private void OnInstructionRejected(InstructionRejectedEvent rejected) { var instrument = Securities.FirstOrDefault(i => i.SecurityId == rejected.InstrumentId); if (instrument != null) { OnOrderRejected(new Order(rejected.InstructionId, instrument.Symbol) { AccountId = AccountInfo.ID, BrokerName = Name }, rejected.Reason); } }
private void FailOnInstructionRejected(InstructionRejectedEvent instructionRejected) { long instructionId = instructionRejected.InstructionId; Console.Error.WriteLine("Instruction " + instructionId + " rejected: " + instructionRejected.Reason); if (_buyOrderTracker.CancelInstructionId == instructionId) { _buyOrderTracker.Reset(); } else if (_sellOrderTracker.CancelInstructionId == instructionId) { _sellOrderTracker.Reset(); } }
private void OnSessionInstructionRejected(InstructionRejectedEvent evt) { var transactionId = TryParseTransactionId(evt.InstructionId); if (transactionId == null) { return; } SendOutMessage(new ExecutionMessage { ExecutionType = ExecutionTypes.Order, SecurityId = new SecurityId { Native = evt.InstrumentId }, OriginalTransactionId = transactionId.Value, OrderState = OrderStates.Failed, Error = new InvalidOperationException(evt.Reason), PortfolioName = evt.AccountId.To <string>(), ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc) }); }
private void OnSessionInstructionRejected(InstructionRejectedEvent evt) { var transactionId = TryParseTransactionId(evt.InstructionId); if (transactionId == null) return; SendOutMessage(new ExecutionMessage { ExecutionType = ExecutionTypes.Transaction, SecurityId = new SecurityId { Native = evt.InstrumentId }, OriginalTransactionId = transactionId.Value, OrderState = OrderStates.Failed, Error = new InvalidOperationException(evt.Reason), PortfolioName = evt.AccountId.To<string>(), ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc) }); }