void HuobiApp::submitLimitOrder(const char *symbol, OrderSide side, double price, double amount, const char *userId)
{
int ts = timestamp();
FIX44::NewOrderSingle message;
message.set(Account(_publicKey));
if (userId)
message.set(ClOrdID(userId));
else
message.set(ClOrdID("HuobiOrder"));
message.set(Price(price));
message.set(MinQty(amount));
message.set(OrdType(OrdType_LIMIT));
message.set(Symbol(symbol));
message.set(Side(side == OrderBuy ? Side_BUY : Side_SELL));
message.set(TransactTime());
message.setField(IntField(957, ts));
message.setField(StringField(958, _publicKey));
char str[1024];
sprintf(str, "access_key=%s&amount=%s&coin_type=%d&created=%d&method=%s&price=%s&secret_key=%s",
_publicKey.c_str(),
float2str(amount).c_str(),
getCoinType(symbol),
ts,
side == OrderBuy ? "buy" : "sell",
float2str(price).c_str(),
_privateKey.c_str());
message.setField(StringField(959, md5::MD5String(str, false)));
Session *session = Session::lookupSession(_sessionID);
if (session)
session->send(message);
}
void FixProviderImpl::sendOrder(const FreeQuant::Order& order) {
FIX44::NewOrderSingle message;
message.set(FIX::ClOrdID(FreeQuant::createGuid()));
FIX::Side side;
if (order.side() == FreeQuant::Order::Buy) {
side = FIX::Side_BUY;
} else {
side = FIX::Side_SELL;
}
message.set(side);
FIX::OrdType type;
switch (order.type()) {
case FreeQuant::Order::Market:
type = FIX::OrdType_MARKET;
default:
break;
}
}
void OkcoinApp::submitMarketOrder(const char *symbol, OrderSide side, double amount, const char *userId)
{
int ts = timestamp();
FIX44::NewOrderSingle message;
message.set(Account(_publicKey + "," + _privateKey));
if (userId)
message.set(ClOrdID(userId));
else
message.set(ClOrdID("OkcoinOrder"));
message.set(Price(amount));
message.set(OrderQty(amount));
message.set(OrdType(OrdType_MARKET));
message.set(Symbol(symbol));
message.set(Side(side == OrderBuy ? Side_BUY : Side_SELL));
message.set(TransactTime());
Session *session = Session::lookupSession(_sessionID);
if (session)
session->send(message);
}