Package quickfix.fix42

Examples of quickfix.fix42.ExecutionReport

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        Endpoint gatewayEndpoint = context.getEndpoint(gatewayUri);
        Producer producer = gatewayEndpoint.createProducer();
       
        LOG.info("Sending order");
       
        NewOrderSingle order = createNewOrderMessage();
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(order);
        producer.process(exchange);           

        if (!executionReportLatch.await(5, TimeUnit.SECONDS)) {
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        LOG.info("Order execution example complete");
    }

    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));
       
        return order;
    }
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        Endpoint gatewayEndpoint = context.getEndpoint(gatewayUri);
        Producer producer = gatewayEndpoint.createProducer();
       
        LOG.info("Sending order");
       
        NewOrderSingle order = createNewOrderMessage();
        Exchange exchange = producer.createExchange(ExchangePattern.InOnly);
        exchange.getIn().setBody(order);
        producer.process(exchange);           

        if (!executionReportLatch.await(5, TimeUnit.SECONDS)) {
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        LOG.info("Order execution example complete");
    }

    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));
       
        return order;
    }
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            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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
                new SessionID(replySessionID), MsgType.EXECUTION_REPORT).withField(OrderID.FIELD, request.getString(OrderID.FIELD)));
           
            exchange.getIn().setBody(request);
        }
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    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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
                new SessionID(sessionID), MsgType.EXECUTION_REPORT).withField(OrderID.FIELD, request.getString(OrderID.FIELD)));
           
            exchange.getIn().setBody(request);
        }
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    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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
                new SessionID(sessionID), MsgType.EXECUTION_REPORT).withField(OrderID.FIELD, request.getString(OrderID.FIELD)));
           
            exchange.getIn().setBody(request);
        }
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            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.
            exchange.setProperty(QuickfixjProducer.CORRELATION_CRITERIA_KEY, new MessagePredicate(
                new SessionID(replySessionID), MsgType.ORDER_STATUS_REQUEST).withField(OrderID.FIELD, request.getString(OrderID.FIELD)));
           
            exchange.getIn().setBody(request);
        }
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Related Classes of quickfix.fix42.ExecutionReport

  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • org.apache.camel.component.quickfixj.examples.DynamicRoutingExample
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$MarketOrderStatusService
  • org.apache.camel.component.quickfixj.examples.RequestReplyExample$OrderStatusRequestTransformer
  • org.apache.camel.component.quickfixj.examples.SimpleMessagingExample
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutorExample
  • org.apache.camel.component.quickfixj.QuickfixjEngineTest
  • org.apache.camel.component.quickfixj.QuickfixjProducerTest
  • org.apache.camel.component.quickfixj.TestSupport
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