Example #1
0
 public virtual void SendOrderCancelRequest(FreeQuant.FIX.OrderCancelRequest 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.CancelRequest;
         reject.CxlRejReason     = SmartQuant.FIX.CxlRejReason.BrokerOption;
         reject.OrdStatus        = SmartQuant.FIX.OrdStatus.Undefined;
         reject.Text             = "test";
         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(2356)));
     }
 }
Example #2
0
		public virtual void SendOrderCancelRequest(OrderCancelRequest request)
		{
		}
Example #3
0
		public virtual void SendOrderCancelRequest(OrderCancelRequest request)
		{
			if (this.IsConnected)
			{
				this.application.Send((FIXOrderCancelRequest)request);
			}
			else
			{
				OrderCancelReject reject = new OrderCancelReject();
				reject.TransactTime = Clock.Now;
				reject.OrigClOrdID = request.OrigClOrdID;
				reject.ClOrdID = reject.OrigClOrdID;
				reject.CxlRejResponseTo = FreeQuant.FIX.CxlRejResponseTo.CancelRequest;
				reject.CxlRejReason = FreeQuant.FIX.CxlRejReason.BrokerOption;
				reject.OrdStatus = FreeQuant.FIX.OrdStatus.Undefined;
				reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4164);
				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(4218)));
			}
		}
Example #4
0
 internal static void CancelOrder(SingleOrder order)
 {
     if (order.Provider == null)
         throw new ApplicationException("Provider is null");
     OrderCancelRequest request = new OrderCancelRequest();
     request.OrigClOrdID = order.ClOrdID;
     request.ClOrdID = OrderManager.GetOrdId();
     request.Side = order.Side;
     request.TransactTime = Clock.Now;
     request.Symbol = order.Symbol;
     request.SecurityType = order.SecurityType;
     request.SecurityID = order.SecurityID;
     request.SecurityExchange = order.SecurityExchange;
     if (order.ContainsField(37))
         request.OrderID = order.OrderID;
     request.Account = order.Account;
     request.OrderQty = order.OrderQty;
     request.SetStringValue(109, order.GetStringValue(109));
     order.Provider.SendOrderCancelRequest(request);
 }
Example #5
0
    public void SendOrderCancelRequest(OrderCancelRequest request)
    {
			IOrder iorder = ((InstrumentOrderListTable) OrderManager.Orders).All[request.OrigClOrdID];
      this.provider.CallCancel(Map.FQ_OQ_Order[(object) iorder] as Order);
    }
		private void E3jPCDq9jY(OrderCancelRequest request)
		{
      zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ;
			if (zo21q6cy3fImtUhatq != null)
		      zo21q6cy3fImtUhatq.XNWFfvowtr();
		}
		public void SendOrderCancelRequest(OrderCancelRequest request)
		{
			if (this.Latency == 0)
				this.E3jPCDq9jY(request);
			else
				Clock.AddReminder(new ReminderEventHandler(this.t99PErAC3Y), DateTime.Now.AddMilliseconds(this.Latency), request);
		}