func (a *Application) updateOrder(order internal.Order, status enum.OrdStatus) {
execReport := executionreport.New(
field.NewOrderID(order.ClOrdID),
field.NewExecID(a.genExecID()),
field.NewExecTransType(enum.ExecTransType_NEW),
field.NewExecType(enum.ExecType(status)),
field.NewOrdStatus(status),
field.NewSymbol(order.Symbol),
field.NewSide(order.Side),
field.NewLeavesQty(order.OpenQuantity(), 2),
field.NewCumQty(order.ExecutedQuantity, 2),
field.NewAvgPx(order.AvgPx, 2),
)
execReport.SetOrderQty(order.Quantity, 2)
execReport.SetClOrdID(order.ClOrdID)
switch status {
case enum.OrdStatus_FILLED, enum.OrdStatus_PARTIALLY_FILLED:
execReport.SetLastShares(order.LastExecutedQuantity, 2)
execReport.SetLastPx(order.LastExecutedPrice, 2)
}
execReport.Header.SetTargetCompID(order.SenderCompID)
execReport.Header.SetSenderCompID(order.TargetCompID)
quickfix.Send(execReport)
}
func (a *Application) fillOrder(order internal.Order) {
status := enum.OrdStatus_FILLED
if !order.IsClosed() {
status = enum.OrdStatus_PARTIALLY_FILLED
}
a.updateOrder(order, status)
}
