public virtual void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
if (this.IsConnected)
{
this.application.Send((FIXOrderCancelReplaceRequest)request);
}
else
{
OrderCancelReject reject = new OrderCancelReject();
reject.TransactTime = Clock.Now;
reject.OrigClOrdID = request.OrigClOrdID;
reject.ClOrdID = reject.OrigClOrdID;
reject.CxlRejResponseTo = FreeQuant.FIX.CxlRejResponseTo.CancelReplaceRequest;
reject.CxlRejReason = FreeQuant.FIX.CxlRejReason.BrokerOption;
reject.OrdStatus = FreeQuant.FIX.OrdStatus.Undefined;
reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4342);
if (this.GZq4XSlmZH != null)
{
this.GZq4XSlmZH((object)this, new OrderCancelRejectEventArgs(reject));
}
if (this.j4t4Wyi2Ea == null)
{
return;
}
this.j4t4Wyi2Ea(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(4396)));
}
}
private void OnMessage(OrderCancelReject @event)
{
this.EventCount++;
this.Logger.LogWarning(LogId.Trading, $"{Received}{Event} {@event}.");
this.SendToEventPublisher(@event);
}
private void EmitOrderCancelReject(OrderCancelReject reject)
{
if (OrderCancelReject != null)
{
OrderCancelReject(this, new OrderCancelRejectEventArgs(reject));
}
}
public virtual void SendOrderCancelReplaceRequest(FreeQuant.FIX.OrderCancelReplaceRequest request)
{
if (this.IsConnected)
{
this.application.Send(request);
}
else
{
OrderCancelReject reject = new OrderCancelReject();
reject.TransactTime = Clock.Now;
reject.OrigClOrdID = request.OrigClOrdID;
reject.ClOrdID = reject.OrigClOrdID;
reject.CxlRejResponseTo = SmartQuant.FIX.CxlRejResponseTo.CancelReplaceRequest;
reject.CxlRejReason = SmartQuant.FIX.CxlRejReason.BrokerOption;
reject.OrdStatus = SmartQuant.FIX.OrdStatus.Undefined;
reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(2480);
if (this.B02KF0Hm96 != null)
{
this.B02KF0Hm96((object)this, new OrderCancelRejectEventArgs(reject));
}
if (this.e4HAgJhCB == null)
{
return;
}
this.e4HAgJhCB(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(2534)));
}
}
private void EmitOrderCancelReject(OrderCancelReject reject)
{
if (this.OrderCancelReject == null)
{
return;
}
this.OrderCancelReject((object)this, new OrderCancelRejectEventArgs(reject));
}
public void EmitOrderCancelReject(OrderCancelReject reject)
{
if (this.B02KF0Hm96 == null)
{
return;
}
this.B02KF0Hm96((object)this, new OrderCancelRejectEventArgs(reject));
}
public void EmitOrderCancelReject(OrderCancelReject reject)
{
if (this.GZq4XSlmZH == null)
{
return;
}
this.GZq4XSlmZH((object)this, new OrderCancelRejectEventArgs(reject));
}
internal void EmitCancelReject(OrderCancelReject reject)
{
this.OrdStatus = reject.OrdStatus;
this.rejects.Add(reject);
if (this.CancelReject != null)
{
this.CancelReject(this, new OrderCancelRejectEventArgs(reject));
}
}
/// <summary>
/// OrderCancelReject message handler
/// </summary>
private void OnOrderCancelReject(OrderCancelReject message)
{
if (message.getRequestID() == _currentRequest)
{
Log.Trace("Order update or cancellation rejected: {0}", message.getFXCMErrorDetails().Replace("\n", ""));
_isOrderUpdateOrCancelRejected = true;
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
private static void OnOrderCancelReject(object sender, OrderCancelRejectEventArgs e)
{
OrderCancelReject orderCancelReject = e.OrderCancelReject;
SingleOrder order = OrderManager.orders.All[orderCancelReject.OrigClOrdID] as SingleOrder;
if (orderCancelReject.OrdStatus == OrdStatus.Undefined)
{
orderCancelReject.OrdStatus = OrdStatus.New;
ArrayList arrayList = new ArrayList((ICollection)order.Reports);
arrayList.Reverse();
