Beispiel #1
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 public void OnUSOptionsFill(long eventId, long orderId, Side side, int liquidity, long fillPrice,
                             int quantityFilled,
                             int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options)
 {
     _logger.LogInformation(
         $"Options fill: {eventId}, order id: {orderId}, symbol: {symbol.ToString()}, quantity filled: {quantityFilled}/{quantityLeft}, fill price {fillPrice}");
     if (quantityLeft == 0)
     {
         _activeOrders.Remove(orderId);
     }
 }
Beispiel #2
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 public void OnUSOptionsOrderEcho(long eventId, long orderId, Side side, long price, int quantity,
                                  PositionEffect positionEffect, string route, USOptionsSymbol symbol)
 {
 }
Beispiel #3
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 public void OnUSOptionsCorrect(long eventId, long orderId, Side side, long newFillPrice, int newFilledQuantity,
                                int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options)
 {
     _logger.LogInformation(
         $"Corrected: {eventId}, order id: {orderId}, exec id: {options.ExecId}, changing to {newFilledQuantity} @{newFillPrice}");
 }
Beispiel #4
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 public void OnUSOptionsBust(long eventId, long orderId, Side reversedSide, long bustedPrice, int quantityBusted,
                             int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options)
 {
     _logger.LogInformation($"Busted: {eventId}, order id: {orderId}, exec id: {options.ExecId}");
 }