private static string OpenApiExecutionTypeToString(ProtoOAExecutionType executionType)
{
switch (executionType)
{
case ProtoOAExecutionType.OrderAccepted:
return("OrderAccepted");
case ProtoOAExecutionType.OrderReplaced:
return("OrderAmended");
case ProtoOAExecutionType.OrderCancelRejected:
return("OrderCancelRejected");
case ProtoOAExecutionType.OrderCancelled:
return("OrderCancelled");
case ProtoOAExecutionType.OrderExpired:
return("OrderExpired");
case ProtoOAExecutionType.OrderFilled:
return("OrderFilled");
case ProtoOAExecutionType.OrderRejected:
return("OrderRejected");
default:
return("unknown");
}
}
static string OpenApiExecutionTypeToString(ProtoOAExecutionType executionType)
{
switch (executionType)
{
case ProtoOAExecutionType.ORDER_ACCEPTED:
return("OrderAccepted");
case ProtoOAExecutionType.ORDER_REPLACED:
return("OrderAmended");
case ProtoOAExecutionType.ORDER_CANCEL_REJECTED:
return("OrderCancelRejected");
case ProtoOAExecutionType.ORDER_CANCELLED:
return("OrderCancelled");
case ProtoOAExecutionType.ORDER_EXPIRED:
return("OrderExpired");
case ProtoOAExecutionType.ORDER_FILLED:
return("OrderFilled");
case ProtoOAExecutionType.ORDER_REJECTED:
return("OrderRejected");
default:
return("unknown");
}
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = ProtoOAExecutionEvent.CreateBuilder();
_msg.SetExecutionType(executionType);
_msg.SetOrder(order);
if (position != null)
{
_msg.SetPosition(position);
}
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = new ProtoOAExecutionEvent();
_msg.executionType = executionType;
_msg.order = order;
if (position != null)
{
_msg.position = position;
}
if (reasonCode != null)
{
_msg.reasonCode = reasonCode;
}
return(CreateMessage((uint)_msg.payloadType, Utils.Serialize <ProtoOAExecutionEvent>(_msg), clientMsgId));
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder.Builder order, ProtoOAPosition.Builder position = null, string reasonCode = null, string clientMsgId = null)
{
return(CreateExecutionEvent(executionType, order.Build(), position == null ? null : position.Build(), reasonCode, clientMsgId));
}
public ProtoMessage CreateExecutionEvent(ProtoOAExecutionType executionType, ProtoOAOrder order, ProtoOAPosition position = null, string reasonCode = null, string clientMsgId = null)
{
var _msg = new ProtoOAExecutionEvent();
_msg.executionType = executionType;
_msg.order = order;
if (position != null)
_msg.position = position;
if (reasonCode != null)
_msg.reasonCode = reasonCode;
return CreateMessage((uint)_msg.payloadType, Utils.Serialize<ProtoOAExecutionEvent>(_msg), clientMsgId);
}
static string OpenApiExecutionTypeToString(ProtoOAExecutionType executionType)
{
switch (executionType)
{
case ProtoOAExecutionType.OA_ORDER_ACCEPTED:
return "OrderAccepted";
case ProtoOAExecutionType.OA_ORDER_AMENDED:
return "OrderAmended";
case ProtoOAExecutionType.OA_ORDER_CANCEL_REJECTED:
return "OrderCancelRejected";
case ProtoOAExecutionType.OA_ORDER_CANCELLED:
return "OrderCancelled";
case ProtoOAExecutionType.OA_ORDER_EXPIRED:
return "OrderExpired";
case ProtoOAExecutionType.OA_ORDER_FILLED:
return "OrderFilled";
case ProtoOAExecutionType.OA_ORDER_REJECTED:
return "OrderRejected";
default:
return "unknown";
}
}