protected override void SendOrder(IEnumerable <string> receivers, ExecutionMessage order)
{
if (order.OrderType == OrderTypes.Conditional)
{
var fixMsg = order.ToExecutionReport <StopOrderExecutionReport>(order.TransactionId == 0 ? (long?)null : GetRequestId(order.TransactionId), GetRequestId(order.OriginalTransactionId));
var condition = (QuikOrderCondition)order.Condition;
if (condition.Type != null)
{
fixMsg.Type = new StopOrderExecutionReport.TypeField((int)condition.Type);
}
if (condition.StopPriceCondition != null)
{
fixMsg.StopPriceCondition = new StopOrderExecutionReport.StopPriceConditionField((int)condition.StopPriceCondition);
}
if (condition.ConditionOrderSide != null)
{
fixMsg.ConditionOrderSide = new StopOrderExecutionReport.ConditionOrderSideField((int)condition.ConditionOrderSide);
}
if (condition.LinkedOrderCancel != null)
{
fixMsg.LinkedOrderCancel = new StopOrderExecutionReport.LinkedOrderCancelField(condition.LinkedOrderCancel.Value);
}
if (condition.Result != null)
{
fixMsg.Result = new StopOrderExecutionReport.ResultField((int)condition.Result);
}
if (condition.OtherSecurityId != null)
{
fixMsg.OtherSecurityCode = new StopOrderExecutionReport.OtherSecurityCodeField(condition.OtherSecurityId.Value.SecurityCode);
}
if (condition.StopPrice != null)
{
fixMsg.StopPx = new StopPx(condition.StopPrice.Value);
}
if (condition.StopLimitPrice != null)
{
fixMsg.StopLimitPrice = new StopOrderExecutionReport.StopLimitPriceField(condition.StopLimitPrice.Value);
}
if (condition.IsMarketStopLimit != null)
{
fixMsg.IsMarketStopLimit = new StopOrderExecutionReport.IsMarketStopLimitField(condition.IsMarketStopLimit.Value);
}
if (condition.ActiveTime != null)
{
fixMsg.ActiveTimeFrom = new StopOrderExecutionReport.ActiveTimeFromField(condition.ActiveTime.Min.UtcDateTime);
fixMsg.ActiveTimeTo = new StopOrderExecutionReport.ActiveTimeToField(condition.ActiveTime.Min.UtcDateTime);
}
if (condition.ConditionOrderId != null)
{
fixMsg.ConditionOrderId = new StopOrderExecutionReport.ConditionOrderIdField((int)condition.ConditionOrderId);
}
if (condition.ConditionOrderPartiallyMatched != null)
{
fixMsg.ConditionOrderPartiallyMatched = new StopOrderExecutionReport.ConditionOrderPartiallyMatchedField(condition.ConditionOrderPartiallyMatched.Value);
}
if (condition.ConditionOrderUseMatchedBalance != null)
{
fixMsg.ConditionOrderUseMatchedBalance = new StopOrderExecutionReport.ConditionOrderUseMatchedBalanceField(condition.ConditionOrderUseMatchedBalance.Value);
}
if (condition.LinkedOrderPrice != null)
{
fixMsg.LinkedOrderPrice = new StopOrderExecutionReport.LinkedOrderPriceField(condition.LinkedOrderPrice.Value);
}
if (condition.Offset != null)
{
fixMsg.Offset = new StopOrderExecutionReport.OffsetField(condition.Offset.ToString());
}
if (condition.Spread != null)
{
fixMsg.StopSpread = new StopOrderExecutionReport.SpreadField(condition.Spread.ToString());
}
if (condition.IsMarketTakeProfit != null)
{
fixMsg.IsMarketTakeProfit = new StopOrderExecutionReport.IsMarketTakeProfitField(condition.IsMarketTakeProfit.Value);
}
SendMessage(receivers, false, fixMsg);
}
else
{
base.SendOrder(receivers, order);
}
}
