public CRawDeal(AstsCCTrade.ALL_TRADES at) { ReplID = at.replID; ReplRev = at.replRev; Amount = at.QUANTITY; Price = at.PRICE; Moment = at.TRADETIME; //hack for simulate direction if (at.BUYSELL == "B") { Id_ord_buy = 1; } else { Id_ord_sell = 1; } int milis = at.MICROSECONDS / 1000; Moment = Moment.AddMilliseconds(milis); }
public void Update(AstsCCTrade.ALL_TRADES at) { LastRcvRD = new CRawDeal(at); m_bqRawDeal.Add(new CRawDeal(at)); }
//for FX public void UpdateDeals(string instrument, AstsCCTrade.ALL_TRADES at) { m_dealsStructList[instrument].Update(at); }