示例#1
0
		internal void CfcFBQBLXe(FIXOrderCancelReplaceRequest obj0)
		{
			SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
			this.D7GFelmgQp();
			this.A8bFJItyyx.MyIPdEI7fi.Remove((object) obj0.OrigClOrdID);
			ExecutionReport executionReport = new ExecutionReport();
			executionReport.TransactTime = Clock.Now;
			executionReport.ClOrdID = obj0.ClOrdID;
			executionReport.OrigClOrdID = obj0.OrigClOrdID;
			executionReport.ExecType = ExecType.Replace;
			executionReport.OrdStatus = OrdStatus.Replaced;
			executionReport.Symbol = singleOrder.Symbol;
			executionReport.Side = singleOrder.Side;
			executionReport.OrdType = FIXOrdType.FromFIX(obj0.OrdType);
			executionReport.CumQty = singleOrder.CumQty;
			executionReport.OrderQty = obj0.OrderQty;
			executionReport.LeavesQty = obj0.OrderQty - singleOrder.CumQty;
			executionReport.AvgPx = singleOrder.AvgPx;
			executionReport.Price = obj0.Price;
			executionReport.StopPx = obj0.StopPx;
			executionReport.TrailingAmt = obj0.TrailingAmt;
			executionReport.Currency = singleOrder.Currency;
			executionReport.TimeInForce = FIXTimeInForce.FromFIX(obj0.TimeInForce);
			executionReport.Text = singleOrder.Text;
			this.A8bFJItyyx.JPVPJSWclF(executionReport);
			zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = new zo21q6cy3fImtUHATQ(this.A8bFJItyyx, (FIXNewOrderSingle) singleOrder);
		}
示例#2
0
		public virtual void Send(FIXOrderCancelReplaceRequest request)
		{
		}
 public FIXOrderCancelReplaceRequestEventArgs(FIXOrderCancelReplaceRequest OrderCancelReplaceRequest)
 {
   this.aHbUeFvBSk = OrderCancelReplaceRequest;
 }