public OrderCancelRejectWrapper(string pOrderId, string pOrigClOrderId, string pClOrderId,
OrdStatus pOrdStatus, Side pSide, decimal?pPrice, decimal pOrdQty,
decimal pLeftQty,
DateTime pTransactTime,
CxlRejReason pCxlRejReason,
string pText, string pSymbol)
{
OrderId = pOrderId;
OrigClOrderId = pOrigClOrderId;
ClOrderId = pClOrderId;
OrdStatus = pOrdStatus;
Side = pSide;
Price = pPrice;
OrdQty = pOrdQty;
LeftQty = pLeftQty;
TransactTime = pTransactTime;
CxlRejReason = pCxlRejReason;
Text = pText;
Symbol = pSymbol;
}
public static int ToFIX(CxlRejReason reason)
{
switch (reason)
{
case CxlRejReason.TooLateToCancel:
return 0;
case CxlRejReason.UnknownOrder:
return 1;
case CxlRejReason.BrokerOption:
return 2;
case CxlRejReason.AlreadyPending:
return 3;
default:
throw new ArgumentException(string.Format("Error: ", (object) reason));
}
}
public static int ToFIX(CxlRejReason reason)
{
switch (reason)
{
case CxlRejReason.TooLateToCancel:
return(0);
case CxlRejReason.UnknownOrder:
return(1);
case CxlRejReason.BrokerOption:
return(2);
case CxlRejReason.AlreadyPending:
return(3);
default:
throw new ArgumentException(string.Format("Error: ", (object)reason));
}
}
public string getRejectType(CxlRejReason e)
{
switch (e.getValue())
{
case 0:
return("REJECTED: TOO_LATE_TO_CANCEL");
case 1:
return("REJECTED: UNKNOWN_ORDER");
case 2:
return("REJECTED: BROKER_EXCHANGE_OPTION");
case 3:
return("REJECTED: ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS");
case 4:
return("REJECTED: UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST");
case 5:
return("REJECTED: ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER");
case 6:
return("REJECTED: DUPLICATE_CLORDID_RECEIVED");
case 7:
return("REJECTED: PRICE_EXCEEDS_CURRENT_PRICE");
case 8:
return("REJECTED: PRICE_EXCEEDS_CURRENT_PRICE_BAND");
case 18:
return("REJECTED: INVALID_PRICE_INCREMENT");
case 99:
return("REJECTED: OTHER");
}
return(null);
}
/// <summary>
/// Converts a CxlRejReason to a string.
/// </summary>
/// <param name="value">A CxlRejReason value.</param>
/// <returns>The FIX string representation of a CxlRejReason.</returns>
public static string ConvertTo(CxlRejReason enumType)
{
return((string)CxlRejReasonConverter.toTable[enumType]);
}
