/*
* private void ExecuteNotifyHandler(object sender, OrderArgs e)
* {
*
*
* itemOrder iorder = e.ItemOrder;
*
*
*
*
* Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "", iorder.mc_date, iorder.mc_date, iorder.morderid);
* Trade trade = new TradeImpl();
* trade.symbol = iorder.msecsym;
* trade.side = iorder.IsBuyOrder();
* trade.xprice = Convert.ToDecimal(iorder.mprice);
* trade.xsize = iorder.mqty;
* DateTime mdate = ComFucs.GetDate(iorder.mm_date);
*
* trade.xdate = mdate.Day+ mdate.Month*100+mdate.Year*10000;
* trade.xtime = mdate.Second + mdate.Minute*100+ mdate.Hour*10000 ;
* tl.newFill(trade);
* }
*
*
*
* private void OrderHandler(object sender, OrderArgs e)
* {
*
*
* itemOrder iorder = e.ItemOrder;
* // if (!ls.Contains(iorder.morigtkn)) return;
* DateTime mdate = ComFucs.GetDate(iorder.mm_date);
* Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "",
* mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, iorder.morderid);
*
* tl.newOrder(o);
*
*
*
* }
*
*
* private void OrderModifyHandler(object sender, OrderArgs e)
* {
*
* if ((e.ItemOrder.mstatus | 0x0004) != 0)
* {
* // tl.newCancel(e.ItemOrder.morderid);
* }
* if ((e.ItemOrder.mstatus | 0x0002) != 0)
* {
* itemOrder iorder = e.ItemOrder;
* Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "", iorder.mc_date, iorder.mc_date, iorder.morderid);
* Trade trade = new TradeImpl();
* trade.symbol = iorder.msecsym;
* trade.side = iorder.IsBuyOrder();
* trade.xprice = Convert.ToDecimal(iorder.mprice);
* trade.xsize = iorder.mqty;
* DateTime mdate = ComFucs.GetDate(iorder.mm_date);
* trade.xdate = mdate.Day + mdate.Month * 100 + mdate.Year * 10000;
* trade.xtime = mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000;
* tl.newFill(trade);
* }
*
*
*
* }
* */
private void Lv1Handler(object sender, Lv1Args e)
{
DateTime DT = new DateTime(1970, 1, 1);
Tick t = new TickImpl();
t.date = Util.ToTLDate(DateTime.Now);
t.time = Util.DT2FT(DateTime.Now);
t.symbol = e.TheIssuIfo.secsym;
t.bid = Convert.ToDecimal(e.TheIssuIfo.l1_BidPrice);
t.ask = Convert.ToDecimal(e.TheIssuIfo.l1_AskPrice);
t.ex = e.TheIssuIfo.PrimExch.ToString();
t.trade = Convert.ToDecimal(e.TheIssuIfo.l1_lastPrice);
t.size = e.TheIssuIfo.l1_volume;
t.bs = e.TheIssuIfo.l1_BidSize;
t.os = e.TheIssuIfo.l1_AskSize;
t.ex = e.TheIssuIfo.PrimExch.ToString();
tl.newTick(t);
}
/*
private void ExecuteNotifyHandler(object sender, OrderArgs e)
{
itemOrder iorder = e.ItemOrder;
Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "", iorder.mc_date, iorder.mc_date, iorder.morderid);
Trade trade = new TradeImpl();
trade.symbol = iorder.msecsym;
trade.side = iorder.IsBuyOrder();
trade.xprice = Convert.ToDecimal(iorder.mprice);
trade.xsize = iorder.mqty;
DateTime mdate = ComFucs.GetDate(iorder.mm_date);
trade.xdate = mdate.Day+ mdate.Month*100+mdate.Year*10000;
trade.xtime = mdate.Second + mdate.Minute*100+ mdate.Hour*10000 ;
tl.newFill(trade);
}
private void OrderHandler(object sender, OrderArgs e)
{
itemOrder iorder = e.ItemOrder;
// if (!ls.Contains(iorder.morigtkn)) return;
DateTime mdate = ComFucs.GetDate(iorder.mm_date);
Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "",
mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, iorder.morderid);
tl.newOrder(o);
}
private void OrderModifyHandler(object sender, OrderArgs e)
{
if ((e.ItemOrder.mstatus | 0x0004) != 0)
{
// tl.newCancel(e.ItemOrder.morderid);
}
if ((e.ItemOrder.mstatus | 0x0002) != 0)
{
itemOrder iorder = e.ItemOrder;
Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "", iorder.mc_date, iorder.mc_date, iorder.morderid);
Trade trade = new TradeImpl();
trade.symbol = iorder.msecsym;
trade.side = iorder.IsBuyOrder();
trade.xprice = Convert.ToDecimal(iorder.mprice);
trade.xsize = iorder.mqty;
DateTime mdate = ComFucs.GetDate(iorder.mm_date);
trade.xdate = mdate.Day + mdate.Month * 100 + mdate.Year * 10000;
trade.xtime = mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000;
tl.newFill(trade);
}
}
* */
private void Lv1Handler(object sender, Lv1Args e)
{
DateTime DT = new DateTime(1970, 1, 1);
Tick t = new TickImpl();
t.date = Util.ToTLDate(DateTime.Now);
t.time = Util.DT2FT(DateTime.Now);
t.symbol = e.TheIssuIfo.secsym;
t.bid = Convert.ToDecimal(e.TheIssuIfo.l1_BidPrice);
t.ask = Convert.ToDecimal(e.TheIssuIfo.l1_AskPrice);
t.ex = e.TheIssuIfo.PrimExch.ToString();
t.trade = Convert.ToDecimal(e.TheIssuIfo.l1_lastPrice);
t.size = e.TheIssuIfo.l1_volume;
t.bs = e.TheIssuIfo.l1_BidSize;
t.os = e.TheIssuIfo.l1_AskSize;
t.ex = e.TheIssuIfo.PrimExch.ToString();
tl.newTick(t);
}
