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);
}
}
public void OnUSOptionsOrderEcho(long eventId, long orderId, Side side, long price, int quantity,
PositionEffect positionEffect, string route, USOptionsSymbol symbol)
{
}
public void OnUSOptionsCorrect(long eventId, long orderId, Side side, long newFillPrice, int newFilledQuantity,
int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options)
{
_logger.LogInformation(
$"Corrected: {eventId}, order id: {orderId}, exec id: {options.ExecId}, changing to {newFilledQuantity} @{newFillPrice}");
}
public void OnUSOptionsBust(long eventId, long orderId, Side reversedSide, long bustedPrice, int quantityBusted,
int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options)
{
_logger.LogInformation($"Busted: {eventId}, order id: {orderId}, exec id: {options.ExecId}");
}