public virtual void onMessage(DontKnowTrade message, QuickFix.SessionID session)
 {
     throw new QuickFix.UnsupportedMessageType();
 }
 public virtual void onMessage( DontKnowTrade message, QuickFix.SessionID session ) 
   { throw new QuickFix.UnsupportedMessageType(); }
Beispiel #3
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 private void RejectExecution(string id, ExecutionReport executionReport)
 {
     if (!ordersAll.ContainsKey(id))
     {
         OrderID ordid = executionReport.getOrderID();
         ExecID execid = executionReport.getExecID();
         QuickFix.Side side = executionReport.getSide();
         Symbol symbol = executionReport.getSymbol();
         DKReason dkreason = new DKReason (DKReason.NO_MATCHING_ORDER);
         QuickFix42.DontKnowTrade dk = new DontKnowTrade(ordid, execid, dkreason, symbol, side);
         _quickFixWrapper.Send(dk);
     }
 }