protected void makeOrderRequestMessage()

in fix/core/src/main/java/deltix/connector/fix/FixTradeConnector.java [829:853]


    protected void makeOrderRequestMessage(OrderEntryRequest request, Contract contract, FixOrderStateMessage message) {
        // NB: request Account and ExchangeId are not set to message by default

        message.setCurrency(request.getCurrency());
        message.setSymbol(contract.getBrokerSymbol());
        message.setSecurityType(FixUtil.getSecurityType(contract.getSecurityType()));
        message.setSide(FixUtil.getSide(request.getSide()));
        message.setQuantity(toFixQuantity(request.getQuantity(), contract));
        message.setMinQuantity(toFixQuantity(request.getMinQuantity(), contract));
        message.setDisplayQuantity(toFixQuantity(request.getDisplayQuantity(), contract));

        message.setOrderType(FixUtil.getOrderType(request.getOrderType()));
        message.setLimitPrice(toFixPrice(request.getLimitPrice(), contract));
        message.setStopPrice(toFixPrice(request.getStopPrice(), contract));
        message.setQuoteId(request.getQuoteId());

        byte timeInForce = FixUtil.getTimeInForce(request.getTimeInForce());
        message.setTimeInForce(timeInForce);
        if (timeInForce == TimeInForce.GOOD_TILL_DATE) {
            message.setExpireTime(request.getExpireTime());
            message.setExpireDate(request.getExpireTime());
        }

        message.setTransactTime(clock.time());
    }