foreach (ExecutionReport executionReport in arrayList)
{
switch (executionReport.OrdStatus)
{
case OrdStatus.PendingCancel:
case OrdStatus.PendingNew:
case OrdStatus.PendingReplace:
continue;
default:
orderCancelReject.OrdStatus = executionReport.OrdStatus;
goto label_10;
}
}
}
label_10:
OrdStatus ordStatus = order.OrdStatus;
order.EmitCancelReject(orderCancelReject);
if (OrderManager.OrderCancelReject != null)
{
OrderManager.OrderCancelReject(sender, new OrderCancelRejectEventArgs(order, orderCancelReject));
}
if (order.IsDone)
{
if (!OrderManager.EnablePartialTransactions)
{
OrderManager.nf3XP7Xf3(order, orderCancelReject.TransactTime, order.AvgPx, order.CumQty);
}
OrderManager.YUArMfFNj(order);
}
else
{
if (ordStatus == order.OrdStatus)
{
return;
}
OrderManager.orders.Update(order);
order.EmitStatusChanged();
OrderManager.EmitOrderStatusChanged(order);
}
}
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));
}
}
}
private void EmitOrderCancelReject(OrderRecord record, OrdStatus ordStatus, CxlRejResponseTo responseTo, string text)
{
OrderCancelReject reject = new OrderCancelReject();
reject.TransactTime = Clock.Now;
reject.ClOrdID = ((FIXNewOrderSingle)record.Order).ClOrdID;
reject.OrigClOrdID = ((FIXNewOrderSingle)record.Order).ClOrdID;
reject.OrdStatus = ordStatus;
reject.CxlRejResponseTo = responseTo;
reject.CxlRejReason = CxlRejReason.BrokerOption;
reject.Text = text;
this.EmitOrderCancelReject(reject);
}
/// <summary>
/// OrderCancelReject message handler
/// </summary>
private void OnOrderCancelReject(OrderCancelReject message)
{
if (message.getRequestID() == _currentRequest)
{
var messageText = message.getFXCMErrorDetails().Replace("\n", "");
Log.Trace("FxcmBrokerage.OnOrderCancelReject(): " + messageText);
OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Warning, "OrderUpdateOrCancelReject", messageText));
_isOrderUpdateOrCancelRejected = true;
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
/// <summary>
///
/// </summary>
/// <param name="message"></param>
/// <param name="session"></param>
public void OnMessage(OrderCancelReject message, SessionID session)
{
try
{
TODropCopyDB to = new TODropCopyDB();
to.MensagemQF = message;
to.Sessao = session;
to.TipoMsg = MsgType.ORDER_CANCEL_REJECT;
this._addMessage(to);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem de OrderCancelReject: " + ex.Message, ex);
}
}
// OrderCancelReject message handler
private void OnOrderCancelReject(OrderCancelReject orderCancelReject)
{
Console.WriteLine("OnOrderCancelReject()");
Console.WriteLine("\tRequestId = {0}", orderCancelReject.getRequestID());
Console.WriteLine("\tgetAccount() = " + orderCancelReject.getAccount());
Console.WriteLine("\tgetOrderID() = " + orderCancelReject.getOrderID());
Console.WriteLine("\tgetCxlRejReason() = " + orderCancelReject.getCxlRejReason());
Console.WriteLine("\tgetFXCMErrorDetails() = " + orderCancelReject.getFXCMErrorDetails());
Console.WriteLine();
if (orderCancelReject.getRequestID() == _currentRequest)
{
_requestOrderEvent.Set();
}
}
protected void EmitCancelReject(SingleOrder order, OrdStatus status, string message)
{
OrderCancelReject reject = new OrderCancelReject
{
TransactTime = Clock.Now,
ClOrdID = order.ClOrdID,
OrigClOrdID = order.ClOrdID,
OrderID = order.OrderID,
CxlRejReason = CxlRejReason.BrokerOption,
CxlRejResponseTo = CxlRejResponseTo.CancelRequest,
OrdStatus = status
};
EmitOrderCancelReject(reject);
}
public static OrderCancelReject CreateOrderCancelReplaceReject(OrderCancelReplaceRequest msg,
int rejectReason,
string rejectReasonText)
{
var orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
var ocj = new OrderCancelReject(
new OrderID(orderid),
msg.ClOrdID,
msg.OrigClOrdID,
new OrdStatus(OrdStatus.REJECTED),
new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST))
{
CxlRejReason = new CxlRejReason(rejectReason),
Text = new Text(rejectReasonText)
};
return ocj;
}
public static OrderCancelReject CreateOrderCancelReplaceReject(OrderCancelReplaceRequest msg,
int rejectReason,
string rejectReasonText)
{
var orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
var ocj = new OrderCancelReject(
new OrderID(orderid),
msg.ClOrdID,
msg.OrigClOrdID,
new OrdStatus(OrdStatus.REJECTED),
new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST))
{
CxlRejReason = new CxlRejReason(rejectReason),
Text = new Text(rejectReasonText)
};
return(ocj);
}
internal void CanSerializeAndDeserialize_OrderCancelRejectEvents()
{
// Arrange
var order = new StubOrderBuilder().BuildStopLimitOrder();
var cancelReject = new OrderCancelReject(
AccountId.FromString("FXCM-02851908-DEMO"),
order.Id,
StubZonedDateTime.UnixEpoch(),
"REJECT_RESPONSE?",
"ORDER_NOT_FOUND",
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var packed = this.serializer.Serialize(cancelReject);
var unpacked = (OrderCancelReject)this.serializer.Deserialize(packed);
// Assert
Assert.Equal(cancelReject, unpacked);
this.Output.WriteLine(Convert.ToBase64String(packed));
}
/// <summary>
/// Manipulacao do dicionario em situacoes
/// (Mensagens de Order Cancel Reject - OCR)
/// </summary>
/// <param name="ss"></param>
/// <param name="dic"></param>
/// <param name="strChave"></param>
//public void VerifyOrderSituationOCR(SessionID ss, Dictionary<string, TOOrderSession> dic, string strChave)
// OBS :strChave sempre ClOrdID até momento
public void VerifyOrderSituationOCR(OrderCancelReject msg, SessionID ss, OrderSessionManager dic, string strChave, string strChaveExch)
{
try
{
if (null != ss) // Registry found
{
TOOrderSession aux = null;
dic.GetOrder(strChave, out aux);
if (null != aux && msg.IsSetField(Tags.OrderID) && msg.OrderID.getValue() != "NONE")
{
if (msg.IsSetField(Tags.Account))
{
aux.ExchangeNumberID = msg.OrderID.getValue() + "-" + msg.Account.getValue() + "-" + msg.Symbol.getValue();
}
}
// Se houve rejeicao de cancelamento, entao somente excluir do dicionario
lock (dic)
{
TOOrderSession toOS = null;
int ret = dic.GetOrder(strChave, out toOS, strChaveExch);
if (null != toOS)
{
if (ret == FindType.EXCHANGE_NUMBER)
{
dic.RemoveOrder(toOS.ChaveDicionario);
}
else
{
dic.RemoveOrder(strChave);
}
}
toOS = null;
}
}
}
catch (Exception ex)
{
logger.Error("VerifyOrderSituationOCR(): " + ex.Message, ex);
}
}
public void OnOrderCancelReject(object sender, OrderCancelRejectEventArgs e)
{
if (OrderCancelReject != null)
{
QuickFix42.OrderCancelReject sourceCancelReject = e.OrderCancelReject;
try
{
SmartQuant.FIX.OrderCancelReject cancelReject = new OrderCancelReject();
cancelReject.OrigClOrdID = sourceCancelReject.getOrigClOrdID().getValue();
cancelReject.ClOrdID = sourceCancelReject.getClOrdID().getValue();
cancelReject.OrderID = sourceCancelReject.getOrderID().getValue();
cancelReject.CxlRejReason = CxlRejReason.TooLateToCancel; //因国信没有详细撤单原因说明，暂且设置为这个。
cancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelRequest; //因国信不支持订单取消替换，故只有此种错误类型。
cancelReject.Text = sourceCancelReject.getText().getValue();
OrderCancelReject(this, new SmartQuant.FIX.OrderCancelRejectEventArgs(cancelReject));
}
catch (Exception ex)
{
EmitError(-1, -1, ex.Message);
}
}
}
/// <summary>
/// Handles <see cref="OrderCancelReject"/> messages.
