public virtual void SendNewOrderSingle(FreeQuant.FIX.NewOrderSingle order)
{
if (this.IsConnected)
{
this.application.Send((FIXNewOrderSingle)order);
}
else
{
ExecutionReport report = new ExecutionReport();
report.TransactTime = Clock.Now;
report.ClOrdID = order.ClOrdID;
report.ExecType = SmartQuant.FIX.ExecType.Rejected;
report.OrdStatus = SmartQuant.FIX.OrdStatus.Rejected;
report.Symbol = order.Symbol;
report.SecurityType = order.SecurityType;
report.SecurityExchange = order.SecurityExchange;
report.Currency = order.Currency;
report.Side = order.Side;
report.OrdType = order.OrdType;
report.TimeInForce = order.TimeInForce;
report.OrderQty = order.OrderQty;
report.Price = order.Price;
report.StopPx = order.StopPx;
report.LastPx = 0.0;
report.LastQty = 0.0;
report.AvgPx = 0.0;
report.CumQty = 0.0;
report.LeavesQty = order.OrderQty;
report.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(2154);
if (this.pPOK9Nf3hf != null)
{
this.pPOK9Nf3hf((object)this, new ExecutionReportEventArgs(report));
}
if (this.e4HAgJhCB == null)
{
return;
}
this.e4HAgJhCB(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(2208)));
}
}
public OrderCancelRejectEventArgs(NewOrderSingle order, OrderCancelReject reject) : base()
{
this.Order = order;
this.OrderCancelReject = reject;
}
public virtual void RegisterOrder(NewOrderSingle order)
{
}
public virtual void SendNewOrderSingle(NewOrderSingle order)
{
}
public override void SendNewOrderSingle(NewOrderSingle order)
{
if (!order.ContainsField(1) && !string.IsNullOrWhiteSpace(this.DefaultAccount))
order.Account = this.DefaultAccount.Trim();
if (!order.ContainsField(109) && !string.IsNullOrWhiteSpace(this.DefaultClientID))
order.SetStringValue(109, this.DefaultClientID.Trim());
base.SendNewOrderSingle(order);
}
public virtual void SendNewOrderSingle(NewOrderSingle order)
{
if (this.IsConnected)
{
this.application.Send((FIXNewOrderSingle)order);
}
else
{
ExecutionReport report = new ExecutionReport();
report.TransactTime = Clock.Now;
report.ClOrdID = order.ClOrdID;
report.ExecType = FreeQuant.FIX.ExecType.Rejected;
report.OrdStatus = FreeQuant.FIX.OrdStatus.Rejected;
report.Symbol = order.Symbol;
report.SecurityType = order.SecurityType;
report.SecurityExchange = order.SecurityExchange;
report.Currency = order.Currency;
report.Side = order.Side;
report.OrdType = order.OrdType;
report.TimeInForce = order.TimeInForce;
report.OrderQty = order.OrderQty;
report.Price = order.Price;
report.StopPx = order.StopPx;
report.LastPx = 0.0;
report.LastQty = 0.0;
report.AvgPx = 0.0;
report.CumQty = 0.0;
report.LeavesQty = order.OrderQty;
report.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4016);
if (this.q8X4lYTN4C != null)
this.q8X4lYTN4C((object)this, new ExecutionReportEventArgs(report));
if (this.j4t4Wyi2Ea == null)
return;
this.j4t4Wyi2Ea(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(4070)));
}
}
public SingleOrder() : base()
{
this.reports = new ExecutionReportList();
this.rejects = new OrderCancelRejectList();
this.replaceOrder = new NewOrderSingle();
this.ClOrdID = OrderManager.GetOrdId();
this.OrdStatus = OrdStatus.PendingNew;
this.HandlInst = '1';
this.TimeInForce = TimeInForce.Day;
this.Currency = Framework.Configuration.DefaultCurrency;
this.Persistent = false;
this.IsSent = false;
}
public ExecutionReportEventArgs(NewOrderSingle order, ExecutionReport report)
{
this.Order = order;
this.ExecutionReport = report;
}
public ExecutionReportEventArgs(NewOrderSingle order, ExecutionReport report)
{
this.Order = order;
this.ExecutionReport = report;
}
public OrderCancelRejectEventArgs(NewOrderSingle order, OrderCancelReject reject) : base()
{
this.Order = order;
this.OrderCancelReject = reject;
}
public void SendNewOrderSingle(NewOrderSingle order)
{
Order order1 = Map.FQ_OQ_Order[(object) order] as Order;
this.orderRecords.Add(order1, new OrderRecord(order as SingleOrder));
this.provider.CallSend(order1);
}
private void lCXP6mCfhb(NewOrderSingle e)
{
SingleOrder singleOrder = e as SingleOrder;
if (singleOrder.IsFilled || singleOrder.IsCancelled)
return;
if (e.OrderQty > 0.0)
{
ExecutionReport report = new ExecutionReport();
report.TransactTime = Clock.Now;
report.ClOrdID = e.ClOrdID;
report.ExecType = ExecType.New;
report.OrdStatus = OrdStatus.New;
report.Symbol = e.Symbol;
report.OrdType = e.OrdType;
report.Side = e.Side;
report.Price = e.Price;
report.StopPx = e.StopPx;
report.TrailingAmt = e.TrailingAmt;
report.OrderQty = e.OrderQty;
report.CumQty = 0.0;
report.LeavesQty = e.OrderQty;
report.Currency = e.Currency;
report.Text = e.Text;
this.JPVPJSWclF(report);
zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this, e);
}
else
{
ExecutionReport report = new ExecutionReport();
report.TransactTime = DateTime.Now;
report.ClOrdID = e.ClOrdID;
report.ExecType = ExecType.Rejected;
report.OrdStatus = OrdStatus.Rejected;
report.Symbol = e.Symbol;
report.OrdType = e.OrdType;
report.Side = e.Side;
report.Price = e.Price;
report.StopPx = e.StopPx;
report.TrailingAmt = e.TrailingAmt;
report.OrderQty = e.OrderQty;
report.CumQty = 0.0;
report.LeavesQty = e.OrderQty;
report.Currency = e.Currency;
report.Text = e.Text;
this.JPVPJSWclF(report);
}
}
public void SendNewOrderSingle(NewOrderSingle order)
{
if (this.IsConnected)
{
if (this.Latency == 0)
this.lCXP6mCfhb(order);
else
Clock.AddReminder(new ReminderEventHandler(this.MxtPRD9hCH), DateTime.Now.AddMilliseconds(this.Latency), order);
}
else
{
ExecutionReport report = new ExecutionReport();
report.TransactTime = DateTime.Now;
report.ClOrdID = order.ClOrdID;
report.ExecType = ExecType.Rejected;
report.OrdStatus = OrdStatus.Rejected;
report.Symbol = order.Symbol;
report.SecurityType = order.SecurityType;
report.SecurityExchange = order.SecurityExchange;
report.Currency = order.Currency;
report.Side = order.Side;
report.OrdType = order.OrdType;
report.TimeInForce = order.TimeInForce;
report.OrderQty = order.OrderQty;
report.Price = order.Price;
report.StopPx = order.StopPx;
report.LastPx = 0.0;
report.LastQty = 0.0;
report.AvgPx = 0.0;
report.CumQty = 0.0;
report.LeavesQty = order.OrderQty;
report.Text = "text";
this.JPVPJSWclF(report);
}
}
public virtual void RegisterOrder(FreeQuant.FIX.NewOrderSingle order)
{
}