private void _timer_Elapsed(object sender, ElapsedEventArgs e)
{
if (isLastOrderComplete() && !_lastOrderMatched)
{
xlTradeOrder last;
OrderMatchEventArgs match = new OrderMatchEventArgs();
_lastOrderMatched = true;
match.LastOrder = _lastOrder;
match.Matched = true;
onMatch(this, match);
_timer.Stop();
}
Disconnect();
}
private void _timer_Elapsed(object sender, ElapsedEventArgs e)
{
if (isLastOrderComplete() && !_lastOrderMatched)
{
xlTradeOrder last;
OrderMatchEventArgs match = new OrderMatchEventArgs();
_lastOrderMatched = true;
match.LastOrder = _lastOrder;
match.Matched = true;
onMatch(this, match);
_timer.Stop();
}
Disconnect();
}
void e_onMatch(object sender, OrderMatchEventArgs e)
{
var et = e.LastOrder;
Trade t = new Trade()
{
TimeStamp = e.Matched ? e.LastOrder.TimeStamp : DateTime.UtcNow.AddHours(2),
TradedPrice = et.Price,
TradeVolume = et.Volume,
BuyorSell = et.BS,
InstrumentName = et.Contract,
xlRef = et.Reference,
xlMatched = e.Matched,
};
OrderMatchEvent ome = new OrderMatchEvent();
ome.Success = true;
ome.Trade = t;
onOrderMatch(this, ome);
}