private void HandleRejectMessage(NetworkMessage msg)
{
MsgReject reject = msg as MsgReject;
NetClient.Shutdown();
NetClientRejected(reject.ReasonCode, reject.ReasonMessage);
}
private static void HandleRejectMessage(NetworkMessage msg)
{
MsgReject reject = msg as MsgReject;
WriteLine("Received Reject Message " + reject.ReasonCode.ToString());
WriteLine("\tMessage " + reject.ReasonMessage);
client.Shutdown();
}
/// <summary>
/// Called when Order Reject is received from Blackwood
/// </summary>
private void OnOrderReject(object sender, MsgReject rejectmsg)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Order rejected by Blackwood: " + rejectmsg.ToString(), _type.FullName, "OnOrderReject");
}
BWOrder rejectedOrder;
// Get corresponding Local Order ID
string localId = (from id in _localToBlackwoodIdsMap
where id.Value.Equals(rejectmsg.ClientOrderID.Value.ToString())
select id.Key).FirstOrDefault();
if (localId == null)
{
return;
}
// Remove from Ids Map
string tempId;
_localToBlackwoodIdsMap.TryRemove(localId, out tempId);
// Remove Rejected Order from the List
_bwOrders.TryRemove(rejectmsg.ClientOrderID.Value.ToString(), out rejectedOrder);
Rejection rejection = new Rejection(new Security {
Symbol = rejectmsg.Symbol.Value
}, _orderExecutionProviderName)
{
OrderId = localId,
RejectioReason = rejectmsg.Reason.Value,
};
// Raise Rejection reason
if (OrderRejectionArrived != null)
{
OrderRejectionArrived(rejection);
}
if (rejectmsg.Reason.Value.Equals("Not Shortable - Hard To Borrow"))
{
// Get BW Stock Instance from the requested Symbol
BWStock bwStock = _session.GetStock(rejectmsg.Symbol.Value);
// Locate Stock
bwStock.LocateStock(rejectedOrder.Size);
if (Logger.IsDebugEnabled)
{
Logger.Debug(
"Locating " + rejectmsg.Symbol.Value + " sharess of" + rejectmsg.Symbol.Value,
_type.FullName, "OnOrderReject");
}
//_htbRejectID = orderReject.ClientOrderID;
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "OnOrderReject");
}
}
