void Strategy::printExecutionReport( const FIX42::ExecutionReport ereport ) {
FIX::OrderID orderID;
FIX::ExecID execID;
FIX::ExecTransType execTransType;
FIX::ExecType execType;
FIX::OrdStatus ordStatus;
FIX::Symbol symbol;
FIX::Side side;
FIX::LeavesQty leavesQty;
FIX::CumQty cumQty;
FIX::AvgPx avgPx;
ereport.get(orderID);
ereport.get(execID);
ereport.get(execTransType);
ereport.get(execType);
ereport.get(ordStatus);
ereport.get(symbol);
ereport.get(side);
ereport.get(leavesQty);
ereport.get(cumQty);
ereport.get(avgPx);
std::cout<< "[EXECUTION REPORT] symbol:" << symbol
<< "\tSide:" << ( side == FIX::Side_SELL ? "SELL" : "BUY" )
<< "\tLeavesQty:" << leavesQty
<< "\tCumQty:" << cumQty
<< "\tAvgPx:"<< std::fixed << std::setprecision(2) << (double)avgPx
<< std::endl;
}
void Application::onMessage
( const FIX42::ExecutionReport& message, const FIX::SessionID& ) {
FIX::OrdStatus status;
message.get(status);
switch(status){
case (FIX::OrdStatus_NEW):
getConfirmationTrade=true;
break;
case (FIX::OrdStatus_PARTIALLY_FILLED):
getConfirmationPartialExecutionTrade =true;
this->strategy.postTrade(message);
break;
case (FIX::OrdStatus_FILLED):
getConfirmationExecutionTrade =true;
this->strategy.postTrade(message);
break;
case (FIX::OrdStatus_CANCELED):
getConfirmationCanceledTrade=true;
break;
default:
break;
}
}
void Strategy::postTrade(FIX42::ExecutionReport ereport){
std::cout << "Strategy::PostTrade"<<std::endl;
//this->printExecutionReport(ereport);
FIX::LastShares lastShares;
FIX::LastPx lastPx;
FIX::Side side;
ereport.get(lastShares);
ereport.get(lastPx);
ereport.get(side);
this->numberStock += ( side == FIX::Side_SELL ? -lastShares : +lastShares );
this->cash += ( side == FIX::Side_SELL ? +lastShares*lastPx : -lastShares*lastPx );
FIX::TransactTime now;
this->agentControl.setPortfolio(now.getString(),this->cash, this->numberStock, 0.0);
//if(this->cash <= 0.0 && this->numberStock <= 0.0)
// exit(1);
}