FastQuant.Provider.Reject C# (CSharp) Méthode

Reject() protected méthode

protected Reject ( ExecutionCommand command, string format ) : void
command ExecutionCommand
format string
Résultat void
        protected void Reject(ExecutionCommand command, string format, params object[] args)
        {
            var report = new ExecutionReport
            {
                DateTime = this.framework.Clock.DateTime,
                Order = command.Order,
                OrderId = command.OrderId,
                Instrument = command.Instrument,
                InstrumentId = command.InstrumentId,
                CurrencyId = command.Instrument.CurrencyId,
                OrdType = command.Order.Type,
                Side = command.Order.Side,
                OrdQty = command.Order.Qty,
                Price = command.Order.Price,
                StopPx = command.Order.StopPx,
                TimeInForce = command.Order.TimeInForce,
                AvgPx = command.Order.AvgPx,
                CumQty = command.Order.CumQty,
                LeavesQty = command.Order.LeavesQty
            };
            switch (command.Type)
            {
                case ExecutionCommandType.Send:
                    report.ExecType = ExecType.ExecRejected;
                    report.OrdStatus = OrderStatus.Rejected;
                    break;
                case ExecutionCommandType.Cancel:
                    report.ExecType = ExecType.ExecCancelReject;
                    report.OrdStatus = command.Order.Status;
                    break;
                case ExecutionCommandType.Replace:
                    report.ExecType = ExecType.ExecReplaceReject;
                    report.OrdStatus = command.Order.Status;
                    break;
            }
            report.Text = format != null ? string.Format(format, args) : report.Text;
            EmitExecutionReport(report, true);
        }