public override void onMessage(QuickFix42.OrderCancelReject message, SessionID session) { OrderCancelReject reject = new OrderCancelReject(); // required fields reject.TransactTime = Clock.Now; reject.OrderID = message.getOrderID().getValue(); reject.ClOrdID = message.getClOrdID().getValue(); reject.OrigClOrdID = message.getOrigClOrdID().getValue(); (reject as FIXOrderCancelReject).OrdStatus = message.getOrdStatus().getValue(); (reject as FIXOrderCancelReject).CxlRejResponseTo = message.getCxlRejResponseTo().getValue(); (reject as FIXOrderCancelReject).CxlRejReason = message.getCxlRejReason().getValue(); // optional fields if (message.isSetSecondaryOrderID()) { reject.SecondaryOrderID = message.getSecondaryOrderID().getValue(); } if (message.isSetAccount()) { reject.Account = message.getAccount().getValue(); } if (message.isSetText()) { reject.Text = message.getText().getValue(); } // event provider.EmitOrderCancelReject(reject); }
public override void onMessage(QuickFix42.OrderCancelReject message, SessionID sessionID) { if (OrderCancelReject != null) { OrderCancelReject(sessionID, new OrderCancelRejectEventArgs(message)); } }
public void OnOrderCancelReject(object sender, OrderCancelRejectEventArgs e) { if (OrderCancelReject != null) { QuickFix42.OrderCancelReject sourceCancelReject = e.OrderCancelReject; try { SmartQuant.FIX.OrderCancelReject cancelReject = new OrderCancelReject(); cancelReject.OrigClOrdID = sourceCancelReject.getOrigClOrdID().getValue(); cancelReject.ClOrdID = sourceCancelReject.getClOrdID().getValue(); cancelReject.OrderID = sourceCancelReject.getOrderID().getValue(); cancelReject.CxlRejReason = CxlRejReason.TooLateToCancel; //因国信没有详细撤单原因说明,暂且设置为这个。 cancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelRequest; //因国信不支持订单取消替换,故只有此种错误类型。 cancelReject.Text = sourceCancelReject.getText().getValue(); OrderCancelReject(this, new SmartQuant.FIX.OrderCancelRejectEventArgs(cancelReject)); } catch (Exception ex) { EmitError(-1, -1, ex.Message); } } }
// Upon receipt of a rejected cancel message public override void onMessage(QuickFix42.OrderCancelReject message, SessionID sessionID) { //oOrderManager.ProcessCancelReject(message, sessionID); // passing the work to the order manager // MessageBox.Show("CancelReject: " + message.ToString()); Console.WriteLine("Reject Message Received: " + message.ToString()); }
//35=9 public override void onMessage(QuickFix42.OrderCancelReject message, SessionID sessionID) { }
// Methods public OrderCancelRejectEventArgs(QuickFix42.OrderCancelReject reject) { this.reject = reject; }
// Upon receipt of a rejected cancel message public override void onMessage(QuickFix42.OrderCancelReject message, SessionID sessionId) { // MessageBox.Show("CancelReject: " + message.ToString()); GatLogger.Instance.AddMessage("Reject Message Received: " + message, LogMode.LogAndScreen); }
public override void onMessage(QuickFix42.OrderCancelReject message, SessionID session) { parseMessage(message, session); }
// Methods public OrderCancelRejectEventArgs(QuickFix42.OrderCancelReject reject) { this.reject = reject; }
public sealed override void onMessage(QuickFix42.OrderCancelReject message, SessionID session) { Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString()); MsgOrderCancelReject(message, session); }