private void EventsOnOnTrade(QuikSharp.DataStructures.Transaction.Trade qTrade)
{
lock (myTradeLocker)
{
try
{
MyTrade trade = new MyTrade();
trade.NumberTrade = qTrade.TradeNum.ToString();
trade.SecurityNameCode = qTrade.SecCode + "_" + qTrade.ClassCode;
trade.NumberOrderParent = qTrade.OrderNum.ToString();
trade.Price = Convert.ToDecimal(qTrade.Price);
trade.Volume = qTrade.Quantity;
trade.Time = new DateTime(qTrade.QuikDateTime.year, qTrade.QuikDateTime.month,
qTrade.QuikDateTime.day, qTrade.QuikDateTime.hour,
qTrade.QuikDateTime.min, qTrade.QuikDateTime.sec);
trade.Side = qTrade.Flags == OrderTradeFlags.IsSell ? Side.Sell : Side.Buy;
if (MyTradeEvent != null)
{
MyTradeEvent(trade);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
}
private void EventsOnOnTrade(QuikSharp.DataStructures.Transaction.Trade qTrade)
{
lock (myTradeLocker)
{
try
{
MyTrade trade = new MyTrade();
trade.NumberTrade = qTrade.TradeNum.ToString();
trade.SecurityNameCode = qTrade.SecCode + "_" + qTrade.ClassCode;
trade.NumberOrderParent = qTrade.OrderNum.ToString();
trade.Price = Convert.ToDecimal(qTrade.Price);
trade.Volume = qTrade.Quantity;
trade.Time = new DateTime(qTrade.QuikDateTime.year, qTrade.QuikDateTime.month,
qTrade.QuikDateTime.day, qTrade.QuikDateTime.hour,
qTrade.QuikDateTime.min, qTrade.QuikDateTime.sec, qTrade.QuikDateTime.ms);
trade.Side = qTrade.Flags == OrderTradeFlags.IsSell ? Side.Sell : Side.Buy;
trade.MicroSeconds = qTrade.QuikDateTime.mcs;
MyTrade tradeWithSameNumber = _myTrades.Find(t => t.NumberTrade == qTrade.TradeNum.ToString());
if (tradeWithSameNumber != null)
{ // нашли трейд с тем же номером.
if (tradeWithSameNumber.Time == trade.Time &&
tradeWithSameNumber.Price == trade.Price &&
tradeWithSameNumber.Volume == trade.Volume &&
tradeWithSameNumber.MicroSeconds == trade.MicroSeconds)
{ // повтор
return;
}
else
{ // ошибка в КвикШарп по номеру сделки. Даём ей свою
trade.NumberTrade = NumberGen.GetNumberOrder(StartProgram.IsOsTrader).ToString();
}
}
_myTrades.Add(trade);
if (MyTradeEvent != null)
{
MyTradeEvent(trade);
}
if (_myTrades.Count > 1000)
{
_myTrades.RemoveAt(0);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
}
