//[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)] public static void CancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, char orderSide) { QuickFix44.OrderCancelRequest cancel = new QuickFix44.OrderCancelRequest(); cancel.setField(new Account(account)); cancel.setField(new ClOrdID(clOrderID)); cancel.setField(new OrigClOrdID(OrigClOrdID)); cancel.setField(new Symbol(securityCode)); cancel.setField(new TransactTime(DateTime.Now)); cancel.setField(new QuickFix.Side(orderSide)); Session.sendToTarget(cancel, Application.m_sessionID); }
//[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)] public static void CancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, char orderSide) { QuickFix44.OrderCancelRequest cancel = new QuickFix44.OrderCancelRequest(); cancel.setField(new Account(account)); //cancel.setField(new ClOrdID(clOrderID)); cancel.setField(new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, clOrderID))); cancel.setField(new OrigClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, OrigClOrdID))); cancel.setField(new Symbol(securityCode)); cancel.setField(new TransactTime(DateTime.Now)); cancel.setField(new QuickFix.Side(orderSide)); Session.sendToTarget(cancel, _sessionID); }
/// <summary> /// genera un mensaje especifico para Dukascopy /// </summary> /// <param name="id"></param> /// <param name="ticker"></param> /// <param name="side"></param> public static void CancelOrder(string clOrdID, string orderID, string ticker, Side side) { QuickFix44.OrderCancelRequest message = new QuickFix44.OrderCancelRequest( new OrigClOrdID(clOrdID), new ClOrdID(clOrdID), side, new TransactTime(DateTime.UtcNow)); message.set(new OrderID(orderID)); message.set(new Symbol(ticker)); Credential dukascopyCredential = CredentialFactory.GetCredential(Counterpart.Dukascopy); Session.sendToTarget(message, dukascopyCredential.TradingSenderCompID, dukascopyCredential.TradingTargetCompID); }