private void ExecOrderCancelReject(Order order, string text)
{
var summary = this.summariesByOrderId[order.Id];
EmitExecutionReport(new ExecutionReport
{
DateTime = this.framework.Clock.DateTime,
Order = order,
OrderId = order.Id,
Instrument = order.Instrument,
InstrumentId = order.InstrumentId,
OrdQty = order.Qty,
Price = order.Price,
StopPx = order.StopPx,
TimeInForce = order.TimeInForce,
ExecType = ExecType.ExecCancelReject,
OrdStatus = summary.OrdStatus,
CurrencyId = order.Instrument.CurrencyId,
OrdType = order.Type,
Side = order.Side,
CumQty = summary.CumQty,
LeavesQty = summary.LeavesQty,
AvgPx = summary.AvgPx,
Text = text
}, Queued);
}