private void QueryReplaceOrder()
{
Console.WriteLine("\nCancelReplaceRequest");
QuickFix.FIX50.OrderCancelReplaceRequest m = QueryCancelReplaceRequest44();
if (m != null && QueryConfirm("Send replace"))
{
SendMessage(m);
}
}
public void OnMessage(QuickFix.FIX50.OrderCancelReplaceRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX50.OrderCancelReject ocj = new QuickFix.FIX50.OrderCancelReject(
new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST));
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER);
ocj.Text = new Text("Executor does not support order cancel/replaces");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
private QuickFix.FIX50.OrderCancelReplaceRequest QueryCancelReplaceRequest44()
{
QuickFix.FIX50.OrderCancelReplaceRequest ocrr = new QuickFix.FIX50.OrderCancelReplaceRequest(
QueryOrigClOrdID(),
QueryClOrdID(),
// QuerySymbol(),
QuerySide(),
new TransactTime(DateTime.Now),
QueryOrdType());
ocrr.Set(new HandlInst('1'));
if (QueryConfirm("New price"))
{
ocrr.Set(QueryPrice());
}
if (QueryConfirm("New quantity"))
{
ocrr.Set(QueryOrderQty());
}
return(ocrr);
}
private QuickFix.FIX50.OrderCancelReplaceRequest QueryCancelReplaceRequest50()
{
QuickFix.FIX50.OrderCancelReplaceRequest ocrr = new QuickFix.FIX50.OrderCancelReplaceRequest(
QueryOrigClOrdID(),
QueryClOrdID(),
QuerySide(),
new TransactTime(DateTime.Now),
QueryOrdType());
ocrr.Set(new HandlInst('1'));
ocrr.Set(QuerySymbol());
if (QueryConfirm("New price"))
ocrr.Set(QueryPrice());
if (QueryConfirm("New quantity"))
ocrr.Set(QueryOrderQty());
QueryHeader(ocrr.Header);
return ocrr;
}