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C# QuickFix.OrdType.getValue方法代码示例

本文整理汇总了C#中QuickFix.OrdType.getValue方法的典型用法代码示例。如果您正苦于以下问题:C# QuickFix.OrdType.getValue方法的具体用法?C# QuickFix.OrdType.getValue怎么用?C# QuickFix.OrdType.getValue使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在QuickFix.OrdType的用法示例。


在下文中一共展示了QuickFix.OrdType.getValue方法的1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: 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.........
开发者ID:junwin,项目名称:TradingTools,代码行数:101,代码来源:KTAIB.cs


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