feature: fix order properties with custom tags support#9619
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- new FixOrderProperties with AdditionalProperties dictionary for custom fix tags - clone copies the additional properties dictionary - new BloombergFixOrderProperties inherits it - moved HandleInstruction, Notes and handling constants from FixOrderProperites - misspelled FixOrderProperites is obsolete and now inherits FixOrderProperties
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Description
Adds
FixOrderPropertieswith anAdditionalPropertiesdictionary so users can send extra FIX tags with their orders. The key is the FIX tag number and the value is the tag value.BloombergFixOrderPropertiesinherits it.Clone()copies the dictionary so orders don't share it withDefaultOrderProperties.The existing misspelled
FixOrderProperitesis now an empty class marked[Obsolete]that inheritsFixOrderProperties; itsHandleInstruction,Notesand handling-instruction constants moved to the new class, soTradingTechnologiesOrderPropertieskeeps working unchanged.Related PR(s)
N/A
Related Issue
N/A
Motivation and Context
Some FIX counterparties require extra tags on order messages. For example, a broker behind the Bloomberg FIX connection requires tag 9301=1 to mark orders as direct market access (DMA).
Requires Documentation Change
Yes, the brokerage documentation should describe the new
AdditionalPropertiesorder property.How Has This Been Tested?
FixOrderPropertiesTests.BloombergFixOrderPropertiesSupportsAdditionalPropertiesAndCloneTypes of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>