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

Example 1 with LastShares

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

the class TradeExecutor method onMessage.

private void onMessage(quickfix.fix41.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
    try {
        validateOrder(order);
        OrderQty orderQty = order.getOrderQty();
        Price price = getPrice(order);
        quickfix.fix41.ExecutionReport accept = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW), order.getSymbol(), order.getSide(), orderQty, new LastShares(0), new LastPx(0), new LeavesQty(0), new CumQty(0), new AvgPx(0));
        accept.set(order.getClOrdID());
        sendMessage(sessionID, accept);
        if (isOrderExecutable(order, price)) {
            quickfix.fix41.ExecutionReport executionReport = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), order.getSymbol(), order.getSide(), orderQty, new LastShares(orderQty.getValue()), new LastPx(price.getValue()), new LeavesQty(0), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
            executionReport.set(order.getClOrdID());
            sendMessage(sessionID, executionReport);
        }
    } catch (RuntimeException e) {
        LogUtil.logThrowable(sessionID, e.getMessage(), e);
    }
}

Example 2 with LastShares

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

the class TradeExecutor method onMessage.

private void onMessage(quickfix.fix42.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
    try {
        validateOrder(order);
        OrderQty orderQty = order.getOrderQty();
        Price price = getPrice(order);
        quickfix.fix42.ExecutionReport accept = new quickfix.fix42.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW), order.getSymbol(), order.getSide(), new LeavesQty(0), new CumQty(0), new AvgPx(0));
        accept.set(order.getClOrdID());
        sendMessage(sessionID, accept);
        if (isOrderExecutable(order, price)) {
            quickfix.fix42.ExecutionReport executionReport = new quickfix.fix42.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), order.getSymbol(), order.getSide(), new LeavesQty(0), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
            executionReport.set(order.getClOrdID());
            executionReport.set(orderQty);
            executionReport.set(new LastShares(orderQty.getValue()));
            executionReport.set(new LastPx(price.getValue()));
            sendMessage(sessionID, executionReport);
        }
    } catch (RuntimeException e) {
        LogUtil.logThrowable(sessionID, e.getMessage(), e);
    }
}

Example 3 with LastShares

use of quickfix.field.LastShares 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);
    }
}