public void OnMessage(QuickFix.FIX43.OrderCancelReplaceRequest msg, SessionID s) { string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID"; QuickFix.FIX43.OrderCancelReject ocj = new QuickFix.FIX43.OrderCancelReject( new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST)); 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()); } }
private QuickFix.FIX43.OrderCancelReplaceRequest QueryCancelReplaceRequest43() { QuickFix.FIX43.OrderCancelReplaceRequest ocrr = new QuickFix.FIX43.OrderCancelReplaceRequest( QueryOrigClOrdID(), QueryClOrdID(), new HandlInst('1'), QuerySymbol(), QuerySide(), new TransactTime(DateTime.Now), QueryOrdType()); if (QueryConfirm("New price")) { ocrr.Set(QueryPrice()); } if (QueryConfirm("New quantity")) { ocrr.Set(QueryOrderQty()); } QueryHeader(ocrr.Header); return(ocrr); }
private QuickFix.FIX43.OrderCancelReplaceRequest QueryCancelReplaceRequest43() { QuickFix.FIX43.OrderCancelReplaceRequest ocrr = new QuickFix.FIX43.OrderCancelReplaceRequest( QueryOrigClOrdID(), QueryClOrdID(), new HandlInst('1'), QuerySymbol(), QuerySide(), new TransactTime(DateTime.Now), QueryOrdType()); if (QueryConfirm("New price")) ocrr.Set(QueryPrice()); if (QueryConfirm("New quantity")) ocrr.Set(QueryOrderQty()); QueryHeader(ocrr.Header); return ocrr; }