internal unsafe NativeOrderBase(DxOrder *o, string symbol) : base(symbol)
{
DxOrder order = *o;
EventFlags = order.event_flags;
Index = order.index;
Time = TimeConverter.ToUtcDateTime(order.time);
TimeNanoPart = order.time_nanos;
Sequence = order.sequence;
Price = order.price;
Size = order.size;
Count = order.count;
Scope = order.scope;
Side = order.side;
ExchangeCode = order.exchange_code;
Source = OrderSource.ValueOf(new string(order.source));
}
internal unsafe NativeOrderBase(DxOrder *o, string symbol) : base(symbol)
{
DxOrder order = *o;
Source = OrderSource.ValueOf(new string(order.source));
EventFlags = order.event_flags;
Index = order.index;
Time = TimeConverter.ToUtcDateTime(order.time);
Sequence = order.sequence;
TimeNanoPart = order.time_nanos;
Action = order.action;
ActionTime = TimeConverter.ToUtcDateTime(order.action_time);
OrderId = order.order_id;
AuxOrderId = order.aux_order_id;
Price = order.price;
Size = order.size;
Count = order.count;
TradeId = order.trade_id;
TradePrice = order.trade_price;
TradeSize = order.trade_size;
ExchangeCode = order.exchange_code;
Side = order.side;
Scope = order.scope;
}
internal unsafe NativeSpreadOrder(DxOrder *order, string symbol) : base(order, symbol)
{
DxOrder o = *order;
SpreadSymbol = new string((char *)o.mm_or_ss.ToPointer());
}
internal unsafe NativeOrder(DxOrder *order, string symbol) : base(order, symbol)
{
MarketMaker = new string((char *)((*order).mm_or_ss.ToPointer()));
}
