public virtual void SendNewOrderSingle(FreeQuant.FIX.NewOrderSingle order) { if (this.IsConnected) { this.application.Send((FIXNewOrderSingle)order); } else { ExecutionReport report = new ExecutionReport(); report.TransactTime = Clock.Now; report.ClOrdID = order.ClOrdID; report.ExecType = SmartQuant.FIX.ExecType.Rejected; report.OrdStatus = SmartQuant.FIX.OrdStatus.Rejected; report.Symbol = order.Symbol; report.SecurityType = order.SecurityType; report.SecurityExchange = order.SecurityExchange; report.Currency = order.Currency; report.Side = order.Side; report.OrdType = order.OrdType; report.TimeInForce = order.TimeInForce; report.OrderQty = order.OrderQty; report.Price = order.Price; report.StopPx = order.StopPx; report.LastPx = 0.0; report.LastQty = 0.0; report.AvgPx = 0.0; report.CumQty = 0.0; report.LeavesQty = order.OrderQty; report.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(2154); if (this.pPOK9Nf3hf != null) { this.pPOK9Nf3hf((object)this, new ExecutionReportEventArgs(report)); } if (this.e4HAgJhCB == null) { return; } this.e4HAgJhCB(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(2208))); } }
public OrderCancelRejectEventArgs(NewOrderSingle order, OrderCancelReject reject) : base() { this.Order = order; this.OrderCancelReject = reject; }
public virtual void RegisterOrder(NewOrderSingle order) { }
public virtual void SendNewOrderSingle(NewOrderSingle order) { }
public override void SendNewOrderSingle(NewOrderSingle order) { if (!order.ContainsField(1) && !string.IsNullOrWhiteSpace(this.DefaultAccount)) order.Account = this.DefaultAccount.Trim(); if (!order.ContainsField(109) && !string.IsNullOrWhiteSpace(this.DefaultClientID)) order.SetStringValue(109, this.DefaultClientID.Trim()); base.SendNewOrderSingle(order); }
public virtual void SendNewOrderSingle(NewOrderSingle order) { if (this.IsConnected) { this.application.Send((FIXNewOrderSingle)order); } else { ExecutionReport report = new ExecutionReport(); report.TransactTime = Clock.Now; report.ClOrdID = order.ClOrdID; report.ExecType = FreeQuant.FIX.ExecType.Rejected; report.OrdStatus = FreeQuant.FIX.OrdStatus.Rejected; report.Symbol = order.Symbol; report.SecurityType = order.SecurityType; report.SecurityExchange = order.SecurityExchange; report.Currency = order.Currency; report.Side = order.Side; report.OrdType = order.OrdType; report.TimeInForce = order.TimeInForce; report.OrderQty = order.OrderQty; report.Price = order.Price; report.StopPx = order.StopPx; report.LastPx = 0.0; report.LastQty = 0.0; report.AvgPx = 0.0; report.CumQty = 0.0; report.LeavesQty = order.OrderQty; report.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4016); if (this.q8X4lYTN4C != null) this.q8X4lYTN4C((object)this, new ExecutionReportEventArgs(report)); if (this.j4t4Wyi2Ea == null) return; this.j4t4Wyi2Ea(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(4070))); } }
public SingleOrder() : base() { this.reports = new ExecutionReportList(); this.rejects = new OrderCancelRejectList(); this.replaceOrder = new NewOrderSingle(); this.ClOrdID = OrderManager.GetOrdId(); this.OrdStatus = OrdStatus.PendingNew; this.HandlInst = '1'; this.TimeInForce = TimeInForce.Day; this.Currency = Framework.Configuration.DefaultCurrency; this.Persistent = false; this.IsSent = false; }
public ExecutionReportEventArgs(NewOrderSingle order, ExecutionReport report) { this.Order = order; this.ExecutionReport = report; }
public void SendNewOrderSingle(NewOrderSingle order) { Order order1 = Map.FQ_OQ_Order[(object) order] as Order; this.orderRecords.Add(order1, new OrderRecord(order as SingleOrder)); this.provider.CallSend(order1); }
private void lCXP6mCfhb(NewOrderSingle e) { SingleOrder singleOrder = e as SingleOrder; if (singleOrder.IsFilled || singleOrder.IsCancelled) return; if (e.OrderQty > 0.0) { ExecutionReport report = new ExecutionReport(); report.TransactTime = Clock.Now; report.ClOrdID = e.ClOrdID; report.ExecType = ExecType.New; report.OrdStatus = OrdStatus.New; report.Symbol = e.Symbol; report.OrdType = e.OrdType; report.Side = e.Side; report.Price = e.Price; report.StopPx = e.StopPx; report.TrailingAmt = e.TrailingAmt; report.OrderQty = e.OrderQty; report.CumQty = 0.0; report.LeavesQty = e.OrderQty; report.Currency = e.Currency; report.Text = e.Text; this.JPVPJSWclF(report); zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this, e); } else { ExecutionReport report = new ExecutionReport(); report.TransactTime = DateTime.Now; report.ClOrdID = e.ClOrdID; report.ExecType = ExecType.Rejected; report.OrdStatus = OrdStatus.Rejected; report.Symbol = e.Symbol; report.OrdType = e.OrdType; report.Side = e.Side; report.Price = e.Price; report.StopPx = e.StopPx; report.TrailingAmt = e.TrailingAmt; report.OrderQty = e.OrderQty; report.CumQty = 0.0; report.LeavesQty = e.OrderQty; report.Currency = e.Currency; report.Text = e.Text; this.JPVPJSWclF(report); } }
public void SendNewOrderSingle(NewOrderSingle order) { if (this.IsConnected) { if (this.Latency == 0) this.lCXP6mCfhb(order); else Clock.AddReminder(new ReminderEventHandler(this.MxtPRD9hCH), DateTime.Now.AddMilliseconds(this.Latency), order); } else { ExecutionReport report = new ExecutionReport(); report.TransactTime = DateTime.Now; report.ClOrdID = order.ClOrdID; report.ExecType = ExecType.Rejected; report.OrdStatus = OrdStatus.Rejected; report.Symbol = order.Symbol; report.SecurityType = order.SecurityType; report.SecurityExchange = order.SecurityExchange; report.Currency = order.Currency; report.Side = order.Side; report.OrdType = order.OrdType; report.TimeInForce = order.TimeInForce; report.OrderQty = order.OrderQty; report.Price = order.Price; report.StopPx = order.StopPx; report.LastPx = 0.0; report.LastQty = 0.0; report.AvgPx = 0.0; report.CumQty = 0.0; report.LeavesQty = order.OrderQty; report.Text = "text"; this.JPVPJSWclF(report); } }
public virtual void RegisterOrder(FreeQuant.FIX.NewOrderSingle order) { }