Esempio n. 1
0
        public CancelReject(Order order, OrderInfo orderInfo, CancelRejectResponseTo responseTo, CancelRejectReason reason)
            : base(MessageType.OrderCancelReject)
        {
            OrderId                  = orderInfo.OrderId;
            ClientOrderId            = orderInfo.ClientId;
            PreviousClientOrderId    = orderInfo.PreviousClientId;
            CorrelationClientOrderId = orderInfo.CorrelationClientId;

            SecurityId = order.Security.Id.ToString();
            Contract   = order.Security.Contract;

            TransactTime = DateTime.UtcNow;

            SelfMatchPreventionId = order.SelfMatchId;

            Account           = orderInfo.Account;
            IsManualOrder     = orderInfo.IsManual;
            PreTradeAnonymity = orderInfo.PreTradeAnonymity;

            ExecutionId = Guid.NewGuid().ToString();
            OrderStatus = OrderStatus.Undefined;

            CancelRejectResponseTo = responseTo;
            CancelRejectReason     = reason;
            Text = "lookup table";
        }
Esempio n. 2
0
 private void FireDeleteRejected(Order order, CancelRejectReason reason)
 {
     OrderDeleteRejected?.Invoke(this, new OrderDeleteRejectedEventArgs(order, reason));
 }
Esempio n. 3
0
 public OrderDeleteRejectedEventArgs(Order order, CancelRejectReason reason)
     : base(order)
 {
     Reason = reason;
 }