/// </summary>
/// <param name="message">The FIX message.</param>
/// <param name="sessionId">The session identifier.</param>
public void OnMessage(OrderCancelReject message, SessionID sessionId)
{
this.FixMessageHandler.OnMessage(message);
}
/// <summary>
/// OrderCancelReject message handler
/// </summary>
private void OnOrderCancelReject(OrderCancelReject message)
{
if (message.getRequestID() == _currentRequest)
{
var messageText = message.getFXCMErrorDetails().Replace("\n", "");
Log.Trace("FxcmBrokerage.OnOrderCancelReject(): " + messageText);
OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Warning, "OrderUpdateOrCancelReject", messageText));
_isOrderUpdateOrCancelRejected = true;
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
private void OnMessage(OrderCancelReject @event)
{
this.SendToBus(@event);
}
protected void EmitCancelReject(SingleOrder order, OrdStatus status, string message)
{
OrderCancelReject reject = new OrderCancelReject
{
TransactTime = Clock.Now,
ClOrdID = order.ClOrdID,
OrigClOrdID = order.ClOrdID,
OrderID = order.OrderID,
CxlRejReason = CxlRejReason.BrokerOption,
CxlRejResponseTo = CxlRejResponseTo.CancelRequest,
OrdStatus = status
};
EmitOrderCancelReject(reject);
}
private void EmitOrderCancelReject(OrderCancelReject reject)
{
if (OrderCancelReject != null)
{
OrderCancelReject(this, new OrderCancelRejectEventArgs(reject));
}
}
public override void onMessage(QuickFix42.OrderCancelReject message, SessionID session)
{
OrderCancelReject reject = new OrderCancelReject();
// required fields
reject.TransactTime = Clock.Now;
reject.OrderID = message.getOrderID().getValue();
reject.ClOrdID = message.getClOrdID().getValue();
reject.OrigClOrdID = message.getOrigClOrdID().getValue();
(reject as FIXOrderCancelReject).OrdStatus = message.getOrdStatus().getValue();
(reject as FIXOrderCancelReject).CxlRejResponseTo = message.getCxlRejResponseTo().getValue();
(reject as FIXOrderCancelReject).CxlRejReason = message.getCxlRejReason().getValue();
// optional fields
if (message.isSetSecondaryOrderID())
reject.SecondaryOrderID = message.getSecondaryOrderID().getValue();
if (message.isSetAccount())
reject.Account = message.getAccount().getValue();
if (message.isSetText())
reject.Text = message.getText().getValue();
// event
provider.EmitOrderCancelReject(reject);
}
/// <summary>
/// OrderCancelReject message handler
/// </summary>
private void OnOrderCancelReject(OrderCancelReject message)
{
if (message.getRequestID() == _currentRequest)
{
Log.Trace("Order update or cancellation rejected: {0}", message.getFXCMErrorDetails().Replace("\n", ""));
_isOrderUpdateOrCancelRejected = true;
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
private void OnMessage(OrderCancelReject @event)
{
this.ReceivedObjects.Add(@event);
}
// OrderCancelReject message handler
private void OnOrderCancelReject(OrderCancelReject orderCancelReject)
{
Console.WriteLine("OnOrderCancelReject()");
Console.WriteLine("\tRequestId = {0}", orderCancelReject.getRequestID());
Console.WriteLine("\tgetAccount() = " + orderCancelReject.getAccount());
