/// <summary> /// /// </summary> /// <param name="message"></param> /// <param name="sessionId"></param> private void OnMessage(QuickFix.FIX42.OrderCancelReject message, SessionID sessionId) { try { Rejection rejection = new Rejection(new Security() { Symbol = String.Empty }, _provider, message.TransactTime.getValue()); rejection.OrderId = message.OrigClOrdID.getValue(); rejection.RejectioReason = message.CxlRejReason.getValue().ToString(); if (RejectionArrived != null) { RejectionArrived(rejection); } if (Logger.IsInfoEnabled) { Logger.Info("Cancel / CancelReplace rejection arrived : " + rejection.OrderId, _type.FullName, "OnMessage"); } } catch (Exception exception) { Logger.Error(exception.ToString(), _type.FullName, "OnMessage"); } }
/// <summary> /// Recevies order cancellation message /// </summary> /// <param name="reject"></param> /// <param name="sessionID"></param> private void OnMessage(QuickFix.FIX42.OrderCancelReject reject, SessionID sessionID) { if (Logger.IsInfoEnabled) { Logger.Info("On Order Cancel Reject, OrderId=" + reject.OrigClOrdID.getValue(), _type.FullName, "OnMessage"); } Order getOrder = (from order in _orders where order.OrderID == reject.OrigClOrdID.getValue() select order) .FirstOrDefault(); if (getOrder != null) { Rejection rejection = new Rejection(getOrder.Security, _provider); rejection.OrderId = getOrder.OrderID; if (OrderRejectionArrived != null) { OrderRejectionArrived(rejection); } } }
public void OnMessage(QuickFix.FIX42.OrderCancelReject m, SessionID s) { _mainform._addMsg("Received order cancel reject\r\n"); }