void RaiseExecutionReport(FxMessage message) { #if LOG_PERFORMANCE if (message.ExecutionReport().ExecutionType == ExecutionType.Trade) { ulong timestamp = loggerOut_.GetTimestamp(); string id = message.ExecutionReport().ClientOrderId; loggerOut_.LogTimestamp(id, timestamp, "ExecReport"); } #endif var eh = this.ExecutionReport; if (eh != null) { var e = new ExecutionReportEventArgs(message); eh(this, e); } }
internal unsafe ExecutionReportEventArgs(FxMessage message) { this.Report = message.ExecutionReport(); }