public void Orders(Order order, GroupTick tick, OrderModificationType type) { if (logger != null) { logger.AddMessage(string.Format("{0}, {1}, {2}, {3}", tick.DateTime.ToString("yyyyMMdd HH:mm:ss"), tick.OpenAsk, OrderModificationTypeConvertor.ToString(type), order.ToString())); } }
public static string ToString(OrderModificationType type) { switch (type) { case OrderModificationType.Add: return("Add order"); case OrderModificationType.Modify: return("Modify order"); case OrderModificationType.RemoveLimit: return("Remove limit order"); case OrderModificationType.ActivateLimit: return("Activate limit order"); case OrderModificationType.CloseMarket: return("Close market order"); } return(""); }