private void OrderManager_ExecutionReport(object sender, ExecutionReportEventArgs args)
{
FreeQuant.FIX.ExecutionReport executionReport = args.ExecutionReport;
if (executionReport.ExecType == ExecType.PartialFill)
{
SingleOrder order = ((InstrumentOrderListTable)OrderManager.Orders).All[executionReport.ClOrdID] as SingleOrder;
StrategyRunner strategyRunner = (StrategyRunner)null;
if (this.strategies.TryGetValue(order.Strategy, out strategyRunner) && strategyRunner.Enabled)
{
strategyRunner.SetPartiallyFilled(order);
}
}
if ((executionReport.ExecType == ExecType.Fill || executionReport.ExecType == ExecType.Trade) && executionReport.LeavesQty > 0.0)
{
SingleOrder order = ((InstrumentOrderListTable)OrderManager.Orders).All[executionReport.ClOrdID] as SingleOrder;
StrategyRunner strategyRunner = (StrategyRunner)null;
if (this.strategies.TryGetValue(order.Strategy, out strategyRunner) && strategyRunner.Enabled)
{
strategyRunner.SetPartiallyFilled(order);
}
}
if (executionReport.ExecType != ExecType.Replace)
{
return;
}
SingleOrder order1 = ((InstrumentOrderListTable)OrderManager.Orders).All[executionReport.ClOrdID] as SingleOrder;
StrategyRunner strategyRunner1 = (StrategyRunner)null;
if (!this.strategies.TryGetValue(order1.Strategy, out strategyRunner1) || !strategyRunner1.Enabled)
{
return;
}
strategyRunner1.SetOrderReplaced(order1);
}
private void OrderManager_OrderDone(OrderEventArgs args)
{
StrategyRunner strategyRunner = (StrategyRunner)null;
if (!this.strategies.TryGetValue(args.Order.Strategy, out strategyRunner) || !strategyRunner.Enabled)
{
return;
}
strategyRunner.SetOrderDone(args.Order);
}
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);
}
}
