public static ExecutionReport CreateRejectNewOrderExecutionReport(
NewOrderSingle n,
string execID,
string rejectionReason,
int? rejectionCode = null)
{
var exReport = new ExecutionReport(
new OrderID("unknown orderID"),
new ExecID(execID),
new ExecTransType(ExecTransType.NEW),
new ExecType(ExecType.REJECTED),
new OrdStatus(OrdStatus.REJECTED),
n.Symbol,
n.Side,
new LeavesQty(0m),
new CumQty(0m),
new AvgPx(0m));
if (rejectionCode.HasValue)
{
exReport.OrdRejReason = new OrdRejReason(rejectionCode.Value);
}
exReport.Set(n.ClOrdID);
exReport.Set(n.OrderQty);
if (n.IsSetAccount())
exReport.SetField(n.Account);
return exReport;
}
public static ExecutionReport CreateRejectNewOrderExecutionReport(
NewOrderSingle n,
string execID,
string rejectionReason,
int?rejectionCode = null)
{
var exReport = new ExecutionReport(
new OrderID("unknown orderID"),
new ExecID(execID),
new ExecTransType(ExecTransType.NEW),
new ExecType(ExecType.REJECTED),
new OrdStatus(OrdStatus.REJECTED),
n.Symbol,
n.Side,
new LeavesQty(0m),
new CumQty(0m),
new AvgPx(0m));
if (rejectionCode.HasValue)
{
exReport.OrdRejReason = new OrdRejReason(rejectionCode.Value);
}
exReport.Set(n.ClOrdID);
exReport.Set(n.OrderQty);
if (n.IsSetAccount())
{
exReport.SetField(n.Account);
}
return(exReport);
}
internal static ExecutionReport CopyFromOrder(this ExecutionReport executionReport, NewOrderSingle newOrderSingle)
{
executionReport.Set(newOrderSingle.Symbol);
executionReport.Set(newOrderSingle.Side);
executionReport.Set(newOrderSingle.OrdType);
executionReport.Set(newOrderSingle.ClOrdID);
executionReport.Set(newOrderSingle.OrderQty);
if (newOrderSingle.IsSetAccount())
{
executionReport.SetField(newOrderSingle.Account);
}
return(executionReport);
}
