public void SendOrderCancelRequest(FIXOrderCancelRequest request)
{
IOrder order = OrderManager.Orders.All[request.OrigClOrdID];
SingleOrder order2 = order as SingleOrder;
Cancel(order2);
}
public void SendOrderCancelRequest(FIXOrderCancelRequest request)
{
SimulationExecutionProcessor simulationExecutionProcessor = this.fProcessors[request.OrigClOrdID] as SimulationExecutionProcessor;
if (simulationExecutionProcessor != null)
{
simulationExecutionProcessor.Cancel();
}
}
public void SendOrderCancelRequest(FIXOrderCancelRequest request)
{
if (!this.isConnected)
{
this.EmitError(this.Id, -1, "The TDXTradeProvider is not connected.");
}
string origOuterOrderID = request.OrigClOrdID;
OrderRecord orderRecord = this.orders.GetRecord(origOuterOrderID, 1);
if (orderRecord == null)
{
string errorInfo = "要取消的订单没有记录。";
this.EmitError(this.Id, -1, errorInfo);
OrderCancelReject report = new OrderCancelReject();
report.TransactTime = DateTime.Now;
report.OrigClOrdID = request.OrigClOrdID;
report.ClOrdID = request.ClOrdID;
report.CxlRejReason = CxlRejReason.UnknownOrder;
report.CxlRejResponseTo = CxlRejResponseTo.CancelRequest;
report.Text = errorInfo;
report.OrdStatus = OrdStatus.Rejected;
if (OrderCancelReject != null)
{
OrderCancelReject(this, new OrderCancelRejectEventArgs(report));
}
return;
}
string origInnerOrderID = orderRecord.InnerOrderID;
ReportArgs rargs = this.trader.CancelOrder(origInnerOrderID);
if (rargs.Succeeded)
{
Thread.Sleep(1000);
this.updateOrders();
}
else
{
this.EmitError(this.Id, -1, rargs.ErrorInfo);
OrderCancelReject report = new OrderCancelReject();
report.TransactTime = DateTime.Now;
report.OrigClOrdID = request.OrigClOrdID;
report.ClOrdID = request.ClOrdID;
report.CxlRejReason = CxlRejReason.BrokerOption;
report.CxlRejResponseTo = CxlRejResponseTo.CancelRequest;
report.Text = rargs.ErrorInfo;
report.OrdStatus = OrdStatus.Rejected;
if (OrderCancelReject != null)
{
OrderCancelReject(this, new OrderCancelRejectEventArgs(report));
}
}
}
public override void Send(FIXOrderCancelRequest Request)
{
QuickFix42.OrderCancelRequest request = new QuickFix42.OrderCancelRequest(
new QuickFix.OrigClOrdID(Request.OrigClOrdID),
new QuickFix.ClOrdID(Request.ClOrdID),
new QuickFix.Symbol(Request.Symbol),
new QuickFix.Side(Request.Side),
new QuickFix.TransactTime(Request.TransactTime));
// instrument component block
//request.set(new QuickFix.SecurityType(Request.SecurityType));
//request.set(new QuickFix.SecurityID(Request.SecurityID));
//request.set(new QuickFix.SecurityExchange(Request.SecurityExchange));
//request.set(new QuickFix.Account(Request.Account));
request.set(new QuickFix.OrderQty(0)); //GS FIX
cancelRequests.Add(Request.ClOrdID, Request);
Session.sendToTarget(request, orderSessionID);
}
public void SendOrderCancelRequest(FIXOrderCancelRequest request)
{
IOrder order = OrderManager.Orders.All[request.OrigClOrdID];
SingleOrder order2 = order as SingleOrder;
Cancel(order2);
}
public virtual void Send(FIXOrderCancelRequest request)
{
}
public override void Send(FIXOrderCancelRequest Request)
{
QuickFix42.OrderCancelRequest request = new QuickFix42.OrderCancelRequest(
new QuickFix.OrigClOrdID(Request.OrigClOrdID),
new QuickFix.ClOrdID(Request.ClOrdID),
new QuickFix.Symbol(Request.Symbol),
new QuickFix.Side(Request.Side),
new QuickFix.TransactTime(Request.TransactTime));
// instrument component block
//request.set(new QuickFix.SecurityType(Request.SecurityType));
//request.set(new QuickFix.SecurityID(Request.SecurityID));
//request.set(new QuickFix.SecurityExchange(Request.SecurityExchange));
//request.set(new QuickFix.Account(Request.Account));
request.set(new QuickFix.OrderQty(0)); //GS FIX
cancelRequests.Add(Request.ClOrdID, Request);
Session.sendToTarget(request, orderSessionID);
}
