Example #1
0
        public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
        {
            try
            {
                string execId = msg.ExecID.Obj;
                string transType = FixEnumTranslator.Translate(msg.ExecTransType);
                string execType = FixEnumTranslator.Translate(msg.ExecType);

                Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + transType + " / " + execType);

                ExecutionRecord exRec = new ExecutionRecord(
                    msg.ExecID.Obj,
                    msg.OrderID.Obj,
                    transType,
                    execType,
                    msg.Symbol.Obj,
                    FixEnumTranslator.Translate(msg.Side));

                SmartDispatcher.Invoke(new Action<ExecutionRecord>(AddExecution), exRec);
            }
            catch (Exception e)
            {
                Trace.WriteLine(e.ToString());
            }
        }
Example #2
0
 public void AddExecution(ExecutionRecord r)
 {
     try
     {
         Trace.WriteLine("add execution");
         Executions.Add(r);
     }
     catch (Exception e)
     {
         Trace.WriteLine(e.ToString());
     }
 }