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C# QuickFix.ExecID类代码示例

原作者: [db:作者] 来自: [db:来源] 收藏 邀请

本文整理汇总了C#中QuickFix.ExecID的典型用法代码示例。如果您正苦于以下问题:C# QuickFix.ExecID类的具体用法?C# QuickFix.ExecID怎么用?C# QuickFix.ExecID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.ExecID类属于命名空间,在下文中一共展示了QuickFix.ExecID类的3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,您的评价将有助于我们的系统推荐出更棒的C#代码示例。

示例1: 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.........
开发者ID:junwin,项目名称:TradingTools,代码行数:101,代码来源:OrderService.cs


示例2: getExecID

 public QuickFix.ExecID getExecID()
 { QuickFix.ExecID value = new QuickFix.ExecID();
   getField(value); return value; }
开发者ID:KorkyPlunger,项目名称:quickfix,代码行数:3,代码来源:TradeCaptureReportRequest.cs


示例3: 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;
        }
开发者ID:junwin,项目名称:TradingTools,代码行数:48,代码来源:OrderService.cs



注:本文中的QuickFix.ExecID类示例整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。


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