示例#1
0
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)
}
示例#2
0
func (a *Application) updateOrder(order Order, status string) {
	execReport := executionreport.New(
		field.NewOrderID(order.ClOrdID),
		field.NewExecID(a.genExecID()),
		field.NewExecTransType(enum.ExecTransType_NEW),
		field.NewExecType(status),
		field.NewOrdStatus(status),
		field.NewSymbol(order.Symbol),
		field.NewSide(order.Side),
		field.NewLeavesQty(order.OpenQuantity()),
		field.NewCumQty(order.ExecutedQuantity),
		field.NewAvgPx(order.AvgPx),
	)

	execReport.SetOrderQty(order.Quantity)
	execReport.SetClOrdID(order.ClOrdID)
	execReport.Header.SetTargetCompID(order.SenderCompID)
	execReport.Header.SetSenderCompID(order.TargetCompID)

	quickfix.Send(execReport)
}
//SetExecID sets ExecID, Tag 17
func (m NoExecs) SetExecID(v string) {
	m.Set(field.NewExecID(v))
}
//SetExecID sets ExecID, Tag 17
func (m DontKnowTrade) SetExecID(v string) {
	m.Set(field.NewExecID(v))
}
//SetExecID sets ExecID, Tag 17
func (m TradeCaptureReportRequest) SetExecID(v string) {
	m.Set(field.NewExecID(v))
}
//SetExecID sets ExecID, Tag 17
func (m ExecutionReport) SetExecID(v string) {
	m.Set(field.NewExecID(v))
}
示例#7
0
func (e *executor) genExecID() field.ExecIDField {
	e.execID++
	return field.NewExecID(strconv.Itoa(e.execID))
}