private void Handle(OrderCancelReject msg)
{
var reason = "";
if (msg.IsSetCxlRejReason())
{
switch (msg.CxlRejReason.Obj)
{
case CxlRejReason.TOO_LATE_TO_CANCEL:
reason = "Too late to cancel";
break;
case CxlRejReason.ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS:
reason = "Order already in PendingCancel or PendingReplace status";
break;
default:
reason = $"#{msg.CxlRejReason.Obj}";
break;
}
}
_killOrderTransactions.Reject(msg.ClOrdID.Obj, reason);
_modifyOrderTransactions.Reject(msg.ClOrdID.Obj, reason);
}
