Esempio n. 1
0
        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);
            }
        }
Esempio n. 2
0
 internal unsafe ExecutionReportEventArgs(FxMessage message)
 {
     this.Report = message.ExecutionReport();
 }