public override void onExecutionReport(ExecutionReport report)
{
Console.WriteLine("Got on onExecutionReport Event.");
report.dump();
Console.WriteLine("Status = %d", OrderStatus.OrderStatus_CONFIRMED);
if (report.getInstrumentName() == (_data.firstLegSymbol))
{
if (report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED ||
report.getOrderStatus() == OrderStatus.OrderStatus_REPLACED)
{
_data.firstLegOrder.setClOrdId(report.getClOrderId());
_data.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
_data.isOrderPending = false;
}
else if (report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
placeSecondLegMarket();
_data.isOrderPending = false;
}
}
else if (report.getInstrumentName() == (_data.secondLegSymbol))
{
if (report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED)
{
_data.secondLegOrder.setClOrdId(report.getClOrderId());
_data.secondLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.isOrderPending = false;
}
else if (report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
Console.WriteLine("Strategy completed successfully.");
}
}
}
public override void onExecutionReport(ExecutionReport report)
{
Console.WriteLine("Got on onExecutionReport Event.");
report.dump();
Console.WriteLine("Status = %d",OrderStatus.OrderStatus_CONFIRMED);
if(report.getInstrumentName() == (_data.firstLegSymbol))
{
if( report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED ||
report.getOrderStatus() == OrderStatus.OrderStatus_REPLACED )
{
_data.firstLegOrder.setClOrdId(report.getClOrderId());
_data.firstLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.firstLegOrder.setOrderStatus(OrderStatus.OrderStatus_CONFIRMED);
_data.isOrderPending = false;
}
else if(report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
placeSecondLegMarket();
_data.isOrderPending = false;
}
}
else if(report.getInstrumentName() == (_data.secondLegSymbol))
{
if(report.getOrderStatus() == OrderStatus.OrderStatus_CONFIRMED)
{
_data.secondLegOrder.setClOrdId(report.getClOrderId());
_data.secondLegOrder.setOrigClOrdId(report.getOriginalClOrderId());
_data.isOrderPending = false;
}
else if(report.getOrderStatus() == OrderStatus.OrderStatus_FILLED)
{
Console.WriteLine("Strategy completed successfully.");
}
}
}