public virtual void SendOrderCancelReplaceRequest(FreeQuant.FIX.OrderCancelReplaceRequest request) { if (this.IsConnected) { this.application.Send(request); } else { OrderCancelReject reject = new OrderCancelReject(); reject.TransactTime = Clock.Now; reject.OrigClOrdID = request.OrigClOrdID; reject.ClOrdID = reject.OrigClOrdID; reject.CxlRejResponseTo = SmartQuant.FIX.CxlRejResponseTo.CancelReplaceRequest; reject.CxlRejReason = SmartQuant.FIX.CxlRejReason.BrokerOption; reject.OrdStatus = SmartQuant.FIX.OrdStatus.Undefined; reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(2480); if (this.B02KF0Hm96 != null) { this.B02KF0Hm96((object)this, new OrderCancelRejectEventArgs(reject)); } if (this.e4HAgJhCB == null) { return; } this.e4HAgJhCB(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(2534))); } }
public virtual void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request) { }
public override void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request) { if (!request.ContainsField(1) && !string.IsNullOrWhiteSpace(this.DefaultAccount)) request.Account = this.DefaultAccount.Trim(); if (!request.ContainsField(109) && !string.IsNullOrWhiteSpace(this.DefaultClientID)) request.SetStringValue(109, this.DefaultClientID.Trim()); base.SendOrderCancelReplaceRequest(request); }
public virtual void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request) { if (this.IsConnected) { this.application.Send((FIXOrderCancelReplaceRequest)request); } else { OrderCancelReject reject = new OrderCancelReject(); reject.TransactTime = Clock.Now; reject.OrigClOrdID = request.OrigClOrdID; reject.ClOrdID = reject.OrigClOrdID; reject.CxlRejResponseTo = FreeQuant.FIX.CxlRejResponseTo.CancelReplaceRequest; reject.CxlRejReason = FreeQuant.FIX.CxlRejReason.BrokerOption; reject.OrdStatus = FreeQuant.FIX.OrdStatus.Undefined; reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4342); if (this.GZq4XSlmZH != null) this.GZq4XSlmZH((object)this, new OrderCancelRejectEventArgs(reject)); if (this.j4t4Wyi2Ea == null) return; this.j4t4Wyi2Ea(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(4396))); } }
internal static void ReplaceOrder(SingleOrder order) { if (order.Provider == null) throw new ApplicationException("null"); OrderCancelReplaceRequest request = new OrderCancelReplaceRequest(); request.ClOrdID = OrderManager.GetOrdId(); request.OrigClOrdID = order.ClOrdID; if (order.ContainsField(37)) request.OrderID = order.OrderID; request.Side = order.Side; request.OrdType = !order.ReplaceOrder.ContainsField(40) ? order.OrdType : order.ReplaceOrder.OrdType; request.TimeInForce = !order.ReplaceOrder.ContainsField(59) ? order.TimeInForce : order.ReplaceOrder.TimeInForce; if (order.ReplaceOrder.ContainsField(126)) request.ExpireTime = order.ReplaceOrder.ExpireTime; if (order.ReplaceOrder.ContainsField(44)) request.Price = order.ReplaceOrder.Price; else request.Price = order.Price; if (order.ReplaceOrder.ContainsField(99)) request.StopPx = order.ReplaceOrder.StopPx; else request.StopPx = order.StopPx; if (order.ReplaceOrder.ContainsField(10701)) request.TrailingAmt = order.ReplaceOrder.TrailingAmt; else request.TrailingAmt = order.TrailingAmt; if (order.ReplaceOrder.ContainsField(38)) request.OrderQty = order.ReplaceOrder.OrderQty; else request.OrderQty = order.OrderQty; request.TransactTime = Clock.Now; request.Account = order.Account; request.HandlInst = order.HandlInst; request.Symbol = order.Symbol; request.SecurityType = order.SecurityType; request.SecurityExchange = order.SecurityExchange; request.SecurityID = order.SecurityID; request.Currency = order.Currency; request.SetStringValue(109, order.GetStringValue(109)); order.Provider.SendOrderCancelReplaceRequest(request); }
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request) { IOrder iorder = ((InstrumentOrderListTable) OrderManager.Orders).All[request.OrigClOrdID]; this.provider.CallReplace(Map.FQ_OQ_Order[(object) iorder] as Order); }
private void M9IPlabLYo(OrderCancelReplaceRequest request) { zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ; if (zo21q6cy3fImtUhatq == null) return; if (request.OrderQty > 0.0) { zo21q6cy3fImtUhatq.CfcFBQBLXe((FIXOrderCancelReplaceRequest) request); } else { OrderCancelReject orderCancelReject = new OrderCancelReject(); orderCancelReject.OrigClOrdID = request.OrigClOrdID; orderCancelReject.ClOrdID = request.ClOrdID; orderCancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelReplaceRequest; orderCancelReject.CxlRejReason = CxlRejReason.BrokerOption; orderCancelReject.Text = ""; orderCancelReject.OrdStatus = zo21q6cy3fImtUhatq.x6qFCwTWN2().OrdStatus; orderCancelReject.TransactTime = Clock.Now; this.FxSP7oxcnT(orderCancelReject); } }
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request) { if (this.Latency == 0) this.M9IPlabLYo(request); else Clock.AddReminder(new ReminderEventHandler(this.gFqPLKYI6J), DateTime.Now.AddMilliseconds(this.Latency), request); }