Fix协议介绍10-取消订单请求（OrderCancelRequest）

本文链接：https://blog.csdn.net/hxpjava1/article/details/17300303

FIX.5.0SP2 Message

OrderCancelRequest [type 'F']

<OrdCxlReq>

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Added FIX.2.7

Expand Components | Collapse Components

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Component

StandardHeader

BaseHeader

MsgType = F

41	OrigClOrdID	@OrigID	ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID
37	OrderID	@OrdID	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
11	ClOrdID	@ID	Unique ID of cancel request as assigned by the institution.
526	SecondaryClOrdID	@ID2
583	ClOrdLinkID	@LnkID
66	ListID	@ListID	Required for List Orders
586	OrigOrdModTime	@OrigOrdModTm
1	Account	@Acct
660	AcctIDSource	@AcctIDSrc
581	AccountType	@AcctTyp

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Component

Instrument

Instrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

Component

FinancingDetails

FinDetls

Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

Must match original order

Component

UndInstrmtGrp

Undly

Number of underlyings

	54	Side	@Side
	60	TransactTime	@TxnTm		Time this order request was initiated/released by the trader or trading system.

Component

OrderQtyData

OrdQty

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

Note: OrderQty = CumQty + LeavesQty (see exceptions above)

376	ComplianceID	@ComplianceID
58	Text	@Txt
354	EncodedTextLen	@EncTxtLen	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

Component

StandardTrailer

消息实现：

package cs.mina.codec.msg;

import java.util.HashSet;
import java.util.List;
import java.util.Set;

import cs.mina.exception.InValidDataException;

/*
 *@author(huangxiaoping)
 *@date 2013-11-29
 */
public class OrderCancelRequestMsg extends BaseMsg {
	private Tag clOrdID=new Tag("11","String",true);
	private Tag parties=new PartiesTag(false);
	private Tag instrument=new InstrumentTag(true);
	private Tag transactTime=new Tag("60","UTCTimestamp",true);
	private Tag side=new Tag("54","char",true);
	private Tag orderQtyData=new OrderQtyDataTag(true);
	private Tag text=new Tag("58","String",false);
	private Tag orderID=new Tag("37","String",false);
	private Tag origClOrdID=new Tag("41","String",false);
	
	private Set<String> tagIdsSet=new HashSet<String>();
	public OrderCancelRequestMsg(){
		this.getHeadEntity().getMsgType().setTagValue("F");
		tagIdsSet.add("11");
		tagIdsSet.add("60");
		tagIdsSet.add("54");
		tagIdsSet.add("58");
		tagIdsSet.add("37");
		tagIdsSet.add("41");
		this.bodyEntity.getBodyTagList().add(clOrdID);
		this.bodyEntity.getBodyTagList().add(parties);
		this.bodyEntity.getBodyTagList().add(instrument);
		this.bodyEntity.getBodyTagList().add(transactTime);
		this.bodyEntity.getBodyTagList().add(side);
		this.bodyEntity.getBodyTagList().add(orderQtyData);
		this.bodyEntity.getBodyTagList().add(text);
		this.bodyEntity.getBodyTagList().add(orderID);
		this.bodyEntity.getBodyTagList().add(origClOrdID);
	}
	
	@Override
	public void decodeBody() {

	}

	@Override
	public void validate() {
		this.headEntity.validate();
		List<Tag> bodyTagList=this.bodyEntity.getBodyTagList();
		for(int i=0;i<bodyTagList.size();i++){
			bodyTagList.get(i).validate();
		}
		this.tailerEntity.validate();
		if(side.getTagValue()!=null){
			if(!MsgUtil.side.contains(side.getTagValue())){
				throw new InValidDataException("side错误["+side.getTagId()+"="+side.getTagValue()+"]");
			}
		}
	}

	public Tag getClOrdID() {
		return clOrdID;
	}

	public void setClOrdID(Tag clOrdID) {
		this.clOrdID = clOrdID;
	}

	public Tag getParties() {
		return parties;
	}

	public void setParties(Tag parties) {
		this.parties = parties;
	}

	public Tag getInstrument() {
		return instrument;
	}

	public void setInstrument(Tag instrument) {
		this.instrument = instrument;
	}

	public Tag getTransactTime() {
		return transactTime;
	}

	public void setTransactTime(Tag transactTime) {
		this.transactTime = transactTime;
	}

	public Tag getSide() {
		return side;
	}

	public void setSide(Tag side) {
		this.side = side;
	}

	public Tag getOrderQtyData() {
		return orderQtyData;
	}

	public void setOrderQtyData(Tag orderQtyData) {
		this.orderQtyData = orderQtyData;
	}

	public Tag getText() {
		return text;
	}

	public void setText(Tag text) {
		this.text = text;
	}

	public Tag getOrderID() {
		return orderID;
	}

	public void setOrderID(Tag orderID) {
		this.orderID = orderID;
	}

	public Tag getOrigClOrdID() {
		return origClOrdID;
	}

	public void setOrigClOrdID(Tag origClOrdID) {
		this.origClOrdID = origClOrdID;
	}

	public Set<String> getTagIdsSet() {
		return tagIdsSet;
	}

	public void setTagIdsSet(Set<String> tagIdsSet) {
		this.tagIdsSet = tagIdsSet;
	}

}

消息处理：略