Order management
Order sessions must be configured with the following configuration parameters:
"OrderManager.IgnoreStatusOnOrderCancelReject":"true",
"OrderManager.CopyExecTypeToOrdStatus":"true",
"OrderManager.KillOrdersOnSessionDown" :"false"
For example,
com.apama.fix.SessionConfiguration("FIX_TT_TRADE_Connectivity",
{"FixChannel":"FIX_TT_TRADE_Connectivity","CONNECTIVITY_PLUGIN":"true",
"OrderManager.IgnoreStatusOnOrderCancelReject":"true",
"OrderManager.CopyExecTypeToOrdStatus":"true",
"OrderManager.KillOrdersOnSessionDown" :"false"})
Note:
The order attributes group is not supported in the connectivity based adapter.
You must wait for com.apama.fix.News to ensure that the recovery is completed, and then place the orders.
For example,
com.apama.oms.NewOrder("9","ES",272475,"SELL","LIMIT",1,
"FIX","","","FIX_TT_TRADE_Connectivity","","",
{"207":"CME","48":"5505520756192796493","22":"96","1724":"5","21":"3",
"16106":"blabla","16111":"I","528":"I","1028":"N","59":"1","77":"O",
"18":"2","1":"softwareag","1385":"1","Party0":"1,D,10,2376:22"})