Console.WriteLine("\tgetOrderID() = " + orderCancelReject.getOrderID());
Console.WriteLine("\tgetCxlRejReason() = " + orderCancelReject.getCxlRejReason());
Console.WriteLine("\tgetFXCMErrorDetails() = " + orderCancelReject.getFXCMErrorDetails());
Console.WriteLine();
if (orderCancelReject.getRequestID() == _currentRequest)
{
_requestOrderEvent.Set();
}
}
public void ProcessOrderCancelReject(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReject ocr = (OrderCancelReject)msg;
// Buscar a ordem original a partir do OrigClOrdID
string clordid = ocr.ClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocr.IsSetAccount()? ocr.Account.getValue(): string.Empty;
if (!string.IsNullOrEmpty(acc))
{
acc = (acc.Remove(acc.Length - 1));
account = 0;
}
else
{
account = 0;
}
}
else
{
account = ocr.IsSetAccount()? Convert.ToInt32(ocr.Account.getValue()): 0;
}
OrderDbInfo orderOrig = null;
if (account != 0)
{
orderOrig = _db.BuscarOrdem(clordid, account, ocr.Symbol.getValue());
}
else
{
orderOrig = _db.BuscarOrdemPorClOrdEOrigClOrd(clordid, ocr.OrigClOrdID.getValue(), ocr.Symbol.getValue());
}
if (orderOrig.ClOrdID.Equals(string.Empty))
{
logger.Info("Problema ao consultar informacoes da ordem original");
return;
}
// Preencher informacoes de tb_fix_order_detail (rejection)
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
//detail.OrderQty = orderOrig.OrderQty;
//detail.OrderQtyRemaining = orderOrig.OrderQtyRemaining;
//detail.Price = orderOrig.Price;
detail.OrderStatusID = (int)FixOrderStatus.REJEITADA;
detail.TransactTime = ocr.IsSetField(Tags.TransactTime)? ocr.TransactTime.getValue(): DateTime.MinValue;
detail.Description = ocr.IsSetField(Tags.Text) ? ocr.Text.getValue() : string.Empty;
detail.CxlRejResponseTo = ocr.IsSetField(Tags.CxlRejResponseTo) ? ocr.CxlRejResponseTo.getValue().ToString() : string.Empty;
detail.CxlRejReason = ocr.IsSetField(Tags.CxlRejReason)? ocr.CxlRejReason.getValue(): 0;
detail.FixMsgSeqNum = Convert.ToInt32(ocr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, clordid))
{
logger.Info("Problemas na inserção da ordem detalhe");
return;
}
// Buscar as informacoes da tabela update, utilizando o OrigClOrdID da ordem original
OrderDbUpdateInfo orderUpdate = _db.BuscarOrdemUpdate(orderOrig.OrigClOrdID);
// Atribuir as informacoes do update no order original
orderOrig.ClOrdID = orderUpdate.ClOrdID;
orderOrig.OrdStatus = orderUpdate.OrdStatusID;
orderOrig.Price = orderUpdate.Price;
orderOrig.OrderQty = orderUpdate.Quantidade;
orderOrig.OrderQtyApar = orderUpdate.Quantidade_Aparente;
orderOrig.OrderQtyMin = orderUpdate.Quantidade_Minima;
//orderOrig.OrderQtyRemaining = orderUpdate.Quantidade_Exec;
orderOrig.ExpireDate = orderUpdate.Dt_Validade;
orderOrig.OrigClOrdID = string.Empty;
orderOrig.MsgFix = ocr.ToString().Replace('\x01', '|');
// Atualizar as informacoes do update na tabela da ordem original
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem ordercancelreject). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReject: " + ex.Message, ex);
}
}
public MsgOrderCancelReject(OrderCancelReject orderCancelReject) : base(1102)
{
this.Data = orderCancelReject;
}
