protected void RejectNew(QuickFix.SessionID session, string symbol, string order_id, int qty, OrderAction side, string reply_text)
        {
            IOrder         fake_order = new FakeOrderForRejectReport(qty, side);
            OrderFixBridge order      = new OrderFixBridge(fake_order, order_id, session);

            SendExecutionReport(order, symbol, 0, 0, reply_text);
        }
Exemplo n.º 2
0
 protected void RejectNew(QuickFix.SessionID session, string symbol, string order_id, int qty, OrderAction side, string reply_text)
 {
     IOrder fake_order = new FakeOrderForRejectReport(qty, side);
     OrderFixBridge order = new OrderFixBridge(fake_order, order_id, session);
     SendExecutionReport(order, symbol, 0, 0, reply_text);
 }