public void SendFill(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (debug)
{
log.Debug("SendFill( " + packetFIX.ClientOrderId + ")");
}
var symbolInfo = Factory.Symbol.LookupSymbol(packetFIX.Symbol);
var timeZone = new SymbolTimeZone(symbolInfo);
SymbolAlgorithm algorithm;
if (!TryGetAlgorithm(symbolInfo.BinaryIdentifier, out algorithm))
{
log.Info("Fill received but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
return;
}
var fillPosition = packetFIX.LastQuantity * SideToSign(packetFIX.Side);
if (GetSymbolStatus(symbolInfo))
{
CreateOrChangeOrder order;
if (OrderStore.TryGetOrderById(clientOrderId, out order))
{
TimeStamp executionTime;
if (UseLocalFillTime)
{
executionTime = TimeStamp.UtcNow;
}
else
{
executionTime = new TimeStamp(packetFIX.TransactionTime);
}
var configTime = executionTime;
configTime.AddSeconds(timeZone.UtcOffset(executionTime));
var fill = Factory.Utility.PhysicalFill(fillPosition, packetFIX.LastPrice, configTime, executionTime, order.BrokerOrder, false, packetFIX.OrderQuantity, packetFIX.CumulativeQuantity, packetFIX.LeavesQuantity, IsRecovered, true);
if (debug)
{
log.Debug("Sending physical fill: " + fill);
}
algorithm.OrderAlgorithm.ProcessFill(fill);
algorithm.OrderAlgorithm.ProcessOrders();
TrySendStartBroker(symbolInfo, "position sync on fill");
}
else
{
algorithm.OrderAlgorithm.IncreaseActualPosition(fillPosition);
log.Notice("Fill id " + packetFIX.ClientOrderId + " not found. Must have been a manual trade.");
if (SyncTicks.Enabled)
{
var tickSync = SyncTicks.GetTickSync(symbolInfo.BinaryIdentifier);
tickSync.RemovePhysicalFill(packetFIX.ClientOrderId);
}
}
}
}
private CreateOrChangeOrder ConstructCancelOrder(MessageFIX4_2 packet, string clientOrderId)
{
if (string.IsNullOrEmpty(clientOrderId))
{
var message = "Client order id was null or empty. FIX Message is: " + packet;
log.Error(message);
throw new ApplicationException(message);
}
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var side = OrderSide.Buy;
var type = OrderType.None;
var logicalId = 0;
long clientId;
if (!long.TryParse(clientOrderId, out clientId))
{
log.Error("original client order id " + clientOrderId +
" cannot be converted to long: " + packet);
clientId = 0;
}
var utcCreateTime = new TimeStamp(packet.TimeStamp);
var physicalOrder = Factory.Utility.PhysicalOrder(
OrderAction.Cancel, OrderState.Active, symbol, side, type, OrderFlags.None,
0D, 0, logicalId, 0, clientId, null, utcCreateTime);
if (debug)
{
log.Debug("Received physical Order: " + physicalOrder);
}
return(physicalOrder);
}
private void FIXRequestSessionStatus(MessageFIX4_2 packet)
{
if (packet.TradingSessionId != "TSSTATE")
{
throw new ApplicationException("Expected TSSTATE for trading session id but was: " + packet.TradingSessionId);
}
if (!packet.TradingSessionRequestId.Contains(sender) || !packet.TradingSessionRequestId.Contains(packet.Sequence.ToString()))
{
throw new ApplicationException("Expected unique trading session request id but was:" + packet.TradingSessionRequestId);
}
requestSessionStatus = true;
if (onlineNextTime)
{
ProviderSimulator.SetOrderServerOnline();
onlineNextTime = false;
}
if (ProviderSimulator.IsOrderServerOnline)
{
SendSessionStatusOnline();
}
else
{
SendSessionStatus("3");
}
onlineNextTime = true;
}
private void FIXCreateOrder(MessageFIX4_2 packet)
{
if (debug)
{
log.Debug("FIXCreateOrder() for " + packet.Symbol + ". Client id: " + packet.ClientOrderId);
}
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var order = ConstructOrder(packet, packet.ClientOrderId);
if (!ProviderSimulator.IsOrderServerOnline)
{
if (debug)
{
log.Debug(symbol + ": Rejected " + packet.ClientOrderId + ". Order server offline.");
}
