//
#endregion //IOrderEngine Implementation
#region Event Handlers
// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
//
// *****************************************************************
// **** OrderBook_OrderFilled() ****
// *****************************************************************
private void OrderBook_OrderFilled(object sender, EventArgs eventArgs)
{
FillEventArgs fillEventArgs = (FillEventArgs)eventArgs;
m_FillBook.TryAdd(fillEventArgs.Fill);
int fillSide = QTMath.MktSignToMktSide(fillEventArgs.Fill.Qty);
m_StrategyPosition[fillSide] += fillEventArgs.Fill.Qty;
fillEventArgs.Fill.Price = fillEventArgs.Fill.Price * m_PriceLeg.PriceMultiplier;
Quote(); // this will update our orders now that we got filled, and resubmit if we are dripping etc..
//
// Create a synthetic fill to pass back to the strategy.
//
if (m_OpenSyntheticOrders[fillSide] != null)
{
SyntheticFill newSyntheticFill = SyntheticFill.CreateSyntheticFillFromFill(fillEventArgs.Fill);
m_OpenSyntheticOrders[fillSide].m_SyntheticFills.Add(newSyntheticFill);
m_ExecutionContainer.SendSyntheticOrderToRemote(m_OpenSyntheticOrders[fillSide]);
}
}
