示例#1
0
 //[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
 public static void CancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, char orderSide)
 {
     QuickFix44.OrderCancelRequest cancel = new QuickFix44.OrderCancelRequest();
     cancel.setField(new Account(account));
     cancel.setField(new ClOrdID(clOrderID));
     cancel.setField(new OrigClOrdID(OrigClOrdID));
     cancel.setField(new Symbol(securityCode));
     cancel.setField(new TransactTime(DateTime.Now));
     cancel.setField(new QuickFix.Side(orderSide));
     Session.sendToTarget(cancel, Application.m_sessionID);
 }
示例#2
0
 //[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
 public static void CancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, char orderSide)
 {
     QuickFix44.OrderCancelRequest cancel = new QuickFix44.OrderCancelRequest();
     cancel.setField(new Account(account));
     //cancel.setField(new ClOrdID(clOrderID));
     cancel.setField(new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, clOrderID)));
     cancel.setField(new OrigClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, OrigClOrdID)));
     cancel.setField(new Symbol(securityCode));
     cancel.setField(new TransactTime(DateTime.Now));
     cancel.setField(new QuickFix.Side(orderSide));
     Session.sendToTarget(cancel, _sessionID);
 }