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);
        }
Beispiel #2
0
        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);
        }