public virtual void SendOrderCancelRequest(FreeQuant.FIX.OrderCancelRequest request) { if (this.IsConnected) { this.application.Send(request); } else { OrderCancelReject reject = new OrderCancelReject(); reject.TransactTime = Clock.Now; reject.OrigClOrdID = request.OrigClOrdID; reject.ClOrdID = reject.OrigClOrdID; reject.CxlRejResponseTo = SmartQuant.FIX.CxlRejResponseTo.CancelRequest; reject.CxlRejReason = SmartQuant.FIX.CxlRejReason.BrokerOption; reject.OrdStatus = SmartQuant.FIX.OrdStatus.Undefined; reject.Text = "test"; if (this.B02KF0Hm96 != null) { this.B02KF0Hm96((object)this, new OrderCancelRejectEventArgs(reject)); } if (this.e4HAgJhCB == null) { return; } this.e4HAgJhCB(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(2356))); } }
public virtual void SendOrderCancelRequest(OrderCancelRequest request) { }
public virtual void SendOrderCancelRequest(OrderCancelRequest request) { if (this.IsConnected) { this.application.Send((FIXOrderCancelRequest)request); } else { OrderCancelReject reject = new OrderCancelReject(); reject.TransactTime = Clock.Now; reject.OrigClOrdID = request.OrigClOrdID; reject.ClOrdID = reject.OrigClOrdID; reject.CxlRejResponseTo = FreeQuant.FIX.CxlRejResponseTo.CancelRequest; reject.CxlRejReason = FreeQuant.FIX.CxlRejReason.BrokerOption; reject.OrdStatus = FreeQuant.FIX.OrdStatus.Undefined; reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4164); if (this.GZq4XSlmZH != null) this.GZq4XSlmZH((object)this, new OrderCancelRejectEventArgs(reject)); if (this.j4t4Wyi2Ea == null) return; this.j4t4Wyi2Ea(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(4218))); } }
internal static void CancelOrder(SingleOrder order) { if (order.Provider == null) throw new ApplicationException("Provider is null"); OrderCancelRequest request = new OrderCancelRequest(); request.OrigClOrdID = order.ClOrdID; request.ClOrdID = OrderManager.GetOrdId(); request.Side = order.Side; request.TransactTime = Clock.Now; request.Symbol = order.Symbol; request.SecurityType = order.SecurityType; request.SecurityID = order.SecurityID; request.SecurityExchange = order.SecurityExchange; if (order.ContainsField(37)) request.OrderID = order.OrderID; request.Account = order.Account; request.OrderQty = order.OrderQty; request.SetStringValue(109, order.GetStringValue(109)); order.Provider.SendOrderCancelRequest(request); }
public void SendOrderCancelRequest(OrderCancelRequest request) { IOrder iorder = ((InstrumentOrderListTable) OrderManager.Orders).All[request.OrigClOrdID]; this.provider.CallCancel(Map.FQ_OQ_Order[(object) iorder] as Order); }
private void E3jPCDq9jY(OrderCancelRequest request) { zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ; if (zo21q6cy3fImtUhatq != null) zo21q6cy3fImtUhatq.XNWFfvowtr(); }
public void SendOrderCancelRequest(OrderCancelRequest request) { if (this.Latency == 0) this.E3jPCDq9jY(request); else Clock.AddReminder(new ReminderEventHandler(this.t99PErAC3Y), DateTime.Now.AddMilliseconds(this.Latency), request); }