Re: [Quickfix-users] Newbie problem using QuickFIX and sending New Order signal

[ka w. <ka...@gm...>]

2009/1/27 ka wone <ka...@gm...>

> Hi.
>
> You will find a code showing you how you can send a market order for buying
> 100 shares of AAPL when the method OnNewMarketOrder (resulting from an
> event) is called.
> I am also pretty new to FIX... anyone who wants to make a comment on this
> code is welcome!
>
> using System;
> using System.Collections.Generic;
> using System.Linq;
> using System.Text;
> using System.Threading;
> using System.Windows.Forms;
> using QuickFix;
>
>
> namespace FixInitiator
> {
>     class QuickFixWrapper : MessageCracker, QuickFix.Application
>     {
>         private SessionID sesID;
>         public delegate void Connected_EventHandler();
>         public static event Connected_EventHandler OnConnected;
>         public delegate void
> OrderReceived_EventHandler(QuickFix42.ExecutionReport order);
>         public static event OrderReceived_EventHandler OnOrderReceived;
>
>         private QuickFix.SocketInitiator _socketInitiator;
>         private QuickFix.FileStoreFactory _messageStoreFactory;
>         private QuickFix.SessionSettings _settings;
>         private QuickFix.FileLogFactory _logFactory;
>         private QuickFix42.MessageFactory _messageFactory;
>
>
>         public void onCreate(QuickFix.SessionID pSessionID)
>         {
>             Console.WriteLine("Session created");
>         }
>         public void onLogon(QuickFix.SessionID pSessionID) {
> Console.WriteLine("logon"); }
>         public void onLogout(QuickFix.SessionID pSessionID) {
> Console.WriteLine("logout"); }
>         public void toAdmin(QuickFix.Message pmessage, QuickFix.SessionID
> pSessionID)
>         {
>             Console.WriteLine("Enter toAdmin");
>             Console.WriteLine(pmessage.ToString());
>             Console.WriteLine("Exit toAdmin");
>         }
>         public void toApp(QuickFix.Message pMessage, QuickFix.SessionID
> pSessionID)
>         {
>             Console.WriteLine("Enter toApp");
>             Console.WriteLine(pMessage.ToString());
>             Console.WriteLine("Exit toApp");
>         }
>         public void fromAdmin(QuickFix.Message pMessage, QuickFix.SessionID
> pSessionID)
>         {
>             crack(pMessage, pSessionID);
>             Console.WriteLine("Enter fromAdmin");
>             Console.WriteLine(pMessage.ToString());
>             Console.WriteLine("Exit fromAdmin");
>         }
>         public void fromApp(QuickFix.Message pMessage, QuickFix.SessionID
> pSessionID)
>         {
>             crack(pMessage, pSessionID);
>             Console.WriteLine("Enter fromApp");
>             Console.WriteLine(pMessage.ToString());
>             Console.WriteLine("Exit fromApp");
>         }
>
>         public override void onMessage(QuickFix42.Logon order, SessionID
> psessionID)
>         {
>             sesID = psessionID;
>         }
>
>         public void connect()
>         {
>             try
>             {
>                 string settingfile = "initiator.cfg";
>
>                 this._settings = new QuickFix.SessionSettings(settingfile);
>                 this._messageStoreFactory = new
> QuickFix.FileStoreFactory(this._settings);
>                 this._logFactory = new
> QuickFix.FileLogFactory(this._settings);
>                 this._messageFactory = new QuickFix42.MessageFactory();
>                 this._socketInitiator = new QuickFix.SocketInitiator(this,
> _messageStoreFactory, this._settings, this._logFactory, _messageFactory);
>                 this._socketInitiator.start();
>
>
>             }
>             catch (Exception ex)
>             {
>                 Console.WriteLine(ex.Message);
>             }
>         }
>
>         private void OnNewMarketOrder()
>         {
>             QuickFix42.NewOrderSingle message = new
> QuickFix42.NewOrderSingle(
>                 new ClOrdID(ClOrdIDGenerator()),
>                 new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE),
>                 new Symbol("AAPL"),
>                 new Side(Side.Buy),
>                 new TransactTime(DateTime.Now.ToUniversalTime()),
>                 new OrdType(OrdType.MARKET));
>             message.setField(new OrderQty(100));
>             message.setField(new SecurityExchange("TSX"));
>             message.setField(new ExDestination("TSX"));
>
>             send(message);
>
>     }
>
>     private string ClOrdIDGenerator()
>         {
>             string clOrIdGen =
> Math.Abs(DateTime.Now.ToBinary()).ToString();
>             return clOrIdGen;
>         }
>
>  private void sendOrder(QuickFix42.Message order)
>         {
>
>             try
>             {
>                 Session.sendToTarget(order, sesID);
>             }
>             catch (Exception ex)
>             {
>                 MessageBox.Show(ex.ToString());
>             }
>
>         }
>
> }
>
>
>
>