public Mantle.Fix44.OrderCancelRequest OrderCancelRequest(NewOrderRequest request, string orderID)
{
var res = new Mantle.Fix44.OrderCancelRequest()
{
StandardHeader = StandardHeader()
};
res.ClOrdID.Value = _clOrdIDGenerator.GenerateID();
// This field is required. It's treated differently by different exchanges:
// - MOEX ignores this field but it'll reject the request if the field isn't set.
// - OKcoin uses this field to identify the order. Note that they want OrderID (!) there.
res.OrigClOrdID.Value = orderID;
// MOEX identifies the order based on this field. OKcoin ignores this field.
res.OrderID.Value = orderID;
res.Instrument.Symbol.Value = request.Symbol;
res.Side.Value = request.Side == Side.Buy ? '1' : '2';
res.TransactTime.Value = res.StandardHeader.SendingTime.Value;
if (_cfg.Extensions == Extensions.Huobi)
{
res.HuobiSignature = HuobiSignature
(
new KeyValuePair <string, string>[]
{
new KeyValuePair <string, string>("method", "cancel_order"),
new KeyValuePair <string, string>("coin_type", HuobiCoinType(request.Symbol)),
new KeyValuePair <string, string>("id", orderID),
}
);
}
return(res);
}
bool Cancel(IOrder order, NewOrderRequest request)
{
try
{
if (order.IsPending)
{
_log.Info("Can't cancel order with a pending request", order);
return(false);
}
if (order.Status != OrderStatus.Accepted && order.Status != OrderStatus.PartiallyFilled)
{
_log.Info("Order is not in a cancelable state: {0}", order);
return(false);
}
Assert.NotNull(order.OrderID);
Mantle.Fix44.OrderCancelRequest msg = _messageBuilder.OrderCancelRequest(request, order.OrderID);
return(StoreOp(order, msg.ClOrdID.Value, _connection.Send(msg), null));
}
catch (Exception e)
{
if (!_disposed)
{
_log.Error(e, "Unexpected error while cancelling an order");
}
return(false);
}
}
public Mantle.Fix44.OrderCancelRequest OrderCancelRequest(NewOrderRequest request, string orderID)
{
var res = new Mantle.Fix44.OrderCancelRequest() { StandardHeader = StandardHeader() };
res.ClOrdID.Value = _clOrdIDGenerator.GenerateID();
// This field is required. It's treated differently by different exchanges:
// - MOEX ignores this field but it'll reject the request if the field isn't set.
// - OKcoin uses this field to identify the order. Note that they want OrderID (!) there.
res.OrigClOrdID.Value = orderID;
// MOEX identifies the order based on this field. OKcoin ignores this field.
res.OrderID.Value = orderID;
res.Instrument.Symbol.Value = request.Symbol;
res.Side.Value = request.Side == Side.Buy ? '1' : '2';
res.TransactTime.Value = res.StandardHeader.SendingTime.Value;
if (_cfg.Extensions == Extensions.Huobi)
{
res.HuobiSignature = HuobiSignature
(
new KeyValuePair<string, string>[]
{
new KeyValuePair<string, string>("method", "cancel_order"),
new KeyValuePair<string, string>("coin_type", HuobiCoinType(request.Symbol)),
new KeyValuePair<string, string>("id", orderID),
}
);
}
return res;
}