Examples with AvgPx quickfix.field.AvgPx used on opensource projects

Example 6 with AvgPx

use of quickfix.field.AvgPx in project camel by apache.

the class TradeExecutor method onMessage.

private void onMessage(quickfix.fix40.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
    try {
        validateOrder(order);
        OrderQty orderQty = order.getOrderQty();
        Price price = getPrice(order);
        quickfix.fix40.ExecutionReport accept = new quickfix.fix40.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new OrdStatus(OrdStatus.NEW), order.getSymbol(), order.getSide(), orderQty, new LastShares(0), new LastPx(0), new CumQty(0), new AvgPx(0));
        accept.set(order.getClOrdID());
        sendMessage(sessionID, accept);
        if (isOrderExecutable(order, price)) {
            quickfix.fix40.ExecutionReport fill = new quickfix.fix40.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new OrdStatus(OrdStatus.FILLED), order.getSymbol(), order.getSide(), orderQty, new LastShares(orderQty.getValue()), new LastPx(price.getValue()), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
            fill.set(order.getClOrdID());
            sendMessage(sessionID, fill);
        }
    } catch (RuntimeException e) {
        LogUtil.logThrowable(sessionID, e.getMessage(), e);
    }
}