OnRejectOrder(order, symbol + ": Order Server Offline.");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating create order reject of 35=" + packet.MessageType);
}
OnRejectOrder(order, "Testing reject of create order");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for create order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
if (packet.Symbol == "TestPending")
{
log.Info("Ignoring FIX order since symbol is " + packet.Symbol);
}
else
{
if (string.IsNullOrEmpty(packet.ClientOrderId))
{
System.Diagnostics.Debugger.Break();
}
ProviderSimulator.CreateOrder(order);
ProcessCreateOrder(order);
ProviderSimulator.TryProcessAdustments(order);
}
return;
}
private void TryHandlePiggyBackFill(MessageFIX4_2 packetFIX)
{
if (packetFIX.LastQuantity > 0)
{
if (debug)
{
log.Debug("TryHandlePiggyBackFill triggering fill because LastQuantity = " + packetFIX.LastQuantity);
}
SendFill(packetFIX);
}
}
private void FIXPositionList(MessageFIX4_2 packet)
{
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.SetText("DONE");
mbtMsg.AddHeader("AO");
if (debug)
{
log.Debug("Sending end of position list: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private void FIXOrderList(MessageFIX4_2 packet)
{
var mbtMsg = (FIXMessage4_4)FixFactory.Create();
mbtMsg.SetText("END");
mbtMsg.AddHeader("8");
if (debug)
{
log.Debug("Sending end of order list: " + mbtMsg);
}
SendMessage(mbtMsg);
}
private void BusinessReject(MessageFIX4_2 packetFIX)
{
var lower = packetFIX.Text.ToLower();
var text = packetFIX.Text;
var errorOkay = false;
log.Error(packetFIX.Text + " -- Sending EndBroker event.");
CancelRecovered();
TrySendEndBroker();
TryEndRecovery();
log.Info(packetFIX.Text + " Sent EndBroker event due to Message:\n" + packetFIX);
if (!errorOkay)
{
string message = "FIX Server reported an error: " + packetFIX.Text + "\n" + packetFIX;
throw new ApplicationException(message);
}
}
public void RejectOrder(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (packetFIX.Text.Contains("Order Server Offline") ||
packetFIX.Text.Contains("Trading temporarily unavailable") ||
packetFIX.Text.Contains("Order Server Not Available"))
{
CancelRecovered();
TrySendEndBroker();
TryEndRecovery();
}
var symbol = Factory.Symbol.LookupSymbol(packetFIX.Symbol);
SymbolAlgorithm algorithm;
if (TryGetAlgorithm(symbol.BinaryIdentifier, out algorithm))
{
if (IsRecovered && algorithm.OrderAlgorithm.RejectRepeatCounter > 0)
{
var message = "Order Rejected: " + packetFIX.Text + "\n" + packetFIX;
log.Warn(message);
}
var retryImmediately = algorithm.OrderAlgorithm.RejectRepeatCounter < 1;
algorithm.OrderAlgorithm.RejectOrder(clientOrderId, IsRecovered, retryImmediately);
if (!retryImmediately)
{
TrySendEndBroker(symbol);
}
}
else
{
log.Info("RejectOrder but OrderAlgorithm not found for " + symbol + ". Ignoring.");
}
}
private void CancelRejected(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("CancelRejected: " + packetFIX);
}
string orderStatus = packetFIX.OrderStatus;
switch (orderStatus)
{
case "2": //Filled
var rejectReason = false;
if (packetFIX.Text.Contains("Unknown order") || packetFIX.Text.Contains("Order is completed"))
{
rejectReason = true;
log.Warn("RemoveOriginal=FALSE for: " + packetFIX.Text);
//removeOriginal = true;
}
else
{
log.Error("Unknown text meesage in CancelReject: " + packetFIX.Text);
}
CreateOrChangeOrder order;
if (OrderStore.TryGetOrderById(clientOrderId, out order))
{
var symbol = order.Symbol;
SymbolAlgorithm algorithm;
if (!TryGetAlgorithm(symbol.BinaryIdentifier, out algorithm))
{
log.Info("Cancel rejected but OrderAlgorithm not found for " + symbol + ". Ignoring.");
break;
}
var retryImmediately = true;
algorithm.OrderAlgorithm.RejectOrder(clientOrderId, IsRecovered, retryImmediately);
}
else
{
if (debug)
{
