protected void OnExecutionDetails(int orderId, IBContract contract, IBExecutionDetails execution)
{
if (ExecutionDetails != null)
ExecutionDetails(this, new TWSExecutionDetailsEventArgs(this) {
OrderId = orderId,
Contract = contract,
Execution = execution
});
if (OrderChanged != null) {
OrderRecord or;
if (_orderRecords.TryGetValue(orderId, out or)) {
OrderChanged(this, new TWSOrderChangedEventArgs(this, or) {
ChangeType = IBOrderChangeType.ExecutionDetails,
ReportedContract = contract,
ExecutionDetails = execution,
});
}
}
}
private void ProcessExecutionData()
{
var version = _enc.DecodeInt();
var reqId = -1;
if (version >= 7)
reqId = _enc.DecodeInt();
var orderId = _enc.DecodeInt();
var contract = new IBContract
{
ContractId = version >= 5 ? _enc.DecodeInt() : 0,
Symbol = _enc.DecodeString(),
SecurityType = _enc.DecodeEnum<IBSecurityType>(),
Expiry = DecodeIBExpiry(_enc),
Strike = _enc.DecodeDouble(),
Right = _enc.DecodeString()
};
if (version >= 9)
contract.Multiplier = _enc.DecodeString();
contract.Exchange = _enc.DecodeString();
contract.Currency = _enc.DecodeString();
contract.LocalSymbol = _enc.DecodeString();
var execution = new IBExecutionDetails {
OrderId = orderId,
ExecId = _enc.DecodeString(),
Time = _enc.DecodeString(),
AcctNumber = _enc.DecodeString(),
Exchange = _enc.DecodeString(),
Side = _enc.DecodeEnum<IBExecutionSide>(),
Shares = _enc.DecodeInt(),
Price = _enc.DecodeDouble(),
PermId = version >= 2 ? _enc.DecodeInt() : 0,
ClientId = version >= 3 ? _enc.DecodeInt() : 0,
Liquidation = version >= 4 ? _enc.DecodeInt() : 0,
CumQty = version >= 6 ? _enc.DecodeInt() : 0,
AveragePrice = version >= 6 ? _enc.DecodeDouble() : 0,
OrderRef = version >= 8 ? _enc.DecodeString() : null,
EvRule = version >= 9 ? _enc.DecodeString() : null,
EvMultiplier = version >= 9 ? _enc.DecodeDouble() : 0
};
OnExecutionDetails(reqId, contract, execution);
}
