public static long GetOrderIdFromMessage(QuickFix.FIX44.OrderCancelRequest msg)
{
if (!msg.IsSetOrderID())
throw new IncorrectTagValue(msg.OrderID.Tag);
var idString = msg.OrderID.getValue();
long id;
if (!string.IsNullOrEmpty(idString) && long.TryParse(idString, out id))
{
return id;
}
throw new IncorrectTagValue(msg.OrderID.Tag);
}
public void OnMessage(QuickFix.FIX50.OrderCancelReplaceRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX50.OrderCancelReject ocj = new QuickFix.FIX50.OrderCancelReject(
new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST));
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER);
ocj.Text = new Text("Executor does not support order cancel/replaces");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
public void OnMessage(QuickFix.FIX40.OrderCancelReplaceRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX40.OrderCancelReject ocj = new QuickFix.FIX40.OrderCancelReject(new OrderID(orderid), msg.ClOrdID);
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.UNKNOWN_ORDER);
ocj.Text = new Text("Executor does not support order cancel/replaces");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
{
try
{
string clOrdId = msg.ClOrdID.Obj;
string status = FixEnumTranslator.Translate(msg.OrdStatus);
Trace.WriteLine("OVM: Handling ExecutionReport: " + clOrdId + " / " + status);
lock (_ordersLock)
{
foreach (OrderRecord r in Orders)
{
if (r.ClOrdID == clOrdId)
{
r.Status = status;
if (msg.IsSetLastPx())
r.Price = msg.LastPx.Obj;
if (msg.IsSetOrderID())
r.OrderID = msg.OrderID.Obj;
return;
}
}
}
Trace.WriteLine("OVM: No order corresponds to ClOrdID '" + clOrdId + "'");
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}