Exemplo n.º 1
0
        internal void CfcFBQBLXe(FIXOrderCancelReplaceRequest obj0)
        {
            SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;

            this.D7GFelmgQp();
            this.A8bFJItyyx.MyIPdEI7fi.Remove((object)obj0.OrigClOrdID);
            ExecutionReport executionReport = new ExecutionReport();

            executionReport.TransactTime = Clock.Now;
            executionReport.ClOrdID      = obj0.ClOrdID;
            executionReport.OrigClOrdID  = obj0.OrigClOrdID;
            executionReport.ExecType     = ExecType.Replace;
            executionReport.OrdStatus    = OrdStatus.Replaced;
            executionReport.Symbol       = singleOrder.Symbol;
            executionReport.Side         = singleOrder.Side;
            executionReport.OrdType      = FIXOrdType.FromFIX(obj0.OrdType);
            executionReport.CumQty       = singleOrder.CumQty;
            executionReport.OrderQty     = obj0.OrderQty;
            executionReport.LeavesQty    = obj0.OrderQty - singleOrder.CumQty;
            executionReport.AvgPx        = singleOrder.AvgPx;
            executionReport.Price        = obj0.Price;
            executionReport.StopPx       = obj0.StopPx;
            executionReport.TrailingAmt  = obj0.TrailingAmt;
            executionReport.Currency     = singleOrder.Currency;
            executionReport.TimeInForce  = FIXTimeInForce.FromFIX(obj0.TimeInForce);
            executionReport.Text         = singleOrder.Text;
            this.A8bFJItyyx.JPVPJSWclF(executionReport);
            zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this.A8bFJItyyx, (FIXNewOrderSingle)singleOrder);
        }
        private void M9IPlabLYo(OrderCancelReplaceRequest request)
        {
            zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ;

            if (zo21q6cy3fImtUhatq == null)
            {
                return;
            }
            if (request.OrderQty > 0.0)
            {
                zo21q6cy3fImtUhatq.CfcFBQBLXe((FIXOrderCancelReplaceRequest)request);
            }
            else
            {
                OrderCancelReject orderCancelReject = new OrderCancelReject();
                orderCancelReject.OrigClOrdID      = request.OrigClOrdID;
                orderCancelReject.ClOrdID          = request.ClOrdID;
                orderCancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelReplaceRequest;
                orderCancelReject.CxlRejReason     = CxlRejReason.BrokerOption;
                orderCancelReject.Text             = "";
                orderCancelReject.OrdStatus        = zo21q6cy3fImtUhatq.x6qFCwTWN2().OrdStatus;
                orderCancelReject.TransactTime     = Clock.Now;
                this.FxSP7oxcnT(orderCancelReject);
            }
        }
        private void E3jPCDq9jY(OrderCancelRequest request)
        {
            zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ;

            if (zo21q6cy3fImtUhatq != null)
            {
                zo21q6cy3fImtUhatq.XNWFfvowtr();
            }
        }
        private void lCXP6mCfhb(NewOrderSingle e)
        {
            SingleOrder singleOrder = e as SingleOrder;

