public virtual void onMessage( OrderCancelRequest message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
private void CancelOrder(string id)
{
if (id != null)
{
if (ordersAll.ContainsKey(id))
{
OrigClOrdID orig = new OrigClOrdID(id);
OrderInfo info = (OrderInfo)ordersAll[id];
ClOrdID clordid = new ClOrdID(GetNextID());
Symbol symbol=info.Order .getSymbol ();
QuickFix.Side side = info.Order.getSide();
TransactTime time = new TransactTime();
QuickFix42.OrderCancelRequest cxl = new OrderCancelRequest(orig ,clordid ,symbol ,side,time);
_quickFixWrapper.Send(cxl);
}
}
}
public virtual void onMessage(OrderCancelRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public void Add(OrderCancelRequest request)
{
//cxlrplList.Add(request);
ordList.Add(request.getClOrdID().getValue(), request);
}