FastQuant.ExecutionSimulator.ExecOrderReplaceReject C# (CSharp) Méthode

ExecOrderReplaceReject() private méthode

private ExecOrderReplaceReject ( Order order, string text ) : void
order Order
text string
Résultat void
        private void ExecOrderReplaceReject(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.ExecReplaceReject,
                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);
        }