private void OnInstrumentFill(Fill x)
{
// Update position.
if (x.BuySell == "B")
{
m_Position += x.Qty;
}
else
{
m_Position -= x.Qty;
}
// Send the data to the TradeMacher.
TradeMatching.Fill m_Fill = new TradeMatching.Fill();
if (x.BuySell == "B")
{
m_Fill.BS = TradeMatching.TradeType.BUY;
}
else
{
m_Fill.BS = TradeMatching.TradeType.SELL;
}
m_Fill.Price = Convert.ToDouble(x.Price);
m_Fill.TradeID = x.TradeID;
m_Fill.Qty = (int)x.Qty;
m_Matcher.Fill_Received(m_Fill);
m_NetPos = m_Matcher.NetPos;
}
private void OnInstrumentFill(int qty, string BS, string px, string key)
{
// Update position.
if (BS == "B")
{
m_Position += qty;
}
else
{
m_Position -= qty;
}
// Send the data to the TradeMacher.
TradeMatching.Fill m_Fill = new TradeMatching.Fill();
if (BS == "B")
{
m_Fill.BS = TradeMatching.TradeType.BUY;
}
else
{
m_Fill.BS = TradeMatching.TradeType.SELL;
}
m_Fill.Price = Convert.ToDouble(px);
m_Fill.TradeID = key;
m_Fill.Qty = qty;
m_Matcher.Fill_Received(m_Fill);
m_NetPos = m_Matcher.NetPos;
}
// build mass function 2
// place an initial position order based on mass 2
// keep building EMAs until we reach 500 events
private void OnInstrumentFill(Fill pFill)
{
// Update position.
if (pFill.BS == TradeType.BUY)
{
Position += pFill.Qty;
}
else
{
Position -= pFill.Qty;
}
// Send the data to the TradeMatcher.
//Need to convert IBApi.Order to int to
//IBApi.Order order = new Order();
//key = order.OrderId;
//if (BS == "B")
// m_Fill.BS = TradeType.BUY;
//else
// m_Fill.BS = TradeType.SELL;
//m_Fill.Price = Convert.ToDouble(px);
//m_Fill.TradeID = key.ToString();
//m_Fill.Qty = qty;
m_Matcher.Fill_Received(pFill);
NetPos = m_Matcher.NetPos;
OnFillUpdate(pFill);
}