            if (singleOrder.IsFilled || singleOrder.IsCancelled)
            {
                return;
            }
            if (e.OrderQty > 0.0)
            {
                ExecutionReport report = new ExecutionReport();
                report.TransactTime = Clock.Now;
                report.ClOrdID      = e.ClOrdID;
                report.ExecType     = ExecType.New;
                report.OrdStatus    = OrdStatus.New;
                report.Symbol       = e.Symbol;
                report.OrdType      = e.OrdType;
                report.Side         = e.Side;
                report.Price        = e.Price;
                report.StopPx       = e.StopPx;
                report.TrailingAmt  = e.TrailingAmt;
                report.OrderQty     = e.OrderQty;
                report.CumQty       = 0.0;
                report.LeavesQty    = e.OrderQty;
                report.Currency     = e.Currency;
                report.Text         = e.Text;
                this.JPVPJSWclF(report);
                zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this, e);
            }
            else
            {
                ExecutionReport report = new ExecutionReport();
                report.TransactTime = DateTime.Now;
                report.ClOrdID      = e.ClOrdID;
                report.ExecType     = ExecType.Rejected;
                report.OrdStatus    = OrdStatus.Rejected;
                report.Symbol       = e.Symbol;
                report.OrdType      = e.OrdType;
                report.Side         = e.Side;
                report.Price        = e.Price;
                report.StopPx       = e.StopPx;
                report.TrailingAmt  = e.TrailingAmt;
                report.OrderQty     = e.OrderQty;
                report.CumQty       = 0.0;
                report.LeavesQty    = e.OrderQty;
                report.Currency     = e.Currency;
                report.Text         = e.Text;
                this.JPVPJSWclF(report);
            }
        }
Exemplo n.º 5
0
		internal void CfcFBQBLXe(FIXOrderCancelReplaceRequest obj0)
		{
			SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
			this.D7GFelmgQp();
			this.A8bFJItyyx.MyIPdEI7fi.Remove((object) obj0.OrigClOrdID);
			ExecutionReport executionReport = new ExecutionReport();
			executionReport.TransactTime = Clock.Now;
			executionReport.ClOrdID = obj0.ClOrdID;
			executionReport.OrigClOrdID = obj0.OrigClOrdID;
			executionReport.ExecType = ExecType.Replace;
			executionReport.OrdStatus = OrdStatus.Replaced;
			executionReport.Symbol = singleOrder.Symbol;
			executionReport.Side = singleOrder.Side;
			executionReport.OrdType = FIXOrdType.FromFIX(obj0.OrdType);
			executionReport.CumQty = singleOrder.CumQty;
			executionReport.OrderQty = obj0.OrderQty;
			executionReport.LeavesQty = obj0.OrderQty - singleOrder.CumQty;
			executionReport.AvgPx = singleOrder.AvgPx;
			executionReport.Price = obj0.Price;
			executionReport.StopPx = obj0.StopPx;
			executionReport.TrailingAmt = obj0.TrailingAmt;
			executionReport.Currency = singleOrder.Currency;
			executionReport.TimeInForce = FIXTimeInForce.FromFIX(obj0.TimeInForce);
			executionReport.Text = singleOrder.Text;
			this.A8bFJItyyx.JPVPJSWclF(executionReport);
			zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this.A8bFJItyyx, (FIXNewOrderSingle) singleOrder);
		}
Exemplo n.º 6
0
		private void lCXP6mCfhb(NewOrderSingle e)
		{
			SingleOrder singleOrder = e as SingleOrder;
			if (singleOrder.IsFilled || singleOrder.IsCancelled)
				return;
			if (e.OrderQty > 0.0)
			{
				ExecutionReport report = new ExecutionReport();
				report.TransactTime = Clock.Now;
				report.ClOrdID = e.ClOrdID;
				report.ExecType = ExecType.New;
				report.OrdStatus = OrdStatus.New;
				report.Symbol = e.Symbol;
				report.OrdType = e.OrdType;
				report.Side = e.Side;
				report.Price = e.Price;
				report.StopPx = e.StopPx;
				report.TrailingAmt = e.TrailingAmt;
				report.OrderQty = e.OrderQty;
				report.CumQty = 0.0;
				report.LeavesQty = e.OrderQty;
				report.Currency = e.Currency;
				report.Text = e.Text;
				this.JPVPJSWclF(report);
				zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this, e);
			}
			else
			{
				ExecutionReport report = new ExecutionReport();
				report.TransactTime = DateTime.Now;
				report.ClOrdID = e.ClOrdID;
				report.ExecType = ExecType.Rejected;
				report.OrdStatus = OrdStatus.Rejected;
				report.Symbol = e.Symbol;
				report.OrdType = e.OrdType;
				report.Side = e.Side;
				report.Price = e.Price;
				report.StopPx = e.StopPx;
				report.TrailingAmt = e.TrailingAmt;
				report.OrderQty = e.OrderQty;
				report.CumQty = 0.0;
				report.LeavesQty = e.OrderQty;
				report.Currency = e.Currency;
				report.Text = e.Text;
				this.JPVPJSWclF(report);
			}
		}