本文整理汇总了Java中quickfix.field.OrdType类的典型用法代码示例。如果您正苦于以下问题：Java OrdType类的具体用法？Java OrdType怎么用？Java OrdType使用的例子？那么, 这里精选的类代码示例或许可以为您提供帮助。
OrdType类属于quickfix.field包，在下文中一共展示了OrdType类的7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Java代码示例。
示例1: getPrice
import quickfix.field.OrdType; //导入依赖的package包/类
private Price getPrice(Message message) throws FieldNotFound {
Price price;
if (message.getChar(OrdType.FIELD) == OrdType.LIMIT && alwaysFillLimitOrders) {
price = new Price(message.getDouble(Price.FIELD));
} else {
if (marketQuoteProvider == null) {
throw new RuntimeException("No market data provider specified for market order");
}
char side = message.getChar(Side.FIELD);
if (side == Side.BUY) {
price = new Price(marketQuoteProvider.getAsk(message.getString(Symbol.FIELD)));
} else if (side == Side.SELL || side == Side.SELL_SHORT) {
price = new Price(marketQuoteProvider.getBid(message.getString(Symbol.FIELD)));
} else {
throw new RuntimeException("Invalid order side: " + side);
}
}
return price;
}
示例2: createNewOrderMessage
import quickfix.field.OrdType; //导入依赖的package包/类
private NewOrderSingle createNewOrderMessage() {
NewOrderSingle order = new NewOrderSingle(
new ClOrdID("CLIENT_ORDER_ID"),
new HandlInst('1'),
new Symbol("GOOG"),
new Side(Side.BUY),
new TransactTime(new Date()),
new OrdType(OrdType.LIMIT));
order.set(new OrderQty(10));
order.set(new Price(300.00));
return order;
}
示例3: TradeExecutor
import quickfix.field.OrdType; //导入依赖的package包/类
public TradeExecutor() throws ConfigError, FieldConvertError {
setAlwaysFillLimitOrders(true);
Set<String> validOrderTypes = new HashSet<String>();
validOrderTypes.add(OrdType.LIMIT + "");
validOrderTypes.add(OrdType.MARKET + "");
setValidOrderTypes(validOrderTypes);
setMarketQuoteProvider(new DefaultMarketQuoteProvider(10.00));
}
示例4: isOrderExecutable
import quickfix.field.OrdType; //导入依赖的package包/类
private boolean isOrderExecutable(Message order, Price price) throws FieldNotFound {
if (order.getChar(OrdType.FIELD) == OrdType.LIMIT) {
BigDecimal limitPrice = new BigDecimal(order.getString(Price.FIELD));
char side = order.getChar(Side.FIELD);
BigDecimal thePrice = new BigDecimal(price.getValue());
return (side == Side.BUY && thePrice.compareTo(limitPrice) <= 0)
|| ((side == Side.SELL || side == Side.SELL_SHORT) && thePrice.compareTo(limitPrice) >= 0);
}
return true;
}
示例5: validateOrder
import quickfix.field.OrdType; //导入依赖的package包/类
private void validateOrder(Message order) throws IncorrectTagValue, FieldNotFound {
OrdType ordType = new OrdType(order.getChar(OrdType.FIELD));
if (!validOrderTypes.contains(Character.toString(ordType.getValue()))) {
LOG.error("Order type not in ValidOrderTypes setting");
throw new IncorrectTagValue(ordType.getField());
}
if (ordType.getValue() == OrdType.MARKET && marketQuoteProvider == null) {
LOG.error("DefaultMarketPrice setting not specified for market order");
throw new IncorrectTagValue(ordType.getField());
}
}
示例6: getFixOrderType
import quickfix.field.OrdType; //导入依赖的package包/类
public static OrdType getFixOrderType(Order order) {
if (order instanceof MarketOrder) {
return new OrdType(OrdType.MARKET);
} else if (order instanceof LimitOrder) {
return new OrdType(OrdType.LIMIT);
} else if (order instanceof StopOrder) {
return new OrdType(OrdType.STOP);
} else if (order instanceof StopLimitOrder) {
return new OrdType(OrdType.STOP_LIMIT);
} else {
throw new IllegalArgumentException("unsupported order type " + order.getClass().getName());
}
}
示例7: testPopulate
import quickfix.field.OrdType; //导入依赖的package包/类
/**
*
* <pre>
* <fixr:fieldRef id="11" name="ClOrdID" added="FIX.2.7" updated="FIX.5.0SP2" updatedEP="188">
<fixr:assign>in.ClOrdID</fixr:assign>
</fixr:fieldRef>
<fixr:groupRef id="1012" name="Parties" added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="188">
<fixr:blockAssignment>
<fixr:fieldRef id="448" name="PartyID">
<fixr:assign>"ABC"</fixr:assign>
</fixr:fieldRef>
<fixr:fieldRef id="447" name="PartyIDSource">
<fixr:assign>^GeneralIdentifier</fixr:assign>
</fixr:fieldRef>
<fixr:fieldRef id="452" name="PartyRole">
<fixr:assign>^ExecutingFirm</fixr:assign>
</fixr:fieldRef>
</fixr:blockAssignment>
<fixr:blockAssignment>
<fixr:fieldRef id="448" name="PartyID">
<fixr:assign>"DEF"</fixr:assign>
</fixr:fieldRef>
<fixr:fieldRef id="447" name="PartyIDSource">
<fixr:assign>^GeneralIdentifier</fixr:assign>
</fixr:fieldRef>
<fixr:fieldRef id="452" name="PartyRole">
<fixr:assign>^ClearingFirm</fixr:assign>
</fixr:fieldRef>
</fixr:blockAssignment>
</fixr:groupRef>
</pre>
*/
@Test
public void testPopulate() throws ModelException, quickfix.FieldNotFound {
MessageType inboundMessageType = repositoryAdapter.getMessage("NewOrderSingle", "base");
MessageType outboundMessageType = repositoryAdapter.getMessage("ExecutionReport", "traded");
NewOrderSingle inboundMessage = new NewOrderSingle();
String clOrdId = "ABC123";
// required fields
inboundMessage.set(new ClOrdID(clOrdId));
inboundMessage.set(new Account("ABC"));
inboundMessage.set(new Side('2'));
inboundMessage.set(new OrdType('2'));
inboundMessage.set(new TimeInForce('2'));
ExecutionReport outboundMessage = new ExecutionReport();
populator.populate(inboundMessage, inboundMessageType, outboundMessage, outboundMessageType);
System.out.println(outboundMessage.toString());
assertEquals(clOrdId, outboundMessage.getClOrdID().getValue());
}