.getField(myOrderQty);
// get the Side of the order
myQFOrder.getField(mySide);
// Set order duration
myQFOrder.getField(myTimeInForce);
// Prices
if (myQFOrder.isSetField(myPrice))
{
myQFOrder.getField(myPrice);
}
if (myQFOrder.isSetField(myStopPx))
{
myQFOrder.getField(myStopPx);
}
// get the contract
TWSLib.IContract myContract = getIBContract(myQFOrder);
if (myContract == null)
{
this.SendAdvisoryMessage("IB TWS: cannot find a valid contract");
throw new Exception("IB TWS: cannot find a valid contract");
}
// create an IB Order
TWSLib.IOrder myIBOrder = m_Host.TWS.createOrder();
myIBOrder.whatIf = 0;
myIBOrder.account = myAccount.getValue();
if(myOrdType.getValue() == QuickFix.OrdType.LIMIT)
{
myIBOrder.orderType = "LMT";
myIBOrder.lmtPrice = myPrice.getValue();
}
else if(myOrdType.getValue() == QuickFix.OrdType.MARKET)
{
myIBOrder.orderType = "MKT";
}
else if (myOrdType.getValue() == QuickFix.OrdType.STOP)
{
myIBOrder.orderType = "STP";
myIBOrder.auxPrice = myStopPx.getValue();
if (myPrice.getValue() == -1)
{
myIBOrder.lmtPrice = myStopPx.getValue();
}
//.........这里部分代码省略.........
示例4: CreateSyntheticOrder
/// <summary>
/// Create a synthetic order
/// </summary>
/// <param name="myMsg"></param>
/// <returns>n order</returns>
public KaiTrade.Interfaces.Order CreateSyntheticOrder(QuickFix.Message myFixMsg)
{
KaiTrade.Interfaces.Order myOrder = null;
try
{
if (m_Log.IsInfoEnabled)
{
m_Log.Info("exec report recd:" + myFixMsg.ToString());
}
// Get order manager
KaiTrade.Interfaces.OrderManager myOM = KTAFacade.Instance().Factory.GetOrderManager();
// these fields must be present
QuickFix.OrderID myOrderID = new QuickFix.OrderID();
myFixMsg.getField(myOrderID);
QuickFix.ExecType myExecType = new QuickFix.ExecType();
myFixMsg.getField(myExecType);
QuickFix.ExecID myExecID = new QuickFix.ExecID();
myFixMsg.getField(myExecID);
QuickFix.OrdStatus myOrdStatus = new QuickFix.OrdStatus();
myFixMsg.getField(myOrdStatus);
// Create the order
myOrder = myOM.CreateOrder();
// we need the clordid to update an existing order - if
// it is not present or unknow we create a synthetic order
QuickFix.ClOrdID myClOrdID = new QuickFix.ClOrdID();
if (myFixMsg.isSetField(myClOrdID))
{
myOrder.ClOrdID = myClOrdID;
}
}
catch (Exception myE)
{
m_Log.Error("CreateSyntheticOrder", myE);
}
return myOrder;
}