FastQuant.ExecutionSimulator.ExecOrderRejected C# (CSharp) Méthode

ExecOrderRejected() private méthode

private ExecOrderRejected ( Order order, string text ) : void
order Order
text string
Résultat void
        private void ExecOrderRejected(Order order, string text)
        {
            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.ExecRejected,
                OrdStatus = OrderStatus.Rejected,
                CurrencyId = order.Instrument.CurrencyId,
                OrdType = order.Type,
                Side = order.Side,
                Text = text
            }, Queued);
        }