fix协议介绍14-批量取消订单（OrderMassCancelRequest）

本文链接：https://blog.csdn.net/hxpjava1/article/details/17307485

FIX.5.0SP2 Message

OrderMassCancelRequest [type 'q']

<OrdMassCxlReq>

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

Added FIX.4.3

Expand Components | Collapse Components

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

Component

StandardHeader

BaseHeader

MsgType = q (lowercase Q)

11	ClOrdID	@ClOrdID	Unique ID of Order Mass Cancel Request as assigned by the institution.
526	SecondaryClOrdID	@ClOrdID2
530	MassCancelRequestType	@ReqTyp	Specifies the type of cancellation requested
336	TradingSessionID	@SesID	Trading Session in which orders are to be canceled
625	TradingSessionSubID	@SesSub

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"

Component

TargetParties

TgtPty

Can be used to specify the parties to whom the Order Mass Cancel should apply.

Component

Instrument

Instrmt

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

Component

UnderlyingInstrument

Undly

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

1301	MarketID	@MktID	Required for MassCancelRequestType = 8 (Cancel orders for a market)
1300	MarketSegmentID	@MktSegID	Required for MassCancelRequestType = 9 (Cancel orders for a market segment)
54	Side	@Side	Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
60	TransactTime	@TxnTm	Time this order request was initiated/released by the trader or trading system.
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 OrderMassCancelRequestMsg 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",false);
	private Tag massCancelRequestType=new Tag("530","char",true);
	private Tag marketSegmentID=new Tag("1300","String",false);
	
	private Set<String> tagIdsSet=new HashSet<String>();
	
	public OrderMassCancelRequestMsg(){
		this.getHeadEntity().getMsgType().setTagValue("q");
		tagIdsSet.add("11");
		tagIdsSet.add("60");
		tagIdsSet.add("54");
		tagIdsSet.add("530");
		tagIdsSet.add("1300");
		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(massCancelRequestType);
		this.bodyEntity.getBodyTagList().add(marketSegmentID);
	}
	
	@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(massCancelRequestType.getTagValue()!=null){
			if(!MsgUtil.massCancelRequestType.contains(massCancelRequestType.getTagValue())){
				throw new InValidDataException("massCancelRequestType错误["+massCancelRequestType.getTagId()+"="+massCancelRequestType.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 getMassCancelRequestType() {
		return massCancelRequestType;
	}

	public void setMassCancelRequestType(Tag massCancelRequestType) {
		this.massCancelRequestType = massCancelRequestType;
	}

	public Tag getMarketSegmentID() {
		return marketSegmentID;
	}

	public void setMarketSegmentID(Tag marketSegmentID) {
		this.marketSegmentID = marketSegmentID;
	}

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

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

}

业务处理：略