/// <summary>
/// Apply new cancel requests
/// </summary>
/// <param name="myMsg"></param>
public void ApplyCancelRequest(KaiTrade.Interfaces.IMessage myMsg)
{
try
{
if (1 == 1)
{
string mnemonic = "";
KaiTrade.Interfaces.ICancelOrderRequest cancelRequest;
cancelRequest = JsonConvert.DeserializeObject<K2DataObjects.CancelOrderRequest>(myMsg.Data);
CancelRequestData r = new CancelRequestData(crrType.cancel, cancelRequest);
// Get the context - we must have this to access the order
if (_clOrdIDOrderMap.ContainsKey(cancelRequest.OrigClOrdID))
{
r.OrderContext = _clOrdIDOrderMap[cancelRequest.OrigClOrdID];
_clOrdIDOrderMap.Add(r.ClOrdID, r.OrderContext);
}
else
{
//sendCancelReplaceRej(replaceData.LastQFMod, QuickFix.CxlRejReason.UNKNOWN_ORDER, "an order does not exist for the modifyOrder");
Exception myE = new Exception("an order does not exist for the cancelOrder");
throw myE;
}
try
{
if (oRLog.IsInfoEnabled)
{
oRLog.Info("cancelOrder:context" + r.OrderContext.ToString());
oRLog.Info("cancelOrder:order" + r.OrderContext.ExternalOrder.ToString());
}
}
catch
{
}
r.OrderContext.ClOrdID = r.ClOrdID;
r.OrderContext.OrigClOrdID = r.ClOrdID;
// use a blocking collection
replaceRequests.Add(r);
}
else
{
//sync update
//DoApplyPriceUpdate(update);
}
}
catch (Exception myE)
{
log.Error("ApplyReplaceRequest", myE);
}
}
public virtual OrderReplaceResult cancelOrder(CancelRequestData replaceData)
{
return OrderReplaceResult.error;
}
