Package quickfix.field

Examples of quickfix.field.Side

126
127
128
129
130
131
132
133
134
135
136
    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
       
        order.set(new OrderQty(10));
        order.set(new Price(300.00));
View Full Code Here
137
138
139
140
141
142
143
144
145
146
147
            String replySessionID = "FIX.4.2:MARKET->TRADER";
            LOG.info("Given the requestSessionID '{}' calculated the replySessionID as '{}'", requestSessionID, replySessionID);

            String orderID = exchange.getIn().getHeader("orderID", String.class);

            OrderStatusRequest request = new OrderStatusRequest(new ClOrdID("XYZ"), new Symbol("GOOG"), new Side(Side.BUY));
            request.set(new OrderID(orderID));
            
            // Look for a reply execution report back to the requester session
            // and having the requested OrderID. This is a loose correlation but the best
            // we can do with FIX 4.2. Newer versions of FIX have an optional explicit correlation field.
View Full Code Here
161
162
163
164
165
166
167
168
169
170
                new ExecID(UUID.randomUUID().toString()),
                new ExecTransType(ExecTransType.STATUS),
                new ExecType(ExecType.REJECTED),
                new OrdStatus(OrdStatus.REJECTED),
                new Symbol("GOOG"),
                new Side(Side.BUY),
                new LeavesQty(100),
                new CumQty(0),
                new AvgPx(0));
        }
View Full Code Here
125
126
127
128
129
130
131
132
133
134
135
    private NewOrderSingle createNewOrderMessage() {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("CLIENT_ORDER_ID"),
            new HandlInst('1'),
            new Symbol("GOOG"),
            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
       
        order.set(new OrderQty(10));
        order.set(new Price(300.00));
View Full Code Here
127
128
129
130
131
132
133
134
135
136
137
    public static class OrderStatusRequestTransformer {
        public void transform(Exchange exchange) throws FieldNotFound {
            String sessionID = (String) exchange.getIn().getHeader("sessionID");
            String orderID = (String) exchange.getIn().getHeader("orderID");

            OrderStatusRequest request = new OrderStatusRequest(new ClOrdID("XYZ"), new Symbol("GOOG"), new Side(Side.BUY));
            request.set(new OrderID(orderID));
            
            // Look for a reply execution report back to the requester session
            // and having the requested OrderID. This is a loose correlation but the best
            // we can do with FIX 4.2. Newer versions of FIX have an optional explicit correlation field.
View Full Code Here
151
152
153
154
155
156
157
158
159
160
                new ExecID(UUID.randomUUID().toString()),
                new ExecTransType(ExecTransType.STATUS),
                new ExecType(ExecType.REJECTED),
                new OrdStatus(OrdStatus.REJECTED),
                new Symbol("GOOG"),
                new Side(Side.BUY),
                new LeavesQty(100),
                new CumQty(0),
                new AvgPx(0));
        }
View Full Code Here
129
130
131
132
133
134
135
136
137
138
139
    public static class OrderStatusRequestTransformer {
        public void transform(Exchange exchange) throws FieldNotFound {
            String sessionID = (String) exchange.getIn().getHeader("sessionID");
            String orderID = (String) exchange.getIn().getHeader("orderID");

            OrderStatusRequest request = new OrderStatusRequest(new ClOrdID("XYZ"), new Symbol("GOOG"), new Side(Side.BUY));
            request.set(new OrderID(orderID));
            
            // Look for a reply execution report back to the requester session
            // and having the requested OrderID. This is a loose correlation but the best
            // we can do with FIX 4.2. Newer versions of FIX have an optional explicit correlation field.
View Full Code Here
153
154
155
156
157
158
159
160
161
162
                new ExecID(UUID.randomUUID().toString()),
                new ExecTransType(ExecTransType.STATUS),
                new ExecType(ExecType.REJECTED),
                new OrdStatus(OrdStatus.REJECTED),
                new Symbol("GOOG"),
                new Side(Side.BUY),
                new LeavesQty(100),
                new CumQty(0),
                new AvgPx(0));
        }
View Full Code Here
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
            ioiType = new IOITransType( IOITransType.CANCEL );
        if ( ioi.getType().equals("REPLACE") )
            ioiType = new IOITransType( IOITransType.REPLACE );
       
        // Side
        Side side = null;
        if ( ioi.getSide().equals("BUY") ) side = new Side( Side.BUY );
        if ( ioi.getSide().equals("SELL") ) side = new Side( Side.SELL );
        if ( ioi.getSide().equals("UNDISCLOSED") )
            side = new Side( Side.UNDISCLOSED );

        // IOIShares
        IOIShares shares = new IOIShares( ioi.getQuantity().toString() );

        // Symbol
View Full Code Here
649
650
651
652
653
654
655
656
657
658
659
        // Symbol (55)
        Symbol symbol = new Symbol(execution.getOrder().getSymbol());
       
        //  Side (54)
        Side side = new Side(execution.getOrder().getFIXSide());
       
        // LeavesQty ()
        LeavesQty leavesQty = new LeavesQty(execution.getLeavesQty());
       
        // CumQty ()
View Full Code Here
TOP

Related Classes of quickfix.field.Side

  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • edu.harvard.fas.zfeledy.fiximulator.core.Order
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$MarketOrderStatusService
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$OrderStatusRequestTransformer
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutorExample
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.