fix协议介绍13-执行报告（ExecutionReport）

FIX.5.0SP2 Message

ExecutionReport [type '8']

<ExecRpt>

The execution report message is used to:

1. confirm the receipt of an order

2. confirm changes to an existing order (i.e. accept cancel and replace requests)

3. relay order status information

4. relay fill information on working orders

5. relay fill information on tradeable or restricted tradeable quotes

6. reject orders

7. report post-trade fees calculations associated with a trade

Added  FIX.2.7

Expand Components | Collapse Components

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 ExecutionReportMsg extends BaseMsg {
  private Tag clOrdID=new Tag("11","String",false);
  private Tag cumQty=new Tag("14","Qty",true);
  private Tag execID=new Tag("17","String",true);
  private Tag execType=new Tag("150","char",true);
  private Tag leavesQty=new Tag("151","Qty",true);
  private Tag lotType=new Tag("1093","char",false);
  private Tag maxPriceLevels=new Tag("1090","int",false);
  private Tag parties=new PartiesTag(false);
  private Tag orderID=new Tag("37","String",true);
  private Tag orderQtyData=new OrderQtyDataTag(false);
  private Tag ordStatus=new Tag("39","char",true);
  private Tag ordType=new Tag("40","char",false);
  private Tag price=new Tag("44","Price",false);
  private Tag instrument=new InstrumentTag(true);
  private Tag side=new Tag("54","char",true);
  private Tag timeInForce=new Tag("59","char",false);
  private Tag transactTime=new Tag("60","UTCTimestamp",false);
  private Tag ordRejReason=new Tag("103","int",false);
  private Tag rejectText=new Tag("1328","String",false);
  private Tag lastPx=new Tag("31","Price",false);
  private Tag lastQty=new Tag("32","Qty",false);
  private Tag matchType=new Tag("574","String",false);
  private Tag trdMatchID=new Tag("880","String",false);
  private Tag execRefID=new Tag("19","String",false);
  private Tag execRestatementReason=new Tag("378","int",false);
  private Tag origClOrdID=new Tag("41","String",false);
  private Tag copyMsgIndicator=new Tag("797","Boolean",false);
  
  private Set<String> tagIdsSet=new HashSet<String>();
  public ExecutionReportMsg(){
    this.getHeadEntity().getMsgType().setTagValue("8");
    tagIdsSet.add("11");
    tagIdsSet.add("14");
    tagIdsSet.add("17");
    tagIdsSet.add("150");
    tagIdsSet.add("151");
    tagIdsSet.add("1093");
    tagIdsSet.add("1090");
    tagIdsSet.add("37");
    tagIdsSet.add("39");
    tagIdsSet.add("40");
    tagIdsSet.add("44");
    tagIdsSet.add("54");
    tagIdsSet.add("59");
    tagIdsSet.add("60");
    tagIdsSet.add("103");
    tagIdsSet.add("1328");
    tagIdsSet.add("31");
    tagIdsSet.add("32");
    tagIdsSet.add("574");
    tagIdsSet.add("880");
    tagIdsSet.add("19");
    tagIdsSet.add("378");
    tagIdsSet.add("41");
    tagIdsSet.add("797");
    this.bodyEntity.getBodyTagList().add(clOrdID);
    this.bodyEntity.getBodyTagList().add(cumQty);
    this.bodyEntity.getBodyTagList().add(execID);
    this.bodyEntity.getBodyTagList().add(execType);
    this.bodyEntity.getBodyTagList().add(leavesQty);
    this.bodyEntity.getBodyTagList().add(lotType);
    this.bodyEntity.getBodyTagList().add(maxPriceLevels);
    this.bodyEntity.getBodyTagList().add(parties);
    this.bodyEntity.getBodyTagList().add(orderID);
    this.bodyEntity.getBodyTagList().add(orderQtyData);
    this.bodyEntity.getBodyTagList().add(ordStatus);
    this.bodyEntity.getBodyTagList().add(ordType);
    this.bodyEntity.getBodyTagList().add(price);
    this.bodyEntity.getBodyTagList().add(instrument);
    this.bodyEntity.getBodyTagList().add(side);
    this.bodyEntity.getBodyTagList().add(timeInForce);
    this.bodyEntity.getBodyTagList().add(transactTime);
    this.bodyEntity.getBodyTagList().add(ordRejReason);
    this.bodyEntity.getBodyTagList().add(rejectText);
    this.bodyEntity.getBodyTagList().add(lastPx);
    this.bodyEntity.getBodyTagList().add(lastQty);
    this.bodyEntity.getBodyTagList().add(matchType);
    this.bodyEntity.getBodyTagList().add(trdMatchID);
    this.bodyEntity.getBodyTagList().add(execRefID);
    this.bodyEntity.getBodyTagList().add(execRestatementReason);
    this.bodyEntity.getBodyTagList().add(origClOrdID);
    this.bodyEntity.getBodyTagList().add(copyMsgIndicator);
  }
  
