in common/src/main/java/deltix/connector/common/Messages.java [107:134]
public static void makeOrderRejectEvent(@Timestamp(TimeUnit.NANOSECONDS) long timestampNs, CharSequence reason, OrderNewRequest request, MutableOrderRejectEvent event) {
event.setReason(reason);
event.setAveragePrice(TypeConstants.DECIMAL64_NULL);
event.setCumulativeQuantity(TypeConstants.DECIMAL64_NULL);
event.setDisplayQuantity(request.getDisplayQuantity());
event.setExpireTime(request.getExpireTime());
event.setLimitPrice(request.getLimitPrice());
event.setMinQuantity(request.getMinQuantity());
event.setQuantity(request.getQuantity());
event.setRemainingQuantity(TypeConstants.DECIMAL64_NULL);
event.setStopPrice(request.getStopPrice());
event.setInstrumentType(request.getInstrumentType());
event.setOrderType(request.getOrderType());
event.setSide(request.getSide());
event.setTimeInForce(request.getTimeInForce());
event.setAccount(request.getAccount());
event.setEventId(null);
event.setExchangeId(request.getExchangeId());
event.setSymbol(request.getSymbol());
event.setTimestampNs(timestampNs);
event.setOrderStatus(OrderStatus.REJECTED);
event.setExternalOrderId(null);
event.setOrderId(request.getOrderId());
event.setDestinationId(request.getSourceId());
event.setSourceId(request.getDestinationId());
event.setAttributes(request.getAttributes());
}