public void OnMessage(OrderCancelReplaceRequest msg, SessionID sessionID) { var ocj = CreateFix44Message.CreateOrderCancelReplaceReject( msg, CxlRejReason.OTHER, "Server currently does not support order cancel/replaces"); _fixFacade.SendToTarget(ocj, sessionID); }
public void OnMessage(NewOrderSingle n, SessionID sessionID) { var execID = _execIdGenerator(); try { var orderData = TranslateFixMessages.Translate(n); _commandFactory.EnqueueAddOrder(_messageGenerator, sessionID, orderData, execID); } catch (QuickFIXException e) { var rejectMessage = "Unable to add order: " + e.Message; var message = CreateFix44Message.CreateRejectNewOrderExecutionReport(n, execID, rejectMessage); _fixFacade.SendToTarget(message, sessionID); } }
public void OnMessage(OrderCancelRequest msg, SessionID sessionID) { var execID = _execIdGenerator(); try { var orderID = TranslateFixMessages.GetOrderIdFromMessage(msg); _commandFactory.EnqueueCancelOrder(_messageGenerator, sessionID, orderID, msg.ClOrdID.getValue(), msg.OrigClOrdID.getValue(), execID); } catch (QuickFIXException e) { var reply = CreateFix44Message.CreateOrderCancelReject(msg, CxlRejReason .OTHER, e.Message); _fixFacade.SendToTarget(reply, sessionID); } }