log.Debug("Order not found for " + clientOrderId + ". Probably allready filled or canceled.");
}
}
if (!rejectReason && IsRecovered)
{
var message = "Order Rejected: " + packetFIX.Text + "\n" + packetFIX;
var stopping = "The cancel reject error message '" + packetFIX.Text + "' was unrecognized. ";
log.Warn(message);
log.Error(stopping);
}
else
{
if (LogRecovery || !IsRecovery)
{
log.Info("CancelReject(" + packetFIX.Text + ") Removed cancel order: " + packetFIX.ClientOrderId);
}
}
break;
default:
throw new ApplicationException("Unknown cancel rejected order status: '" + orderStatus + "'");
}
}
private void ExecutionReport(MessageFIX4_2 packetFIX)
{
var clientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out clientOrderId);
var originalClientOrderId = 0L;
long.TryParse(packetFIX.ClientOrderId, out originalClientOrderId);
if (packetFIX.Text == "END")
{
throw new ApplicationException("Unexpected END in FIX Text field. Never sent a 35=AF message.");
}
SymbolAlgorithm algorithm = null;
SymbolInfo symbolInfo = packetFIX.Symbol != null?Factory.Symbol.LookupSymbol(packetFIX.Symbol) : null;
if (symbolInfo != null)
{
TryGetAlgorithm(symbolInfo.BinaryIdentifier, out algorithm);
}
string orderStatus = packetFIX.OrderStatus;
switch (orderStatus)
{
case "0": // New
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport New: " + packetFIX);
}
if (algorithm == null)
{
log.Info("New order but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
CreateOrChangeOrder order = null;
OrderStore.TryGetOrderById(clientOrderId, out order);
if (order != null && symbolInfo.FixSimulationType == FIXSimulationType.BrokerHeldStopOrder) // Stop Order
{
if (order.Type == OrderType.BuyStop || order.Type == OrderType.SellStop)
{
if (debug)
{
log.Debug("New order message for Forex Stop: " + packetFIX);
}
break;
}
}
algorithm.OrderAlgorithm.ConfirmCreate(clientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm cancel");
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "1": // Partial
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Partial: " + packetFIX);
}
//UpdateOrder(packetFIX, OrderState.Active, null);
SendFill(packetFIX);
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "2": // Filled
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Filled: " + packetFIX);
}
if (packetFIX.CumulativeQuantity < packetFIX.LastQuantity)
{
log.Warn("Ignoring message due to CumQty " + packetFIX.CumulativeQuantity + " less than " + packetFIX.LastQuantity + ". This is a workaround for a MBT FIX server which sends an extra invalid fill message on occasion.");
break;
}
SendFill(packetFIX);
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "5": // Replaced
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Replaced: " + packetFIX);
}
if (algorithm == null)
{
log.Info("ConfirmChange but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
algorithm.OrderAlgorithm.ConfirmChange(clientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm change");
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "4": // Canceled
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Canceled: " + packetFIX);
}
if (algorithm == null)
{
log.Info("Order Canceled but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
if (clientOrderId != 0)
{
algorithm.OrderAlgorithm.ConfirmCancel(clientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm cancel");
}
else if (originalClientOrderId != 0)
{
algorithm.OrderAlgorithm.ConfirmCancel(originalClientOrderId, IsRecovered);
TrySendStartBroker(symbolInfo, "sync on confirm cancel orig order");
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "6": // Pending Cancel
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Pending Cancel: " + packetFIX);
}
if (!string.IsNullOrEmpty(packetFIX.Text) && packetFIX.Text.Contains("multifunction order"))
