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(); }
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(); }