internal static void CancelOrder(SingleOrder order)
{
if (order.Provider == null)
{
throw new ApplicationException("Provider is null");
}
OrderCancelRequest request = new OrderCancelRequest();
request.OrigClOrdID = order.ClOrdID;
request.ClOrdID = OrderManager.GetOrdId();
request.Side = order.Side;
request.TransactTime = Clock.Now;
request.Symbol = order.Symbol;
request.SecurityType = order.SecurityType;
request.SecurityID = order.SecurityID;
request.SecurityExchange = order.SecurityExchange;
if (order.ContainsField(37))
{
request.OrderID = order.OrderID;
}
request.Account = order.Account;
request.OrderQty = order.OrderQty;
request.SetStringValue(109, order.GetStringValue(109));
order.Provider.SendOrderCancelRequest(request);
}
internal static void ReplaceOrder(SingleOrder order)
{
if (order.Provider == null)
throw new ApplicationException("null");
OrderCancelReplaceRequest request = new OrderCancelReplaceRequest();
request.ClOrdID = OrderManager.GetOrdId();
request.OrigClOrdID = order.ClOrdID;
if (order.ContainsField(37))
request.OrderID = order.OrderID;
request.Side = order.Side;
request.OrdType = !order.ReplaceOrder.ContainsField(40) ? order.OrdType : order.ReplaceOrder.OrdType;
request.TimeInForce = !order.ReplaceOrder.ContainsField(59) ? order.TimeInForce : order.ReplaceOrder.TimeInForce;
if (order.ReplaceOrder.ContainsField(126))
request.ExpireTime = order.ReplaceOrder.ExpireTime;
if (order.ReplaceOrder.ContainsField(44))
request.Price = order.ReplaceOrder.Price;
else
request.Price = order.Price;
if (order.ReplaceOrder.ContainsField(99))
request.StopPx = order.ReplaceOrder.StopPx;
else
request.StopPx = order.StopPx;
if (order.ReplaceOrder.ContainsField(10701))
request.TrailingAmt = order.ReplaceOrder.TrailingAmt;
else
request.TrailingAmt = order.TrailingAmt;
if (order.ReplaceOrder.ContainsField(38))
request.OrderQty = order.ReplaceOrder.OrderQty;
else
request.OrderQty = order.OrderQty;
request.TransactTime = Clock.Now;
request.Account = order.Account;
request.HandlInst = order.HandlInst;
request.Symbol = order.Symbol;
request.SecurityType = order.SecurityType;
request.SecurityExchange = order.SecurityExchange;
request.SecurityID = order.SecurityID;
request.Currency = order.Currency;
request.SetStringValue(109, order.GetStringValue(109));
order.Provider.SendOrderCancelReplaceRequest(request);
}
internal static void CancelOrder(SingleOrder order)
{
if (order.Provider == null)
throw new ApplicationException("Provider is null");
OrderCancelRequest request = new OrderCancelRequest();
request.OrigClOrdID = order.ClOrdID;
request.ClOrdID = OrderManager.GetOrdId();
request.Side = order.Side;
request.TransactTime = Clock.Now;
request.Symbol = order.Symbol;
request.SecurityType = order.SecurityType;
request.SecurityID = order.SecurityID;
request.SecurityExchange = order.SecurityExchange;
if (order.ContainsField(37))
request.OrderID = order.OrderID;
request.Account = order.Account;
request.OrderQty = order.OrderQty;
request.SetStringValue(109, order.GetStringValue(109));
order.Provider.SendOrderCancelRequest(request);
}
internal static void ReplaceOrder(SingleOrder order)
{
if (order.Provider == null)
{
throw new ApplicationException("null");
}
OrderCancelReplaceRequest request = new OrderCancelReplaceRequest();
request.ClOrdID = OrderManager.GetOrdId();
request.OrigClOrdID = order.ClOrdID;
if (order.ContainsField(37))
{
request.OrderID = order.OrderID;
}
request.Side = order.Side;
request.OrdType = !order.ReplaceOrder.ContainsField(40) ? order.OrdType : order.ReplaceOrder.OrdType;
request.TimeInForce = !order.ReplaceOrder.ContainsField(59) ? order.TimeInForce : order.ReplaceOrder.TimeInForce;
if (order.ReplaceOrder.ContainsField(126))
{
request.ExpireTime = order.ReplaceOrder.ExpireTime;
}
if (order.ReplaceOrder.ContainsField(44))
{
request.Price = order.ReplaceOrder.Price;
}
else
{
request.Price = order.Price;
}
if (order.ReplaceOrder.ContainsField(99))
{
request.StopPx = order.ReplaceOrder.StopPx;
}
else
{
request.StopPx = order.StopPx;
}
if (order.ReplaceOrder.ContainsField(10701))
{
request.TrailingAmt = order.ReplaceOrder.TrailingAmt;
}
else
{
request.TrailingAmt = order.TrailingAmt;
}
if (order.ReplaceOrder.ContainsField(38))
{
request.OrderQty = order.ReplaceOrder.OrderQty;
}
else
{
request.OrderQty = order.OrderQty;
}
request.TransactTime = Clock.Now;
request.Account = order.Account;
request.HandlInst = order.HandlInst;
request.Symbol = order.Symbol;
request.SecurityType = order.SecurityType;
request.SecurityExchange = order.SecurityExchange;
request.SecurityID = order.SecurityID;
request.Currency = order.Currency;
request.SetStringValue(109, order.GetStringValue(109));
order.Provider.SendOrderCancelReplaceRequest(request);
}
