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)));
}
}
public virtual void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
}
public override void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
if (!request.ContainsField(1) && !string.IsNullOrWhiteSpace(this.DefaultAccount))
request.Account = this.DefaultAccount.Trim();
if (!request.ContainsField(109) && !string.IsNullOrWhiteSpace(this.DefaultClientID))
request.SetStringValue(109, this.DefaultClientID.Trim());
base.SendOrderCancelReplaceRequest(request);
}
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)));
}
}
internal static void ReplaceOrder(SingleOrder order)
{
if (order.Provider == null)
throw new ApplicationException("null");
OrderCancelReplaceRequest request = new OrderCancelReplaceRequest();
request.ClOrdID = OrderManager.GetOrdId();
request.OrigClOrdID = order.ClOrdID;
if (order.ContainsField(37))
request.OrderID = order.OrderID;
request.Side = order.Side;
request.OrdType = !order.ReplaceOrder.ContainsField(40) ? order.OrdType : order.ReplaceOrder.OrdType;
request.TimeInForce = !order.ReplaceOrder.ContainsField(59) ? order.TimeInForce : order.ReplaceOrder.TimeInForce;
if (order.ReplaceOrder.ContainsField(126))
request.ExpireTime = order.ReplaceOrder.ExpireTime;
if (order.ReplaceOrder.ContainsField(44))
request.Price = order.ReplaceOrder.Price;
else
request.Price = order.Price;
if (order.ReplaceOrder.ContainsField(99))
request.StopPx = order.ReplaceOrder.StopPx;
else
request.StopPx = order.StopPx;
if (order.ReplaceOrder.ContainsField(10701))
request.TrailingAmt = order.ReplaceOrder.TrailingAmt;
else
request.TrailingAmt = order.TrailingAmt;
if (order.ReplaceOrder.ContainsField(38))
request.OrderQty = order.ReplaceOrder.OrderQty;
else
request.OrderQty = order.OrderQty;
request.TransactTime = Clock.Now;
request.Account = order.Account;
request.HandlInst = order.HandlInst;
request.Symbol = order.Symbol;
request.SecurityType = order.SecurityType;
request.SecurityExchange = order.SecurityExchange;
request.SecurityID = order.SecurityID;
request.Currency = order.Currency;
request.SetStringValue(109, order.GetStringValue(109));
order.Provider.SendOrderCancelReplaceRequest(request);
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
IOrder iorder = ((InstrumentOrderListTable) OrderManager.Orders).All[request.OrigClOrdID];
this.provider.CallReplace(Map.FQ_OQ_Order[(object) iorder] as Order);
}
private void M9IPlabLYo(OrderCancelReplaceRequest request)
{
zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ;
if (zo21q6cy3fImtUhatq == null)
return;
if (request.OrderQty > 0.0)
{
zo21q6cy3fImtUhatq.CfcFBQBLXe((FIXOrderCancelReplaceRequest) request);
}
else
{
OrderCancelReject orderCancelReject = new OrderCancelReject();
orderCancelReject.OrigClOrdID = request.OrigClOrdID;
orderCancelReject.ClOrdID = request.ClOrdID;
orderCancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelReplaceRequest;
orderCancelReject.CxlRejReason = CxlRejReason.BrokerOption;
orderCancelReject.Text = "";
orderCancelReject.OrdStatus = zo21q6cy3fImtUhatq.x6qFCwTWN2().OrdStatus;
orderCancelReject.TransactTime = Clock.Now;
this.FxSP7oxcnT(orderCancelReject);
}
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
if (this.Latency == 0)
this.M9IPlabLYo(request);
else
Clock.AddReminder(new ReminderEventHandler(this.gFqPLKYI6J), DateTime.Now.AddMilliseconds(this.Latency), request);
}
