private void OnInstructionRejected(InstructionRejectedEvent rejected)
{
var instrument = Securities.FirstOrDefault(i => i.SecurityId == rejected.InstrumentId);
if (instrument != null)
{
OnOrderRejected(new Order(rejected.InstructionId, instrument.Symbol)
{
AccountId = AccountInfo.ID,
BrokerName = Name
}, rejected.Reason);
}
}
private void FailOnInstructionRejected(InstructionRejectedEvent instructionRejected)
{
long instructionId = instructionRejected.InstructionId;
Console.Error.WriteLine("Instruction " + instructionId + " rejected: " + instructionRejected.Reason);
if (_buyOrderTracker.CancelInstructionId == instructionId)
{
_buyOrderTracker.Reset();
}
else if (_sellOrderTracker.CancelInstructionId == instructionId)
{
_sellOrderTracker.Reset();
}
}
private void FailOnInstructionRejected(InstructionRejectedEvent instructionRejected)
{
long instructionId = instructionRejected.InstructionId;
Console.Error.WriteLine("Instruction " + instructionId + " rejected: " + instructionRejected.Reason);
if (_buyOrderTracker.CancelInstructionId == instructionId)
{
_buyOrderTracker.Reset();
}
else if (_sellOrderTracker.CancelInstructionId == instructionId)
{
_sellOrderTracker.Reset();
}
}
private void OnSessionInstructionRejected(InstructionRejectedEvent evt)
{
var transactionId = TryParseTransactionId(evt.InstructionId);
if (transactionId == null)
{
return;
}
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Order,
SecurityId = new SecurityId {
Native = evt.InstrumentId
},
OriginalTransactionId = transactionId.Value,
OrderState = OrderStates.Failed,
Error = new InvalidOperationException(evt.Reason),
PortfolioName = evt.AccountId.To <string>(),
ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc)
});
}
private void OnSessionInstructionRejected(InstructionRejectedEvent evt)
{
var transactionId = TryParseTransactionId(evt.InstructionId);
if (transactionId == null)
return;
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Transaction,
SecurityId = new SecurityId { Native = evt.InstrumentId },
OriginalTransactionId = transactionId.Value,
OrderState = OrderStates.Failed,
Error = new InvalidOperationException(evt.Reason),
PortfolioName = evt.AccountId.To<string>(),
ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc)
});
}