{
if (debug && (LogRecovery || IsRecovered))
{
log.Debug("Pending cancel of multifunction order, so removing " + packetFIX.ClientOrderId + " and " + packetFIX.OriginalClientOrderId);
}
if (clientOrderId != 0L)
{
OrderStore.RemoveOrder(clientOrderId);
}
if (originalClientOrderId != 0L)
{
OrderStore.RemoveOrder(originalClientOrderId);
}
break;
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
TryHandlePiggyBackFill(packetFIX);
break;
case "8": // Rejected
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Reject: " + packetFIX);
}
RejectOrder(packetFIX);
break;
case "9": // Suspended
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Suspended: " + packetFIX);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "A": // PendingNew
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Pending New: " + packetFIX);
}
if (algorithm == null)
{
log.Info("PendingNew but OrderAlgorithm not found for " + symbolInfo + ". Ignoring.");
break;
}
OrderStore.TryGetOrderById(clientOrderId, out order);
if (order != null && symbolInfo.FixSimulationType == FIXSimulationType.BrokerHeldStopOrder &&
(order.Type == OrderType.BuyStop || order.Type == OrderType.SellStop))
{
if (packetFIX.ExecutionType == "D") // Restated
{
if (debug)
{
log.Debug("Ignoring restated message 150=D for Forex stop execution report 39=A.");
}
}
else
{
algorithm.OrderAlgorithm.ConfirmCreate(originalClientOrderId, IsRecovered);
}
}
else
{
algorithm.OrderAlgorithm.ConfirmActive(originalClientOrderId, IsRecovered);
}
TrySendStartBroker(symbolInfo, "sync on confirm cancel orig order");
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
break;
case "E": // Pending Replace
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Pending Replace: " + packetFIX);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
TryHandlePiggyBackFill(packetFIX);
break;
case "R": // Resumed.
if (debug && (LogRecovery || !IsRecovery))
{
log.Debug("ExecutionReport Resumed: " + packetFIX);
}
OrderStore.SetSequences(RemoteSequence, FixFactory.LastSequence);
//UpdateOrder(packetFIX, OrderState.Active, null);
// Ignore
break;
default:
throw new ApplicationException("Unknown order status: '" + orderStatus + "'");
}
}
private CreateOrChangeOrder ConstructOrder(MessageFIX4_2 packet, string clientOrderId)
{
if (string.IsNullOrEmpty(clientOrderId))
{
var message = "Client order id was null or empty. FIX Message is: " + packet;
log.Error(message);
throw new ApplicationException(message);
}
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var side = OrderSide.Buy;
switch (packet.Side)
{
case "1":
side = OrderSide.Buy;
break;
case "2":
side = OrderSide.Sell;
break;
case "5":
case "9":
side = OrderSide.SellShort;
break;
}
var type = OrderType.BuyLimit;
switch (packet.OrderType)
{
case "1":
if (side == OrderSide.Buy)
{
type = OrderType.BuyMarket;
}
else
{
type = OrderType.SellMarket;
}
break;
case "2":
if (side == OrderSide.Buy)
{
type = OrderType.BuyLimit;
}
else
{
type = OrderType.SellLimit;
}
break;
default:
//throw new LimeException("Unsupported Order Type");
log.Error("Unsupported order type");
return(null);
}
long clientId;
var logicalId = 0;
if (!long.TryParse(clientOrderId, out clientId))
{
log.Error("original client order id " + clientOrderId +
" cannot be converted to long: " + packet);
clientId = 0;
}
//var utcCreateTime = new TimeStamp(packet.TransactionTime);
var utcCreateTime = new TimeStamp(packet.TimeStamp);
var physicalOrder = Factory.Utility.PhysicalOrder(
OrderAction.Create, OrderState.Active, symbol, side, type, OrderFlags.None,
packet.Price, packet.OrderQuantity, logicalId, 0, clientId, null, utcCreateTime);
if (debug)
{
log.Debug("Received physical Order: " + physicalOrder);
}
