/// <summary>
        ///
        /// </summary>
        /// <param name="message"></param>
        /// <param name="sessionId"></param>
        private void OnMessage(QuickFix.FIX44.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");
            }
        }
예제 #2
0
 public void OnMessage(QuickFix.FIX44.OrderCancelReject m, SessionID s)
 {
     logger.Debug("Received order cancel reject");
 }