public static Transaction CreateCancelFuturesTransaction(this IMessageSessionHolder sessionHolder, OrderGroupCancelMessage message)
{
if (sessionHolder == null)
{
throw new ArgumentNullException("sessionHolder");
}
if (message == null)
{
throw new ArgumentNullException("message");
}
if (message.PortfolioName.IsEmpty())
{
throw new ArgumentException("message");
}
if (message.SecurityId.SecurityCode.IsEmpty())
{
throw new ArgumentException("message");
}
var underlyingSecurityCode = message.GetValue <string>("UnderlyingSecurityCode");
if (underlyingSecurityCode.IsEmpty())
{
throw new ArgumentException(LocalizedStrings.Str1850, "message");
}
var secType = message.SecurityId.SecurityType;
if (secType != SecurityTypes.Future)
{
throw new ArgumentException(LocalizedStrings.Str1851Params.Put(secType), "message");
}
var transaction = new Transaction(TransactionTypes.CancelGroup, message);
transaction
.SetAccount(message.PortfolioName)
.SetBaseContract(underlyingSecurityCode)
.SetAction(TransactionActions.KillAllFuturesOrders)
.SetClassCode(sessionHolder.GetSecurityClass(message.SecurityId));
if (message.Side != null)
{
transaction.SetSide(message.Side.Value);
}
return(transaction);
}
public static Transaction CreateCancelFuturesTransaction(this OrderGroupCancelMessage message, IDictionary <string, RefPair <SecurityTypes, string> > securityClassInfo)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.PortfolioName.IsEmpty())
{
throw new ArgumentException(nameof(message));
}
if (message.SecurityId.SecurityCode.IsEmpty())
{
throw new ArgumentException(nameof(message));
}
var underlyingSecurityCode = message.GetValue <string>("UnderlyingSecurityCode");
if (underlyingSecurityCode.IsEmpty())
{
throw new ArgumentException(LocalizedStrings.Str1850, nameof(message));
}
var secType = message.SecurityId.SecurityType;
if (secType != SecurityTypes.Future)
{
throw new ArgumentException(LocalizedStrings.Str1851Params.Put(secType), nameof(message));
}
var transaction = new Transaction(TransactionTypes.CancelGroup, message);
transaction
.SetAccount(message.PortfolioName)
.SetBaseContract(underlyingSecurityCode)
.SetAction(TransactionActions.KillAllFuturesOrders)
.SetClassCode(securityClassInfo.GetSecurityClass(message.SecurityId));
if (message.Side != null)
{
transaction.SetSide(message.Side.Value);
}
if (!message.BrokerCode.IsEmpty())
{
transaction.SetFirmId(message.BrokerCode);
}
return(transaction);
}
