Example #1
0
        public zo21q6cy3fImtUHATQ(SimulationExecutionProvider obj0, FIXNewOrderSingle obj1)
        {
            this.smCF4MYTNu = new Quote();
            this.j57Fjc16NJ = 1E-08;

            this.A8bFJItyyx = obj0;
            this.PYBF7sahqY = obj1;
            this.kUyFaL3cQu = obj0.FillOnBarMode;
            this.L27FNaAWTp = obj0.FillAtLimitPrice;
            this.yFOFUpVbqt = obj0.FillAtStopPrice;
            if (obj1.TradeVolumeDelay == 0)
            {
                this.gxTF8gufMx = true;
            }
            if ((this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStop || (this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStopLimit)
            {
                switch ((this.PYBF7sahqY as SingleOrder).Side)
                {
                case Side.Buy:
                case Side.BuyMinus:
                    this.zGRFvN99ge = double.MaxValue;
                    break;

                case Side.Sell:
                case Side.SellShort:
                    this.zGRFvN99ge = double.MinValue;
                    break;

                default:
                    throw new NotSupportedException("" + obj1.Side.ToString());
                }
            }
            this.A8bFJItyyx.MyIPdEI7fi.Add(this.PYBF7sahqY.ClOrdID, this);
            this.dGEFgdOydF();
        }
Example #2
0
		public zo21q6cy3fImtUHATQ(SimulationExecutionProvider obj0, FIXNewOrderSingle obj1)
		{
			this.smCF4MYTNu = new Quote();
			this.j57Fjc16NJ = 1E-08;

			this.A8bFJItyyx = obj0;
			this.PYBF7sahqY = obj1;
			this.kUyFaL3cQu = obj0.FillOnBarMode;
			this.L27FNaAWTp = obj0.FillAtLimitPrice;
			this.yFOFUpVbqt = obj0.FillAtStopPrice;
			if (obj1.TradeVolumeDelay == 0)
				this.gxTF8gufMx = true;
			if ((this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStop || (this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStopLimit)
			{
				switch ((this.PYBF7sahqY as SingleOrder).Side)
				{
					case Side.Buy:
					case Side.BuyMinus:
						this.zGRFvN99ge = double.MaxValue;
						break;
					case Side.Sell:
					case Side.SellShort:
						this.zGRFvN99ge = double.MinValue;
						break;
					default:
						throw new NotSupportedException("" + obj1.Side.ToString());
				}
			}
			this.A8bFJItyyx.MyIPdEI7fi.Add(this.PYBF7sahqY.ClOrdID, this);
			this.dGEFgdOydF();
		}