SmartQuant Discussion

            ExecutionReport report = new ExecutionReport(order);

            report.dateTime = framework.Clock.DateTime;
            report.execType = ExecType.ExecCancelReject;
            report.ordStatus = OrderStatus.Filled;
            report.cumQty = cumQty; //all for filled order
            report.leavesQty = leavesQty; //0 for filled order
            report.text = rejectText;
           
            EmitExecutionReport(report, queued);

    public class MyStrategy : InstrumentStrategy
    {
      Order order;
      bool testCommandSend;
      
      public MyStrategy(Framework framework, string name)
            : base(framework, name)
        {
        }

      protected override void OnTrade(SmartQuant.Instrument instrument, SmartQuant.Trade trade)
      {
         if (order == null)   
            order = Buy(instrument, 100, "test order");
         else if (!testCommandSend)
         {
            testCommandSend = true;
            
            Cancel(order);
         }
      }   
    }

#region Assembly OpenQuant.API, Version=1.0.4700.23555, Culture=neutral, PublicKeyToken=null
// C:\Program Files\SmartQuant Ltd\OpenQuant\Bin\OpenQuant.API.dll
#endregion

using System;

namespace OpenQuant.API.Plugins
{
    public class UserProvider
    {
        protected byte id;
        protected string name;
        protected string description;
        protected string url;
        protected bool isConnected;

        protected UserProvider();

        protected virtual bool IsConnected { get; }

        protected virtual void Cancel(Order order);
        protected virtual void CancelHistoricalData(HistoricalDataRequest request);
        protected virtual void Connect();
        protected virtual void Disconnect();
        protected void EmitAccepted(Order order);
        protected void EmitCancelled(Order order);
        protected void EmitCancelReject(Order order, OrderStatus status, string message);
        protected void EmitConnected();
        protected void EmitDisconnected();
        protected void EmitError(string message);
        protected void EmitError(int id, int code, string message);
        protected void EmitFilled(Order order, double price, int quantity, CommissionType commissionType, double commission);
        protected void EmitFilled(Order order, double price, int quantity);
        protected void EmitHistoricalDataCancelled(HistoricalDataRequest request);
        protected void EmitHistoricalDataCompleted(HistoricalDataRequest request);
        protected void EmitHistoricalDataError(HistoricalDataRequest request, string message);
        protected void EmitNewBar(Instrument instrument, BarType barType, long barSize, DateTime beginDateTime, DateTime endDateTime, double open, double high, double low, double close, long volume);
        protected void EmitNewBarOpen(Instrument instrument, BarType barType, long barSize, DateTime beginDateTime, DateTime endDateTime, double open, double high, double low, double close, long volume);
        protected void EmitNewBarSlice(long barSize);
        protected void EmitNewHistoricalBar(HistoricalDataRequest request, DateTime datetime, double open, double high, double low, double close, long volume);
        protected void EmitNewHistoricalQuote(HistoricalDataRequest request, DateTime datetime, double bid, int bidSize, double ask, int askSize);
        protected void EmitNewHistoricalTrade(HistoricalDataRequest request, DateTime datetime, double price, int size);
        protected void EmitNewOrderBookUpdate(Instrument instrument, DateTime time, BidAsk side, OrderBookAction action, double price, int size, int position);
        protected void EmitNewQuote(Instrument instrument, DateTime time, double bid, int bidSize, double ask, int askSize);
        protected void EmitNewQuote(Instrument instrument, DateTime time, byte providerId, double bid, int bidSize, double ask, int askSize);
        protected void EmitNewTrade(Instrument instrument, DateTime time, byte providerId, double price, int size);
        protected void EmitNewTrade(Instrument instrument, DateTime time, double price, int size);
        protected void EmitPendingCancel(Order order);
        protected void EmitPendingReplace(Order order);
        protected void EmitRejected(Order order, string message);
        protected void EmitReplaced(Order order);
        protected void EmitReplaceReject(Order order, OrderStatus status, string message);
        protected virtual BrokerInfo GetBrokerInfo();
        [Obsolete("Use Replace(Order,double,double,double) method.", false)]
        protected virtual void Replace(Order order);
        protected virtual void Replace(Order order, double newQty, double newPrice, double newStopPrice);
        protected virtual void RequestHistoricalData(HistoricalDataRequest request);
        protected virtual void Send(Order order);
        protected virtual void Shutdown();
        protected virtual void Subscribe(Instrument instrument);
        protected virtual void Unsubscribe(Instrument instrument);
    }
}

      protected override void Send(Order order)
      {
         if (!IsConnected)
         {
            EmitError("Not connected.");

            return;
         }

         base.EmitAccepted(order);
         base.EmitFilled(order, order.Price, (int)order.Qty);
         base.EmitCancelReject(order, order.Status, "test reject message");
      }

        public override void OnOrderStatusChanged(Order order)
        {
            Logger.Instance.Log(LogLevel.INFO, Instrument.Symbol + " order status has been changed. Order id: " + order.OrderID + " Current status is: " + order.Status + " Odered side is: " + order.Side + " Order quantity is: " + order.Qty + ". Order price is: " + order.Price + ". Stop Price:" + order.StopPrice + " group: " + order.OCAGroup);
}