private void SessionHolderOnExecution(ExecutionReplayInfo info)
{
ProcessErrorCode(info.RpCode);
//if (!ProcessErrorCode(info.RpCode))
// return;
ProcessAccount(info.Account);
foreach (var report in info.Executions)
{
ProcessAccount(report.Account);
var message = ProcessOrderReport(report, new ExecutionMessage
{
ExecutionType = ExecutionTypes.Transaction,
TradeVolume = report.FillSize,
TradePrice = report.FillPrice.ToDecimal(),
HasTradeInfo = true,
});
if (message == null)
{
continue;
}
SendOutMessage(message);
}
}
public override void ExecutionReplay(ExecutionReplayInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
sb.AppendFormat("\n");
System.Console.Out.Write(sb);
}
public override void ExecutionReplay(ExecutionReplayInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
sb.AppendFormat("\n");
debug(sb);
}
public override void ExecutionReplay(ExecutionReplayInfo info)
{
_client.Execution.WithDump(_receiver).WithError(TransactionError).SafeInvoke(info);
}
public override void ExecutionReplay(ExecutionReplayInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
sb.AppendFormat("\n");
System.Console.Out.Write(sb);
}
private void SessionHolderOnExecution(ExecutionReplayInfo info)
{
ProcessErrorCode(info.RpCode);
//if (!ProcessErrorCode(info.RpCode))
// return;
ProcessAccount(info.Account);
foreach (var report in info.Executions)
{
ProcessAccount(report.Account);
var message = ProcessOrderReport(report, new ExecutionMessage
{
ExecutionType = ExecutionTypes.Trade,
Volume = report.FillSize,
TradePrice = report.FillPrice.ToDecimal()
});
if (message == null)
continue;
SendOutMessage(message);
}
}
public override void ExecutionReplay(ExecutionReplayInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
sb.AppendFormat("\n");
debug(sb);
}
public override void ExecutionReplay(ExecutionReplayInfo info)
{
_client.Execution.WithDump(_receiver).WithError(TransactionError).SafeInvoke(info);
}