public void Orders(Order order, GroupTick tick, OrderModificationType type)
{
if (logger != null)
{
logger.AddMessage(string.Format("{0}, {1}, {2}, {3}", tick.DateTime.ToString("yyyyMMdd HH:mm:ss"), tick.OpenAsk, OrderModificationTypeConvertor.ToString(type), order.ToString()));
}
}
public static string ToString(OrderModificationType type)
{
switch (type)
{
case OrderModificationType.Add:
return("Add order");
case OrderModificationType.Modify:
return("Modify order");
case OrderModificationType.RemoveLimit:
return("Remove limit order");
case OrderModificationType.ActivateLimit:
return("Activate limit order");
case OrderModificationType.CloseMarket:
return("Close market order");
}
return("");
}
