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); }