public static string ToFormattedString([In] this QuoteField field)
{
return(string.Format("[InstrumentID={0};ExchangeID={1};"
+ "AskPrice={2};AskQty={3};BidPrice={4};BidQty={5};"
+ "LocalID={6};ID={7};AskOrderID={8};BidOrderID={9};"
+ "Status={10};ExecType={11};"
+ "XErrorID={12};RawErrorID={13};Text={14};"
+ "AskOpenClose={15};AskHedgeFlag={16};BidOpenClose={17};BidHedgeFlag={18}]",
field.InstrumentID, field.ExchangeID,
field.AskPrice, field.AskQty, field.BidPrice, field.BidQty,
field.LocalID, field.ID, field.AskOrderID, field.BidOrderID,
Enum <OrderStatus> .ToString(field.Status), Enum <ExecType> .ToString(field.ExecType),
field.XErrorID, field.RawErrorID, field.Text(),
Enum <OpenCloseType> .ToString(field.AskOpenClose), Enum <HedgeFlagType> .ToString(field.AskHedgeFlag), Enum <OpenCloseType> .ToString(field.BidOpenClose), Enum <HedgeFlagType> .ToString(field.BidHedgeFlag)));
}
public static string Text([In] this QuoteField field)
{
return(PInvokeUtility.GetUnicodeString(field.Text));
}
public void ProcessNew(ref QuoteField quote, QuoteRecord record)
{
OrderRecord askRecord = new OrderRecord(record.AskOrder);
this.workingOrders.Add(quote.AskID, askRecord);
this.orderIDs.Add(askRecord.Order.Id, quote.AskID);
EmitExecutionReport(askRecord, (SQ.ExecType)quote.ExecType, (SQ.OrderStatus)quote.Status);
OrderRecord bidRecord = new OrderRecord(record.BidOrder);
this.workingOrders.Add(quote.BidID, bidRecord);
this.orderIDs.Add(bidRecord.Order.Id, quote.BidID);
EmitExecutionReport(bidRecord, (SQ.ExecType)quote.ExecType, (SQ.OrderStatus)quote.Status);
}