void m_Session_OnExecutionMessage(object sender, BWExecution executionMsg)
{
foreach (KeyValuePair <long, int> ordID in _bwOrdIds)
{
if (ordID.Value == executionMsg.OrderID)
{
Trade t = new TradeImpl(executionMsg.Symbol, (decimal)executionMsg.Price, executionMsg.Size);
t.side = (executionMsg.Side == ORDER_SIDE.SIDE_COVER) || (executionMsg.Side == ORDER_SIDE.SIDE_BUY);
t.xtime = TradeLink.Common.Util.DT2FT(executionMsg.ExecutionTime);
t.xdate = TradeLink.Common.Util.ToTLDate(executionMsg.ExecutionTime);
t.Account = executionMsg.UserID.ToString();
t.id = ordID.Key;
t.ex = executionMsg.MarketMaker;
tl.newFill(t);
}
}
}
void m_Session_OnExecutionMessage(object sender, BWExecution executionMsg)
{
foreach (KeyValuePair<long,int> ordID in _bwOrdIds)
if ( ordID.Value == executionMsg.OrderID)
{
Trade t = new TradeImpl(executionMsg.Symbol, (decimal)executionMsg.Price, executionMsg.Size);
t.side = (executionMsg.Side == ORDER_SIDE.SIDE_COVER) || (executionMsg.Side == ORDER_SIDE.SIDE_BUY);
t.xtime = TradeLink.Common.Util.DT2FT(executionMsg.ExecutionTime);
t.xdate = TradeLink.Common.Util.ToTLDate(executionMsg.ExecutionTime);
t.Account = executionMsg.UserID.ToString();
t.id = ordID.Key;
t.ex = executionMsg.MarketMaker;
tl.newFill(t);
v(t.symbol + " sent fill notification for: " + t.ToString());
}
}
