public static long GetOrderIdFromMessage(QuickFix.FIX42.OrderCancelRequest msg)
{
if (!msg.IsSetOrderID())
{
throw new IncorrectTagValue(msg.OrderID.Tag);
}
var idString = msg.OrderID.getValue();
long id;
if (!string.IsNullOrEmpty(idString) && long.TryParse(idString, out id))
{
return(id);
}
throw new IncorrectTagValue(msg.OrderID.Tag);
}
public void OnMessage(QuickFix.FIX42.OrderCancelRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX42.OrderCancelReject ocj = new QuickFix.FIX42.OrderCancelReject(
new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST));
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.UNKNOWN_ORDER);
ocj.Text = new Text("Executor does not support order cancels");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}