public virtual void onMessage(DontKnowTrade message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public virtual void onMessage( DontKnowTrade message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
private void RejectExecution(string id, ExecutionReport executionReport)
{
if (!ordersAll.ContainsKey(id))
{
OrderID ordid = executionReport.getOrderID();
ExecID execid = executionReport.getExecID();
QuickFix.Side side = executionReport.getSide();
Symbol symbol = executionReport.getSymbol();
DKReason dkreason = new DKReason (DKReason.NO_MATCHING_ORDER);
QuickFix42.DontKnowTrade dk = new DontKnowTrade(ordid, execid, dkreason, symbol, side);
_quickFixWrapper.Send(dk);
}
}
