Beispiel #1
0
/*
 * Default print function. Custom printers should adhere
 * to this format.
 */
void printOrderData(struct order *order_data, FILE *out){
	fprintf(out, "%d %c %d %f\n", 
					 getOrderId(order_data), 
					 getOrderSide(order_data),
					 getOrderQty(order_data), 
					 getOrderPrice(order_data));
}
void CancelOrderRequestMessage::reject(const std::string &reason) const {
  LOG4CXX_INFO(logger_, "Sending an order cancel reject response");

  FIX42::OrderCancelReject cancelReject(
    FIX::OrderID(getOrderId()),
    FIX::ClOrdID(getClOrdId()),
    FIX::OrigClOrdID(getOrigClOrdId()),
    FIX::OrdStatus(FIX::OrdStatus_REJECTED),
    FIX::CxlRejResponseTo_ORDER_CANCEL_REQUEST);

  CancelOrderRejectMessage *msg = new CancelOrderRejectMessage(exchange_, cancelReject);
  if(exchange_->getOutgoingSessionManager()->send(msg, getSenderCompId()) == -1) {
    delete msg;
    msg = 0;
  }
}