public void DeliverExecutionReport(ExecutionReportAdapted executionReportAdapted)
{
//executionReportAdapted.Account
this.AvgPrice = executionReportAdapted.AvgPx;
//executionReportAdapted.CashMargin
//executionReportAdapted.ClOrdID
this.CumQty = executionReportAdapted.CumQty;
this.ExecIDList.Add(executionReportAdapted.ExecID);
//executionReportAdapted.ExecType
//executionReportAdapted.ExpireTime
//executionReportAdapted.LastRptRequested
this.LeavesQty = executionReportAdapted.LeavesQty;
this.OrderID = executionReportAdapted.OrderID;
//executionReportAdapted.OrderQty
//executionReportAdapted.OrdRejReason
this.Status = executionReportAdapted.OrdStatus;
if (this.Status == OrderStatus.Filled)
{
this.FillTime = DateTime.UtcNow;
}
//executionReportAdapted.OrdType
//executionReportAdapted.Side
//executionReportAdapted.Slippage
//executionReportAdapted.Symbol
//executionReportAdapted.TimeInForce
//executionReportAdapted.TransactTime
this.NotifyChanges();
this.ExecutionReportsDelivered++;
}
void Instance_OnExecutionInfo(Counterpart counterpart, ExecutionReportAdapted executionReportAdapted)
{
switch (counterpart)
{
case Counterpart.Dukascopy:
Order order = this.OrdersBook.Values.ToList().FirstOrDefault(ord => ord.ClOrdID == executionReportAdapted.ClOrdID);
if (order != null)
{
order.DeliverExecutionReport(executionReportAdapted);
}
else
{
throw new Exception("no se encontro la orden destino del mensaje");
}
break;
default:
break;
}
}
