C++ (Cpp) NewOrderSingle::getHeader 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: pt.cpp Project: Bobain/pyb

long testValidateDictNewOrderSingle( int count )
{
  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::SenderCompID( "SENDER" ) );
  message.getHeader().set( FIX::TargetCompID( "TARGET" ) );
  message.getHeader().set( FIX::MsgSeqNum( 1 ) );

  count = count - 1;

  long start = GetTickCount();
  for ( int i = 0; i <= count; ++i )
  {
    s_dataDictionary->validate( message );
  }
  return GetTickCount() - start;
}

Example #3

File: Application.cpp Project: WeizhongDai/fixfeed

void Application::onMessage( const FIX42::NewOrderSingle& message, const FIX::SessionID& )
{
  FIX::SenderCompID senderCompID;
  FIX::TargetCompID targetCompID;
  FIX::ClOrdID clOrdID;
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::Price price;
  FIX::OrderQty orderQty;
  FIX::TimeInForce timeInForce( FIX::TimeInForce_DAY );

  message.getHeader().get( senderCompID );
  message.getHeader().get( targetCompID );
  message.get( clOrdID );
  message.get( symbol );
  message.get( side );
  message.get( ordType );
  if ( ordType == FIX::OrdType_LIMIT )
    message.get( price );
  message.get( orderQty );
  if ( message.isSetField( timeInForce ) )
    message.get( timeInForce );

  try
  {
    if ( timeInForce != FIX::TimeInForce_DAY )
      throw std::logic_error( "Unsupported TIF, use Day" );

    Order order( clOrdID, symbol, senderCompID, targetCompID,
                 convert( side ), convert( ordType ),
                 price, (long)orderQty );

    processOrder( order );
  }
  catch ( std::exception & e )
  {
    rejectOrder( senderCompID, targetCompID, clOrdID, symbol, side, e.what() );
  }
}

Example #4

File: Application.cpp Project: BackupGGCode/fgv-master-quant

void Application::sendOrder(SimpleOrder order){


  if(order.orderQty >  0.0 && order.price >  0.0){
	  FIX42::NewOrderSingle newOrderSingle;
	  newOrderSingle.set( order.clOrdID );
	  newOrderSingle.set(FIX::HandlInst( '1' ));
	  newOrderSingle.set( order.symbol );
	  newOrderSingle.set( order.side );
	  newOrderSingle.set(FIX::TransactTime());
	  newOrderSingle.set( FIX::OrdType( FIX::OrdType_LIMIT ) );
	  newOrderSingle.set( order.orderQty );
	  newOrderSingle.set( FIX::TimeInForce( FIX::TimeInForce_DAY ) );
	  newOrderSingle.set( order.price );
	  setHeader( newOrderSingle.getHeader() );
	  FIX::Session::sendToTarget( newOrderSingle );
  }else{
	//std::cout << "[Application::sendOrder] NOT SENT!!!"<<std::endl;
  	 }


}