fix协议介绍15-批量取消订单执行报告（OrderMassCancelReport）

本文链接：https://blog.youkuaiyun.com/hxpjava1/article/details/17307497

FIX.5.0SP2 Message

OrderMassCancelReport [type 'r']

<OrdMassCxlRpt>

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

Added FIX.4.3

Expand Components | Collapse Components

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

Component

StandardHeader

BaseHeader

MsgType = r (lowercase R)

11	ClOrdID	@ClOrdID	ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders.
526	SecondaryClOrdID	@ClOrdID2
37	OrderID	@OrdID	Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.	FIX.5.0SP1
1369	MassActionReportID	@MassActionReportID	Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
198	SecondaryOrderID	@OrdID2	Secondary Order ID assigned by the recipient of the Order Mass Cancel Request.	FIX.5.0SP1
530	MassCancelRequestType	@ReqTyp	Order Mass Cancel Request Type accepted by the system
531	MassCancelResponse	@Rsp	Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected.
532	MassCancelRejectReason	@MassCxlRejRsn	Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
533	TotalAffectedOrders	@TotAffctdOrds	Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request

Component

AffectedOrdGrp

AffectOrd

List of orders affected by the Order Mass Cancel Request

Component

NotAffectedOrdersGrp

NotAffectedOrdersGrp

List of orders not affected by Order Mass Cancel Request

	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

Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).

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"

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 2013-11-30
 */
public class OrderMassCancelReportMsg extends BaseMsg {
	private Tag clOrdID=new Tag("11","String",true);
	private Tag parties=new PartiesTag(false);
	private Tag instrument=new InstrumentTag(false);
	private Tag transactTime=new Tag("60","UTCTimestamp",true);
	private Tag massActionReportID=new Tag("1369","String",true);
	private Tag massCancelRequestType=new Tag("530","char",true);
	private Tag massCancelResponse=new Tag("531","char",true);
	private Tag massCancelRejectReason=new Tag("532","int",false);
	private Tag text=new Tag("58","String",false);
	
	private Set<String> tagIdsSet=new HashSet<String>();
	
	public OrderMassCancelReportMsg(){
		this.getHeadEntity().getMsgType().setTagValue("r");
		tagIdsSet.add("11");
		tagIdsSet.add("60");
		tagIdsSet.add("1369");
		tagIdsSet.add("530");
		tagIdsSet.add("531");
		tagIdsSet.add("532");
		tagIdsSet.add("58");
		this.bodyEntity.getBodyTagList().add(clOrdID);
		this.bodyEntity.getBodyTagList().add(parties);
		this.bodyEntity.getBodyTagList().add(instrument);
		this.bodyEntity.getBodyTagList().add(transactTime);
		this.bodyEntity.getBodyTagList().add(massActionReportID);
		this.bodyEntity.getBodyTagList().add(massCancelRequestType);
		this.bodyEntity.getBodyTagList().add(massCancelResponse);
		this.bodyEntity.getBodyTagList().add(massCancelRejectReason);
		this.bodyEntity.getBodyTagList().add(text);
	}
	
	@Override
	public void decodeBody() {
		Set<String> already=new HashSet<String>();
		String input=this.body;
		while(input.length()!=0){
			String firstTagId=input.substring(0, input.indexOf("="));
			if(firstTagId.equals("453")){
				input=this.getParties().decode(input, already);
			}else if(InstrumentTag.tagIdsSet.contains(firstTagId)){
				input=this.instrument.decode(input, already);
			}else{
				List<Tag> tagList=this.bodyEntity.getBodyTagList();
				boolean exist=false;
				for(int j=0;j<tagList.size();j++){
					Tag tag=tagList.get(j);
					if(tag.getTagId().equals(firstTagId)){
						input=tag.decode(input, already);
						exist=true;
						break;
					}
				}
				if(!exist){
					throw new InValidDataException(firstTagId+"不在消息字段中");
				}
			}
			
		}
	}

	@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()+"]");
			}
		}
		if(massCancelResponse.getTagValue()!=null){
			if(!MsgUtil.massCancelResponse.contains(massCancelResponse.getTagValue())){
				throw new InValidDataException("massCancelResponse错误["+massCancelResponse.getTagId()+"="+massCancelResponse.getTagValue()+"]");
			}
		}
		if(massCancelRejectReason.getTagValue()!=null){
			if(!((Integer.parseInt(massCancelRejectReason.getTagValue())>=0&&Integer.parseInt(massCancelRejectReason.getTagValue())<=11)||Integer.parseInt(massCancelRejectReason.getTagValue())==99)){
				throw new InValidDataException("massCancelRejectReason错误["+massCancelRejectReason.getTagId()+"="+massCancelRejectReason.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 getMassActionReportID() {
		return massActionReportID;
	}

	public void setMassActionReportID(Tag massActionReportID) {
		this.massActionReportID = massActionReportID;
	}

	public Tag getMassCancelRequestType() {
		return massCancelRequestType;
	}

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

	public Tag getMassCancelResponse() {
		return massCancelResponse;
	}

	public void setMassCancelResponse(Tag massCancelResponse) {
		this.massCancelResponse = massCancelResponse;
	}

	public Tag getMassCancelRejectReason() {
		return massCancelRejectReason;
	}

	public void setMassCancelRejectReason(Tag massCancelRejectReason) {
		this.massCancelRejectReason = massCancelRejectReason;
	}

	public Tag getText() {
		return text;
	}

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

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

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

}

消息处理：略