private static void EmitOrderCancelReject(object sender, OrderCancelRejectEventArgs e)
{
if (ProviderManager.threadSafe)
Monitor.Enter(ProviderManager.dataLock);
try
{
if (ProviderManager.OrderCancelReject != null)
ProviderManager.OrderCancelReject(sender, e);
}
finally
{
if (ProviderManager.threadSafe)
Monitor.Exit(ProviderManager.dataLock);
}
}
private void SQ_OrderManager_OrderCancelReject(object sender, OrderCancelRejectEventArgs args)
{
SingleOrder order = ((InstrumentOrderListTable)OrderManager.Orders).All[args.OrderCancelReject.OrigClOrdID] as SingleOrder;
StrategyRunner strategyRunner = (StrategyRunner)null;
if (!this.strategies.TryGetValue(order.Strategy, out strategyRunner) || !strategyRunner.Enabled)
return;
if (args.OrderCancelReject.CxlRejResponseTo == CxlRejResponseTo.CancelReplaceRequest)
strategyRunner.SetOrderReplaceReject(order);
else
strategyRunner.SetOrderCancelReject(order);
}
private void OrderManager_OrderCancelReject(object sender, OrderCancelRejectEventArgs args)
{
lock (this)
{
++this.countReject;
++this.countExecutionTotal;
}
}
private static void OnOrderCancelReject(object sender, OrderCancelRejectEventArgs e)
{
OrderCancelReject orderCancelReject = e.OrderCancelReject;
SingleOrder order = OrderManager.orders.All[orderCancelReject.OrigClOrdID] as SingleOrder;
if (orderCancelReject.OrdStatus == OrdStatus.Undefined)
{
orderCancelReject.OrdStatus = OrdStatus.New;
ArrayList arrayList = new ArrayList((ICollection)order.Reports);
arrayList.Reverse();
foreach (ExecutionReport executionReport in arrayList)
{
switch (executionReport.OrdStatus)
{
case OrdStatus.PendingCancel:
case OrdStatus.PendingNew:
case OrdStatus.PendingReplace:
continue;
default:
orderCancelReject.OrdStatus = executionReport.OrdStatus;
goto label_10;
}
}
}
label_10:
OrdStatus ordStatus = order.OrdStatus;
order.EmitCancelReject(orderCancelReject);
if (OrderManager.OrderCancelReject != null)
OrderManager.OrderCancelReject(sender, new OrderCancelRejectEventArgs(order, orderCancelReject));
if (order.IsDone)
{
if (!OrderManager.EnablePartialTransactions)
OrderManager.nf3XP7Xf3(order, orderCancelReject.TransactTime, order.AvgPx, order.CumQty);
OrderManager.YUArMfFNj(order);
}
else
{
if (ordStatus == order.OrdStatus)
return;
OrderManager.orders.Update(order);
order.EmitStatusChanged();
OrderManager.EmitOrderStatusChanged(order);
}
}
