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); } }
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 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); } }