Exemple #1
0
        public void EnqueueClientExecution(INewExecution execution)
        {
            var buySideExecution = new ExecutionDto
            {
                ExchangeOrderId = execution.BuySideOrder.ExchangeOrderId,
                Quantity        = execution.MatchedQuantity,
                Price           = execution.MatchedPrice,
                Symbol          = execution.BuySideOrder.Symbol,
                ExecutionTime   = execution.ExecutionTime,
                Way             = execution.BuySideOrder.Way
            };

            serverToClientMessage.Reset();
            serverToClientMessage.ReceiverClientId = execution.BuySideOrder.ClientId;
            serverToClientMessage.Execution.Update(buySideExecution);
            serverToClientMessage.MessageType = ServerToClientMessageTypeEnum.Execution;
            Enqueue();

            var sellSideExecution = new ExecutionDto
            {
                ExchangeOrderId = execution.SellSideOrder.ExchangeOrderId,
                Quantity        = execution.MatchedQuantity,
                Price           = execution.MatchedPrice,
                Symbol          = execution.SellSideOrder.Symbol,
                ExecutionTime   = execution.ExecutionTime,
                Way             = execution.SellSideOrder.Way
            };

            serverToClientMessage.Reset();
            serverToClientMessage.ReceiverClientId = execution.SellSideOrder.ClientId;
            serverToClientMessage.Execution.Update(sellSideExecution);
            serverToClientMessage.MessageType = ServerToClientMessageTypeEnum.Execution;
            Enqueue();
        }
        public void EnqueueClientExecution(INewExecution execution)
        {
            var buySideExecution = new ExecutionDto
            {
                ExchangeOrderId = execution.BuySideOrder.ExchangeOrderId,
                Quantity = execution.MatchedQuantity,
                Price = execution.MatchedPrice,
                Symbol = execution.BuySideOrder.Symbol,
                ExecutionTime = execution.ExecutionTime,
                Way = execution.BuySideOrder.Way
            };
            serverToClientMessage.Reset();
            serverToClientMessage.ReceiverClientId = execution.BuySideOrder.ClientId;
            serverToClientMessage.Execution.Update(buySideExecution);
            serverToClientMessage.MessageType = ServerToClientMessageTypeEnum.Execution;
            Enqueue();

            var sellSideExecution = new ExecutionDto
            {
                ExchangeOrderId = execution.SellSideOrder.ExchangeOrderId,
                Quantity = execution.MatchedQuantity,
                Price = execution.MatchedPrice,
                Symbol = execution.SellSideOrder.Symbol,
                ExecutionTime = execution.ExecutionTime,
                Way = execution.SellSideOrder.Way
            };
            serverToClientMessage.Reset();
            serverToClientMessage.ReceiverClientId = execution.SellSideOrder.ClientId;
            serverToClientMessage.Execution.Update(sellSideExecution);
            serverToClientMessage.MessageType = ServerToClientMessageTypeEnum.Execution;
            Enqueue();
        }