private void SessionOnOrderFilled(OEC.API.Order order, OEC.API.Fill fill)
{
if (!fill.Active)
{
return;
}
SendOutMessage(new ExecutionMessage
{
SecurityId = new SecurityId
{
SecurityCode = order.Contract.Symbol,
BoardCode = order.Route == null ? order.Contract.Exchange.Name : order.Route.Name,
},
ExecutionType = ExecutionTypes.Transaction,
OriginalTransactionId = _orderTransactions.TryGetValue2(order) ?? 0,
OrderId = order.ID,
TradeId = fill.ID,
TradePrice = order.Contract.Cast(fill.Price),
ServerTime = fill.Timestamp.ApplyTimeZone(TimeHelper.Est),
TradeVolume = fill.Quantity,
SystemComment = fill.Comments,
Commission = fill.Commission.ToDecimal(),
HasTradeInfo = true,
});
}
private void SessionOnOrderFilled(OEC.API.Order order, OEC.API.Fill fill)
{
if (!fill.Active)
{
return;
}
SendOutMessage(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Trade,
OriginalTransactionId = _orderTransactions.TryGetValue2(order) ?? 0,
OrderId = order.ID,
TradeId = fill.ID,
TradePrice = order.Contract.Cast(fill.Price),
ServerTime = fill.Timestamp.ApplyTimeZone(TimeHelper.Est),
Volume = fill.Quantity,
SystemComment = fill.Comments,
Commission = fill.Commission.ToDecimal(),
});
}