C++ (Cpp) senderCompID Examples

Example #1

File: pt.cpp Project: filgood/fixfeed

int testFileStoreNewOrderSingle( int count )
{
  FIX::BeginString beginString( FIX::BeginString_FIX42 );
  FIX::SenderCompID senderCompID( "SENDER" );
  FIX::TargetCompID targetCompID( "TARGET" );
  FIX::SessionID id( beginString, senderCompID, targetCompID );

  FIX::ClOrdID clOrdID( "ORDERID" );
  FIX::HandlInst handlInst( '1' );
  FIX::Symbol symbol( "LNUX" );
  FIX::Side side( FIX::Side_BUY );
  FIX::TransactTime transactTime;
  FIX::OrdType ordType( FIX::OrdType_MARKET );
  FIX42::NewOrderSingle message
  ( clOrdID, handlInst, symbol, side, transactTime, ordType );
  message.getHeader().set( FIX::MsgSeqNum( 1 ) );
  std::string messageString = message.toString();

  FIX::FileStore store( "store", id );
  store.reset();
  count = count - 1;

  int start = GetTickCount();
  for ( int i = 0; i <= count; ++i )
  {
    store.set( ++i, messageString );
  }
  int end = GetTickCount();
  store.reset();
  return end - start;
}

Example #2

File: Application.cpp Project: WeizhongDai/fixfeed

void Application::updateOrder( const Order& order, char status )
{
  FIX::TargetCompID targetCompID( order.getOwner() );
  FIX::SenderCompID senderCompID( order.getTarget() );

  FIX42::ExecutionReport fixOrder
  ( FIX::OrderID ( order.getClientID() ),
    FIX::ExecID ( m_generator.genExecutionID() ),
    FIX::ExecTransType ( FIX::ExecTransType_NEW ),
    FIX::ExecType ( status ),
    FIX::OrdStatus ( status ),
    FIX::Symbol ( order.getSymbol() ),
    FIX::Side ( convert( order.getSide() ) ),
    FIX::LeavesQty ( order.getOpenQuantity() ),
    FIX::CumQty ( order.getExecutedQuantity() ),
    FIX::AvgPx ( order.getAvgExecutedPrice() ) );

  fixOrder.set( FIX::ClOrdID( order.getClientID() ) );
  fixOrder.set( FIX::OrderQty( order.getQuantity() ) );

  if ( status == FIX::OrdStatus_FILLED ||
       status == FIX::OrdStatus_PARTIALLY_FILLED )
  {
    fixOrder.set( FIX::LastShares( order.getLastExecutedQuantity() ) );
    fixOrder.set( FIX::LastPx( order.getLastExecutedPrice() ) );
  }

  try
  {
    FIX::Session::sendToTarget( fixOrder, senderCompID, targetCompID );
  }
  catch ( FIX::SessionNotFound& ) {}}

Example #3

File: Acceptor.cpp Project: andrija-hers/quickfix

Session* Acceptor::getSession
( const std::string& msg, Responder& responder )
{
  Message message;
  if ( !message.setStringHeader( msg ) )
    return 0;

  BeginString beginString;
  SenderCompID clSenderCompID;
  TargetCompID clTargetCompID;
  MsgType msgType;
  try
  {
    message.getHeader().getField( beginString );
    message.getHeader().getField( clSenderCompID );
    message.getHeader().getField( clTargetCompID );
    message.getHeader().getField( msgType );
    if ( msgType != "A" ) return 0;

    SenderCompID senderCompID( clTargetCompID );
    TargetCompID targetCompID( clSenderCompID );
    SessionID sessionID( beginString, senderCompID, targetCompID );

    Sessions::iterator i = m_sessions.find( sessionID );
    if ( i != m_sessions.end() )
    {
      i->second->setResponder( &responder );
      return i->second;
    }
  }
  catch ( FieldNotFound& ) {}
  return 0;
}

Example #4

File: Application.cpp Project: WeizhongDai/fixfeed

void Application::rejectOrder
( const FIX::SenderCompID& sender, const FIX::TargetCompID& target,
  const FIX::ClOrdID& clOrdID, const FIX::Symbol& symbol,
  const FIX::Side& side, const std::string& message )
{
  FIX::TargetCompID targetCompID( sender.getValue() );
  FIX::SenderCompID senderCompID( target.getValue() );

  FIX42::ExecutionReport fixOrder
  ( FIX::OrderID ( clOrdID.getValue() ),
    FIX::ExecID ( m_generator.genExecutionID() ),
    FIX::ExecTransType ( FIX::ExecTransType_NEW ),
    FIX::ExecType ( FIX::ExecType_REJECTED ),
    FIX::OrdStatus ( FIX::ExecType_REJECTED ),
    symbol, side, FIX::LeavesQty( 0 ), FIX::CumQty( 0 ), FIX::AvgPx( 0 ) );

  fixOrder.set( clOrdID );
  fixOrder.set( FIX::Text( message ) );

  try
  {
    FIX::Session::sendToTarget( fixOrder, senderCompID, targetCompID );
  }
  catch ( FIX::SessionNotFound& ) {}}