Package quickfix.field

Examples of quickfix.field.Price

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    private void onMessage(quickfix.fix43.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);
   
            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);
   
            quickfix.fix43.ExecutionReport accept = new quickfix.fix43.ExecutionReport(
                genOrderID(), genExecID(), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW),
                order.getSide(), new LeavesQty(order.getOrderQty().getValue()), new CumQty(0), new AvgPx(0));
   
            accept.set(order.getClOrdID());
            accept.set(order.getSymbol());
            sendMessage(sessionID, accept);
   
            if (isOrderExecutable(order, price)) {
                quickfix.fix43.ExecutionReport executionReport = new quickfix.fix43.ExecutionReport(genOrderID(),
                    genExecID(), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), order.getSide(),
                    new LeavesQty(0), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
   
                executionReport.set(order.getClOrdID());
                executionReport.set(order.getSymbol());
                executionReport.set(orderQty);
                executionReport.set(new LastQty(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
   
                sendMessage(sessionID, executionReport);
            }
        } catch (RuntimeException e) {
            LogUtil.logThrowable(sessionID, e.getMessage(), e);
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    private void onMessage(quickfix.fix44.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);
   
            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);
   
            quickfix.fix44.ExecutionReport accept = new quickfix.fix44.ExecutionReport(
                genOrderID(), genExecID(), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW),
                order.getSide(), new LeavesQty(order.getOrderQty().getValue()), new CumQty(0), new AvgPx(0));
   
            accept.set(order.getClOrdID());
            accept.set(order.getSymbol());
            sendMessage(sessionID, accept);
   
            if (isOrderExecutable(order, price)) {
                quickfix.fix44.ExecutionReport executionReport = new quickfix.fix44.ExecutionReport(genOrderID(),
                    genExecID(), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), order.getSide(),
                    new LeavesQty(0), new CumQty(orderQty.getValue()), new AvgPx(price.getValue()));
   
                executionReport.set(order.getClOrdID());
                executionReport.set(order.getSymbol());
                executionReport.set(orderQty);
                executionReport.set(new LastQty(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
   
                sendMessage(sessionID, executionReport);
            }
        } catch (RuntimeException e) {
            LogUtil.logThrowable(sessionID, e.getMessage(), e);
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    private void onMessage(quickfix.fix50.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
        try {
            validateOrder(order);

            OrderQty orderQty = order.getOrderQty();
            Price price = getPrice(order);

            quickfix.fix50.ExecutionReport accept = new quickfix.fix50.ExecutionReport(
                genOrderID(), genExecID(), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.NEW),
                order.getSide(), new LeavesQty(order.getOrderQty().getValue()), new CumQty(0));

            accept.set(order.getClOrdID());
            accept.set(order.getSymbol());
            sendMessage(sessionID, accept);

            if (isOrderExecutable(order, price)) {
                quickfix.fix50.ExecutionReport executionReport = new quickfix.fix50.ExecutionReport(
                    genOrderID(), genExecID(), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED),
                    order.getSide(), new LeavesQty(0), new CumQty(orderQty.getValue()));

                executionReport.set(order.getClOrdID());
                executionReport.set(order.getSymbol());
                executionReport.set(orderQty);
                executionReport.set(new LastQty(orderQty.getValue()));
                executionReport.set(new LastPx(price.getValue()));
                executionReport.set(new AvgPx(price.getValue()));
               
                sendMessage(sessionID, executionReport);
            }
        } catch (RuntimeException e) {
            LogUtil.logThrowable(sessionID, e.getMessage(), e);
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        if (ioi.getIDSource().equals("UNKOWN"))
            idSource = new IDSource( "100" );
        fixIOI.set( idSource );

        // Price
        Price price = new Price( ioi.getPrice() );
        fixIOI.set( price );

        // IOINaturalFlag
        IOINaturalFlag ioiNaturalFlag = new IOINaturalFlag();
        if ( ioi.getNatural().equals("YES") )
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            this.setTif(msgTIF.getValue());
        } catch (FieldNotFound ex) {}
       
        // Price
        try {
            Price price = new Price();
            message.get(price);
            this.setLimit(price.getValue());
        } catch (FieldNotFound ex) {}       

        // SecurityID
        try {
            SecurityID secID = new SecurityID();
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            this.setTif(msgTIF.getValue());
        } catch (FieldNotFound ex) {}
       
        // Price
        try {
            Price price = new Price();
            message.get(price);
            this.setLimit(price.getValue());
        } catch (FieldNotFound ex) {}
       
        // SecurityID
        try {
            SecurityID secID = new SecurityID();
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            new Side(Side.BUY),
            new TransactTime(new Date()),
            new OrdType(OrdType.LIMIT));
       
        order.set(new OrderQty(10));
        order.set(new Price(300.00));
       
        return order;
    }
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Related Classes of quickfix.field.Price

  • edu.harvard.fas.zfeledy.fiximulator.core.FIXimulatorApplication
  • edu.harvard.fas.zfeledy.fiximulator.core.Order
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutor
  • org.apache.camel.component.quickfixj.examples.trading.TradeExecutorExample
  • org.archfirst.bfexch.infra.fixtrading.converters.MoneyConverter
  • org.archfirst.bfoms.infra.fixtrading.converters.MoneyConverter
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