public CRawDeal(AstsCCTrade.ALL_TRADES at)
{
ReplID = at.replID;
ReplRev = at.replRev;
Amount = at.QUANTITY;
Price = at.PRICE;
Moment = at.TRADETIME;
//hack for simulate direction
if (at.BUYSELL == "B")
{
Id_ord_buy = 1;
}
else
{
Id_ord_sell = 1;
}
int milis = at.MICROSECONDS / 1000;
Moment = Moment.AddMilliseconds(milis);
}
public void Update(AstsCCTrade.ALL_TRADES at)
{
LastRcvRD = new CRawDeal(at);
m_bqRawDeal.Add(new CRawDeal(at));
}
//for FX
public void UpdateDeals(string instrument, AstsCCTrade.ALL_TRADES at)
{
m_dealsStructList[instrument].Update(at);
}
