FastQuant.OrderManager.Cancel C# (CSharp) Méthode

Cancel() public méthode

public Cancel ( Order order ) : void
order Order
Résultat void
        public void Cancel(Order order)
        {
            if (order.IsNotSent)
                throw new ArgumentException($"Can not cancel order that is not sent {order}");

            var command = new ExecutionCommand(ExecutionCommandType.Cancel, order)
            {
                DateTime = this.framework.Clock.DateTime,
                OrderId = order.Id,
                ClOrderId = order.ClOrderId,
                ProviderOrderId = order.ProviderOrderId,
                ProviderId = order.ProviderId,
                RouteId = order.RouteId,
                PortfolioId = order.PortfolioId
            };
            command.DateTime = order.DateTime;
            command.Instrument = order.Instrument;
            command.InstrumentId = order.InstrumentId;
            command.Provider = order.Provider;
            command.Portfolio = order.Portfolio;
            command.Side = order.Side;
            command.OrdType = order.Type;
            command.TimeInForce = order.TimeInForce;
            command.Price = order.Price;
            command.StopPx = order.StopPx;
            command.Qty = order.Qty;
            command.OCA = order.OCA;
            command.Text = order.Text;
            command.Account = order.Account;
            command.ClientID = order.ClientID;
            command.ClientId = order.ClientId;
            Messages.Add(command);
            order.OnExecutionCommand(command);
            this.framework.EventServer.OnExecutionCommand(command);
            if (IsPersistent)
                Server?.Save(command, -1);
            order.Provider.Send(command);
        }