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);
}
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 Application::onMessage( const FIX44::NewOrderSingle& message,
const FIX::SessionID& sessionID )
{
FIX::Symbol symbol;
FIX::Side side;
FIX::OrdType ordType;
FIX::OrderQty orderQty;
FIX::Price price;
FIX::ClOrdID clOrdID;
FIX::Account account;
message.get( ordType );
if ( ordType != FIX::OrdType_LIMIT )
throw FIX::IncorrectTagValue( ordType.getField() );
message.get( symbol );
message.get( side );
message.get( orderQty );
message.get( price );
message.get( clOrdID );
FIX44::ExecutionReport executionReport = FIX44::ExecutionReport
( FIX::OrderID( genOrderID() ),
FIX::ExecID( genExecID() ),
FIX::ExecType( FIX::ExecType_FILL ),
FIX::OrdStatus( FIX::OrdStatus_FILLED ),
side,
FIX::LeavesQty( 0 ),
FIX::CumQty( orderQty ),
FIX::AvgPx( price ) );
executionReport.set( clOrdID );
executionReport.set( symbol );
executionReport.set( orderQty );
executionReport.set( FIX::LastQty( orderQty ) );
executionReport.set( FIX::LastPx( price ) );
if( message.isSet(account) )
executionReport.setField( message.get(account) );
try
{
FIX::Session::sendToTarget( executionReport, sessionID );
}
catch ( FIX::SessionNotFound& ) {}
}
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);
}