return(physicalOrder);
}
private void FIXCancelOrder(MessageFIX4_2 packet)
{
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
if (!ProviderSimulator.IsOrderServerOnline)
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug(symbol + ": Cannot cancel order by client id: " + packet.OriginalClientOrderId + ". Order Server Offline.");
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, symbol + ": Order Server Offline");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating cancel order reject of 35=" + packet.MessageType);
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, "Testing reject of cancel order.");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for cancel order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
if (debug)
{
log.Debug("FIXCancelOrder() for " + packet.Symbol + ". Original client id: " + packet.OriginalClientOrderId);
}
CreateOrChangeOrder origOrder = null;
try
{
long origClientId;
if (!long.TryParse(packet.OriginalClientOrderId, out origClientId))
{
log.Error("original client order id " + packet.OriginalClientOrderId +
" cannot be converted to long: " + packet);
origClientId = 0;
}
origOrder = ProviderSimulator.GetOrderById(symbol, origClientId);
}
catch (ApplicationException)
{
if (debug)
{
log.Debug(symbol + ": Cannot cancel order by client id: " + packet.OriginalClientOrderId + ". Probably already filled or canceled.");
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, "No such order");
return;
}
var cancelOrder = ConstructCancelOrder(packet, packet.ClientOrderId);
cancelOrder.OriginalOrder = origOrder;
ProviderSimulator.CancelOrder(cancelOrder);
ProcessCancelOrder(cancelOrder);
ProviderSimulator.TryProcessAdustments(cancelOrder);
return;
}
private void FIXChangeOrder(MessageFIX4_2 packet)
{
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var order = ConstructOrder(packet, packet.ClientOrderId);
if (!ProviderSimulator.IsOrderServerOnline)
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
log.Info(symbol + ": Rejected " + packet.ClientOrderId + ". Order server offline.");
OnRejectOrder(order, symbol + ": Order Server Offline.");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating create order reject of 35=" + packet.MessageType);
}
OnRejectOrder(order, "Testing reject of change order.");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for change order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
CreateOrChangeOrder origOrder = null;
if (debug)
{
log.Debug("FIXChangeOrder() for " + packet.Symbol + ". Client id: " + packet.ClientOrderId + ". Original client id: " + packet.OriginalClientOrderId);
}
try
{
long origClientId;
if (!long.TryParse(packet.OriginalClientOrderId, out origClientId))
{
log.Error("original client order id " + packet.OriginalClientOrderId + " cannot be converted to long: " + packet);
origClientId = 0;
}
origOrder = ProviderSimulator.GetOrderById(symbol, origClientId);
}
catch (ApplicationException ex)
{
if (debug)
{
log.Debug(symbol + ": Rejected " + packet.ClientOrderId + ". Cannot change order: " + packet.OriginalClientOrderId + ". Already filled or canceled. Message: " + ex.Message);
}
OnRejectOrder(order, symbol + ": Cannot change order. Probably already filled or canceled.");
return;
}
order.OriginalOrder = origOrder;
#if VERIFYSIDE
if (order.Side != origOrder.Side)
{
var message = symbol + ": Cannot change " + origOrder.Side + " to " + order.Side;
log.Error(message);
OnRejectOrder(order, false, message);
return;
}
if (order.Type != origOrder.Type)
{
var message = symbol + ": Cannot change " + origOrder.Type + " to " + order.Type;
log.Error(message);
OnRejectOrder(order, false, message);
return;
}
#endif
ProviderSimulator.ChangeOrder(order);
ProcessChangeOrder(order);
}