  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(OrderQtyDataTag.tagIdsSet.contains(firstTagId)){
        input=this.orderQtyData.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(execType.getTagValue()!=null){
      if(!MsgUtil.execType.contains(execType.getTagValue())){
        throw new InValidDataException("execType错误["+execType.getTagId()+"="+execType.getTagValue()+"]");
      }
    }
    if(lotType.getTagValue()!=null){
      if(!MsgUtil.lotType.contains(lotType.getTagValue())){
        throw new InValidDataException("lotType错误["+lotType.getTagId()+"="+lotType.getTagValue()+"]");
      }
    }
    if(ordStatus.getTagValue()!=null){
      if(!MsgUtil.ordStatus.contains(ordStatus.getTagValue())){
        throw new InValidDataException("ordStatus错误["+ordStatus.getTagId()+"="+ordStatus.getTagValue()+"]");
      }
    }
    if(ordType.getTagValue()!=null){
      if(!MsgUtil.ordType.contains(ordType.getTagValue())){
        throw new InValidDataException("ordType错误["+ordType.getTagId()+"="+ordType.getTagValue()+"]");
      }
    }
    if(side.getTagValue()!=null){
      if(!MsgUtil.side.contains(side.getTagValue())){
        throw new InValidDataException("side错误["+side.getTagId()+"="+side.getTagValue()+"]");
      }
    }
    if(timeInForce.getTagValue()!=null){
      if(!MsgUtil.timeInForce.contains(timeInForce.getTagValue())){
        throw new InValidDataException("timeInForce错误["+timeInForce.getTagId()+"="+timeInForce.getTagValue()+"]");
      }
    }
    if(ordRejReason.getTagValue()!=null){
      if(!((Integer.parseInt(ordRejReason.getTagValue())>=0&&Integer.parseInt(ordRejReason.getTagValue())<=19)||Integer.parseInt(ordRejReason.getTagValue())==99)){
        throw new InValidDataException("ordRejReason错误["+ordRejReason.getTagId()+"="+ordRejReason.getTagValue()+"]");
      }
    }
    if(matchType.getTagValue()!=null){
      if(!MsgUtil.matchType.contains(matchType.getTagValue())){
        throw new InValidDataException("matchType错误["+matchType.getTagId()+"="+matchType.getTagValue()+"]");
      }
    }
  }

  public Tag getClOrdID() {
    return clOrdID;
  }

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

  public Tag getCumQty() {
    return cumQty;
  }

  public void setCumQty(Tag cumQty) {
    this.cumQty = cumQty;
  }

  public Tag getExecID() {
    return execID;
  }

  public void setExecID(Tag execID) {
    this.execID = execID;
  }

  public Tag getExecType() {
    return execType;
  }

  public void setExecType(Tag execType) {
    this.execType = execType;
  }

  public Tag getLeavesQty() {
    return leavesQty;
  }

  public void setLeavesQty(Tag leavesQty) {
    this.leavesQty = leavesQty;
  }

  public Tag getLotType() {
    return lotType;
  }

  public void setLotType(Tag lotType) {
    this.lotType = lotType;
  }

  public Tag getMaxPriceLevels() {
    return maxPriceLevels;
  }

  public void setMaxPriceLevels(Tag maxPriceLevels) {
    this.maxPriceLevels = maxPriceLevels;
  }

  public Tag getParties() {
    return parties;
  }

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

  public Tag getOrderID() {
    return orderID;
  }

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

  public Tag getOrderQtyData() {
    return orderQtyData;
  }

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

  public Tag getOrdStatus() {
    return ordStatus;
  }

  public void setOrdStatus(Tag ordStatus) {
    this.ordStatus = ordStatus;
  }

  public Tag getOrdType() {
    return ordType;
  }

  public void setOrdType(Tag ordType) {
    this.ordType = ordType;
  }

  public Tag getPrice() {
    return price;
  }

  public void setPrice(Tag price) {
    this.price = price;
  }

  public Tag getInstrument() {
    return instrument;
  }

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

  public Tag getSide() {
    return side;
  }

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

  public Tag getTimeInForce() {
    return timeInForce;
  }

  public void setTimeInForce(Tag timeInForce) {
    this.timeInForce = timeInForce;
  }

  public Tag getTransactTime() {
    return transactTime;
  }

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

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

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

  public Tag getOrdRejReason() {
    return ordRejReason;
  }

  public void setOrdRejReason(Tag ordRejReason) {
    this.ordRejReason = ordRejReason;
  }

  public Tag getRejectText() {
    return rejectText;
  }

  public void setRejectText(Tag rejectText) {
    this.rejectText = rejectText;
  }

  public Tag getLastPx() {
    return lastPx;
  }

  public void setLastPx(Tag lastPx) {
    this.lastPx = lastPx;
  }

  public Tag getLastQty() {
    return lastQty;
  }

  public void setLastQty(Tag lastQty) {
    this.lastQty = lastQty;
  }

  public Tag getMatchType() {
    return matchType;
  }

  public void setMatchType(Tag matchType) {
    this.matchType = matchType;
  }

  public Tag getTrdMatchID() {
    return trdMatchID;
  }

  public void setTrdMatchID(Tag trdMatchID) {
    this.trdMatchID = trdMatchID;
  }

  public Tag getExecRefID() {
    return execRefID;
  }

  public void setExecRefID(Tag execRefID) {
    this.execRefID = execRefID;
  }

  public Tag getExecRestatementReason() {
    return execRestatementReason;
  }

  public void setExecRestatementReason(Tag execRestatementReason) {
    this.execRestatementReason = execRestatementReason;
  }

  public Tag getOrigClOrdID() {
    return origClOrdID;
  }

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

  public Tag getCopyMsgIndicator() {
    return copyMsgIndicator;
  }

  public void setCopyMsgIndicator(Tag copyMsgIndicator) {
    this.copyMsgIndicator = copyMsgIndicator;
  }

}

处理逻辑：略