public void OnMessage(NewOrderSingle n, SessionID sessionID)
{
var execID = _execIdGenerator();
try
{
var orderData = TranslateFixMessages.Translate(n);
_commandFactory.EnqueueAddOrder(_messageGenerator, sessionID, orderData, execID);
}
catch (QuickFIXException e)
{
var rejectMessage = "Unable to add order: " + e.Message;
var message = CreateFix42Message.CreateRejectNewOrderExecutionReport(n,
execID,
rejectMessage);
_fixFacade.SendToTarget(message, sessionID);
}
}
public void OnMessage(OrderCancelRequest msg, SessionID sessionID)
{
var execID = _execIdGenerator();
try
{
var orderID = TranslateFixMessages.GetOrderIdFromMessage(msg);
_commandFactory.EnqueueCancelOrder(_messageGenerator,
sessionID,
orderID,
msg.ClOrdID.getValue(),
msg.OrigClOrdID.getValue(),
execID);
}
catch (QuickFIXException e)
{
var reply = CreateFix42Message.CreateOrderCancelReject(msg,
CxlRejReason
.OTHER,
e.Message);
_fixFacade.SendToTarget(reply, sessionID);
}
}