Example #1
0
 private void RejectExecution(string id, ExecutionReport executionReport)
 {
     if (!ordersAll.ContainsKey(id))
     {
         OrderID ordid = executionReport.getOrderID();
         ExecID execid = executionReport.getExecID();
         QuickFix.Side side = executionReport.getSide();
         Symbol symbol = executionReport.getSymbol();
         DKReason dkreason = new DKReason (DKReason.NO_MATCHING_ORDER);
         QuickFix42.DontKnowTrade dk = new DontKnowTrade(ordid, execid, dkreason, symbol, side);
         _quickFixWrapper.Send(dk);
     }
 }
Example #2
0
 public void Add(ExecutionReport report)
 {
     char exec = report.getExecType().getValue();
     if (exec == ExecType.REPLACE)
     {
         ordid = report.getOrderID().getValue();
         string clordid = report.getClOrdID().getValue();
         UpdateOrder(clordid);
     }
     else if (exec == ExecType.NEW)
     {
         if (report.isSetOrderID())
         {
             ordid = report.getOrderID().getValue();
         }
     }
     else if (ordid == null)
     {
         if (report.isSetOrderID())
         {
             ordid = report.getOrderID().getValue();
         }
     }
     //ExecutionReportViewItem item = new ExecutionReportViewItem(report);
     //rptlist.Add(item);
 }