private void RejectExecution(string id, ExecutionReport executionReport) { if (!ordersAll.ContainsKey(id)) { OrderID ordid = executionReport.getOrderID(); ExecID execid = executionReport.getExecID(); QuickFix.Side side = executionReport.getSide(); Symbol symbol = executionReport.getSymbol(); DKReason dkreason = new DKReason (DKReason.NO_MATCHING_ORDER); QuickFix42.DontKnowTrade dk = new DontKnowTrade(ordid, execid, dkreason, symbol, side); _quickFixWrapper.Send(dk); } }
public void Add(ExecutionReport report) { char exec = report.getExecType().getValue(); if (exec == ExecType.REPLACE) { ordid = report.getOrderID().getValue(); string clordid = report.getClOrdID().getValue(); UpdateOrder(clordid); } else if (exec == ExecType.NEW) { if (report.isSetOrderID()) { ordid = report.getOrderID().getValue(); } } else if (ordid == null) { if (report.isSetOrderID()) { ordid = report.getOrderID().getValue(); } } //ExecutionReportViewItem item = new ExecutionReportViewItem(report); //rptlist.Add(item); }