protected void RejectCancelRequest(QuickFix.SessionID session, QuickFix.Fields.ClOrdID clordid, QuickFix.Fields.OrigClOrdID origordid, IOrder nt7_order, string rej_reason, int cxl_rej, bool is_cancelreplace_request)
{
QuickFix.FIX42.OrderCancelReject rej = new QuickFix.FIX42.OrderCancelReject();
if (nt7_order == null)
{
rej.Set(new QuickFix.Fields.OrderID("NONE"));
}
else
{
rej.Set(new QuickFix.Fields.OrderID(clordid.getValue()));
}
rej.Set(origordid);
rej.Set(Converter.c(nt7_order.OrderState));
rej.Set(new QuickFix.Fields.CxlRejResponseTo(is_cancelreplace_request ? QuickFix.Fields.CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST : QuickFix.Fields.CxlRejResponseTo.ORDER_CANCEL_REQUEST));
rej.Set(new QuickFix.Fields.CxlRejReason(cxl_rej));
rej.Set(new QuickFix.Fields.Text(rej_reason));
rej.Set(new QuickFix.Fields.TransactTime(DateTime.Now, true));
QuickFix.Session.SendToTarget(rej, session);
}
