internal void CfcFBQBLXe(FIXOrderCancelReplaceRequest obj0) { SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder; this.D7GFelmgQp(); this.A8bFJItyyx.MyIPdEI7fi.Remove((object)obj0.OrigClOrdID); ExecutionReport executionReport = new ExecutionReport(); executionReport.TransactTime = Clock.Now; executionReport.ClOrdID = obj0.ClOrdID; executionReport.OrigClOrdID = obj0.OrigClOrdID; executionReport.ExecType = ExecType.Replace; executionReport.OrdStatus = OrdStatus.Replaced; executionReport.Symbol = singleOrder.Symbol; executionReport.Side = singleOrder.Side; executionReport.OrdType = FIXOrdType.FromFIX(obj0.OrdType); executionReport.CumQty = singleOrder.CumQty; executionReport.OrderQty = obj0.OrderQty; executionReport.LeavesQty = obj0.OrderQty - singleOrder.CumQty; executionReport.AvgPx = singleOrder.AvgPx; executionReport.Price = obj0.Price; executionReport.StopPx = obj0.StopPx; executionReport.TrailingAmt = obj0.TrailingAmt; executionReport.Currency = singleOrder.Currency; executionReport.TimeInForce = FIXTimeInForce.FromFIX(obj0.TimeInForce); executionReport.Text = singleOrder.Text; this.A8bFJItyyx.JPVPJSWclF(executionReport); zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this.A8bFJItyyx, (FIXNewOrderSingle)singleOrder); }
internal void Replace(FIXOrderCancelReplaceRequest request) { this.Disconnect(); this.fProvider.fProcessors.Remove(request.OrigClOrdID); SingleOrder singleOrder = this.fOrder as SingleOrder; ExecutionReport executionReport = new ExecutionReport(); executionReport.TransactTime = Clock.Now; executionReport.ClOrdID = request.ClOrdID; executionReport.OrigClOrdID = request.OrigClOrdID; executionReport.ExecType = ExecType.Replace; executionReport.OrdStatus = OrdStatus.Replaced; executionReport.Symbol = singleOrder.Symbol; executionReport.Side = singleOrder.Side; executionReport.OrdType = FIXOrdType.FromFIX(request.OrdType); executionReport.CumQty = singleOrder.CumQty; executionReport.OrderQty = request.OrderQty; executionReport.LeavesQty = request.OrderQty - singleOrder.CumQty; executionReport.Price = request.Price; executionReport.StopPx = request.StopPx; executionReport.Currency = singleOrder.Currency; executionReport.TimeInForce = FIXTimeInForce.FromFIX(request.TimeInForce); executionReport.Text = singleOrder.Text; this.fProvider.EmitExecutionReport(executionReport); new SimulationExecutionProcessor(this.fProvider, singleOrder); }