/// <summary>
///
/// </summary>
/// <param name="message"></param>
/// <param name="sessionId"></param>
private void OnMessage(QuickFix.FIX42.OrderCancelReject message, SessionID sessionId)
{
try
{
Rejection rejection = new Rejection(new Security()
{
Symbol = String.Empty
}, _provider, message.TransactTime.getValue());
rejection.OrderId = message.OrigClOrdID.getValue();
rejection.RejectioReason = message.CxlRejReason.getValue().ToString();
if (RejectionArrived != null)
{
RejectionArrived(rejection);
}
if (Logger.IsInfoEnabled)
{
Logger.Info("Cancel / CancelReplace rejection arrived : " + rejection.OrderId, _type.FullName, "OnMessage");
}
}
catch (Exception exception)
{
Logger.Error(exception.ToString(), _type.FullName, "OnMessage");
}
}
/// <summary>
/// Recevies order cancellation message
/// </summary>
/// <param name="reject"></param>
/// <param name="sessionID"></param>
private void OnMessage(QuickFix.FIX42.OrderCancelReject reject, SessionID sessionID)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("On Order Cancel Reject, OrderId=" + reject.OrigClOrdID.getValue(), _type.FullName, "OnMessage");
}
Order getOrder =
(from order in _orders where order.OrderID == reject.OrigClOrdID.getValue() select order)
.FirstOrDefault();
if (getOrder != null)
{
Rejection rejection = new Rejection(getOrder.Security, _provider);
rejection.OrderId = getOrder.OrderID;
if (OrderRejectionArrived != null)
{
OrderRejectionArrived(rejection);
}
}
}
public void OnMessage(QuickFix.FIX42.OrderCancelReject m, SessionID s)
{
_mainform._addMsg("Received order cancel reject\r\n");
}