public override void onMessage(QuickFix44.ExecutionReport message, SessionID session)
{
OrderID orderID = message.getOrderID();
ClOrdID clOrdID = message.getClOrdID();
OrdStatus ordStatus = message.getOrdStatus();
Symbol symbol = message.getSymbol();
// firing event
Console.WriteLine("QuickFix44.ExecutionReport: {0}, {1}, {2}, {3}", orderID, clOrdID, ordStatus, symbol);
this.fixServices.NotifyExecutionInfo(Counterpart.Dukascopy, DataAdaptors.AdaptExecutionReport(new DukascopyExecutionReportToAdapt(message)));
}
public DukascopyExecutionReportToAdapt(QuickFix44.ExecutionReport message)
{
this.OrderID = message.isSetOrderID() ? message.getOrderID() : null;
this.ClOrdID = message.isSetClOrdID() ? message.getClOrdID() : null;
this.ExecID = message.isSetExecID() ? message.getExecID() : null;
this.OrdStatus = message.isSetOrdStatus() ? message.getOrdStatus() : null;
this.ExecType = message.isSetExecType() ? message.getExecType() : null;
this.Symbol = message.isSetSymbol() ? message.getSymbol() : null;
this.TimeInForce = message.isSetTimeInForce() ? message.getTimeInForce() : null;
this.CumQty = message.isSetCumQty() ? message.getCumQty() : null;
this.LeavesQty = message.isSetLeavesQty() ? message.getLeavesQty() : null;
this.OrderQty = message.isSetOrderQty() ? message.getOrderQty() : null;
this.Side = message.isSetSide() ? message.getSide() : null;
this.OrdType = message.isSetOrdType() ? message.getOrdType() : null;
this.AvgPx = message.isSetAvgPx() ? message.getAvgPx() : null;
this.ExpireTime = message.isSetExpireTime() ? message.getExpireTime() : null;
this.TransactTime = message.isSetTransactTime() ? message.getTransactTime() : null;
this.LastRptRequested = message.isSetLastRptRequested() ? message.getLastRptRequested() : null;
this.Account = message.isSetAccount() ? message.getAccount() : null;
this.Slippage = message.isSetField(Slippage.FIELD) ? new Slippage(message.getDouble(Slippage.FIELD)) : null;
this.OrdRejReason = message.isSetOrdRejReason() ? message.getOrdRejReason() : null;
this.CashMargin = message.isSetCashMargin() ? message.getCashMargin() : null;
}