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 FieldMap::addGroup( int field, const FieldMap& group, bool setCount )
{ QF_STACK_PUSH(FieldMap::addGroup)
FieldMap * pGroup = new FieldMap( group.m_fields.key_comp() );
*pGroup = group;
m_groups[ field ].push_back( pGroup );
Groups::iterator i = m_groups.find( field );
if( setCount )
setField( IntField( field, i->second.size() ) );
QF_STACK_POP
}
void HuobiApp::requestOrderStatus(const char *symbol, const char *orderId, OrderSide side)
{
int ts = timestamp();
FIX44::OrderStatusRequest message;
message.set(Account(_publicKey));
message.set(ClOrdID(orderId));
message.set(Symbol(symbol));
message.set(Side(side == OrderBuy ? Side_BUY : Side_SELL));
message.setField(IntField(957, ts));
message.setField(StringField(958, _publicKey));
char str[1024];
sprintf(str, "access_key=%s&coin_type=%d&created=%d&id=%s&method=order_info&secret_key=%s",
_publicKey.c_str(),
getCoinType(symbol),
ts,
orderId,
_privateKey.c_str());
message.setField(StringField(959, md5::MD5String(str, false)));
Session *session = Session::lookupSession(_sessionID);
if (session)
session->send(message);
}
std::string& Message::toString( std::string& str,
int beginStringField,
int bodyLengthField,
int checkSumField ) const
{
int length = bodyLength( beginStringField, bodyLengthField, checkSumField );
m_header.setField( IntField(bodyLengthField, length) );
m_trailer.setField( CheckSumField(checkSumField, checkSum(checkSumField)) );
#if defined(_MSC_VER) && _MSC_VER < 1300
str = "";
#else
str.clear();
#endif
/*small speculation about the space needed for FIX string*/
str.reserve( length + 64 );
m_header.calculateString( str );
FieldMap::calculateString( str );
m_trailer.calculateString( str );
return str;
}
