private void QueryCancelOrder() { Console.WriteLine("\nOrderCancelRequest"); QuickFix.FIX50.OrderCancelRequest m = QueryOrderCancelRequest44(); if (m != null && QueryConfirm("Cancel order")) { SendMessage(m); } }
private QuickFix.FIX50.OrderCancelRequest QueryOrderCancelRequest44() { QuickFix.FIX50.OrderCancelRequest orderCancelRequest = new QuickFix.FIX50.OrderCancelRequest( QueryOrigClOrdID(), QueryClOrdID(), // QuerySymbol(), QuerySide(), new TransactTime(DateTime.Now)); orderCancelRequest.Set(QueryOrderQty()); return(orderCancelRequest); }
private void CancelOrder(string exchange, string clientOrderId, string exchangeOrderId, string symbol, bool isBuy) { var cancelOrder = new QuickFix.FIX50.OrderCancelRequest(); cancelOrder.OrigClOrdID = new QuickFix.Fields.OrigClOrdID(clientOrderId); cancelOrder.ClOrdID = new QuickFix.Fields.ClOrdID(clientOrderId); if (exchangeOrderId != null) { cancelOrder.OrderID = new QuickFix.Fields.OrderID(exchangeOrderId); } cancelOrder.SecurityExchange = new QuickFix.Fields.SecurityExchange(exchange); cancelOrder.Side = new QuickFix.Fields.Side(isBuy ? '1' : '2'); cancelOrder.Symbol = new QuickFix.Fields.Symbol(symbol); cancelOrder.TransactTime = new QuickFix.Fields.TransactTime(DateTime.Now.ToUniversalTime()); SendMessage(cancelOrder); }
public void OnMessage(QuickFix.FIX50.OrderCancelRequest msg, SessionID s) { string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID"; QuickFix.FIX50.OrderCancelReject ocj = new QuickFix.FIX50.OrderCancelReject( new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST)); ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER); ocj.Text = new Text("Executor does not support order cancels"); try { Session.SendToTarget(ocj, s); } catch (Exception ex) { Console.WriteLine(ex.ToString()); } }
private QuickFix.FIX50.OrderCancelRequest QueryOrderCancelRequest50() { QuickFix.FIX50.OrderCancelRequest orderCancelRequest = new QuickFix.FIX50.OrderCancelRequest( QueryOrigClOrdID(), QueryClOrdID(), QuerySide(), new TransactTime(DateTime.Now)); orderCancelRequest.Set(QuerySymbol()); orderCancelRequest.Set(QueryOrderQty()); QueryHeader(orderCancelRequest.Header); return orderCancelRequest; }