예제 #1
0
        private OrderId GetOrderId(QuickFix.FIX44.Message message)
        {
            var brokerOrderId = message.GetField(Tags.OrderID);

            if (this.orderIdIndex.TryGetValue(brokerOrderId, out var orderId))
            {
                return(orderId);
            }

            var newOrderId = new OrderId(message.GetField(Tags.ClOrdID));

            this.orderIdIndex[brokerOrderId] = newOrderId;
            return(newOrderId);
        }