public EZFill(ezFill fill)
{
TimeZoneInfo cst = TimeZoneInfo.FindSystemTimeZoneById("Central Standard Time");
DateTime localTime = TimeZoneInfo.ConvertTimeFromUtc(fill.TransactionDateTime, cst);
DateTime time = localTime;
string timeStr = time.ToString("H:mm:ss.fff");
string shortTimeStr = time.ToString("hh:mm:ss tt");
Time = timeStr;
ShortTime = shortTimeStr;
Identifiers = GetFillIdenifiers(fill);
BuySell = fill.BuySell;
Quantity = fill.Quantity;
InstrumentName = ParseInstrumentKey(fill.InstrumentKey.ToString());
Price = fill.MatchPrice;
FFT2 = fill.FFT2;
FFT3 = fill.FFT3;
_fill = fill;
}
string GetFillIdenifiers(ezFill fill)
{
StringBuilder sb = new StringBuilder();
// Start of Day
if (fill.IsStartOfDay) // S
{
sb.Append("S ");
}
// Open/Close
if (fill.OpenClose == zOpenClose.Open) // O
{
sb.Append("O ");
}
else if (fill.OpenClose == zOpenClose.Close) // C
{
sb.Append("C ");
}
else if (fill.OpenClose == zOpenClose.Manual) // M
{
sb.Append("M ");
}
else if (fill.OpenClose == zOpenClose.StartOfDay) // (nothing - we already handle start of day)
{ /* do nothing */
}
else
{
sb.Append("? ");
Console.WriteLine("OpenClose: " + fill.OpenClose.ToString());
}
// Autospreader
if (fill.IsAutospreaderLegFill) //ASL
{
sb.Append("ASL ");
}
if (fill.IsAutospreaderSyntheticFill) //ASS
{
sb.Append("ASS ");
}
if (fill.IsHedge) //H
{
sb.Append("H ");
}
if (fill.IsQuoting) //Q
{
sb.Append("Q ");
}
// ETS
if (fill.IsExchangeSpreadLegFill) //ETS
{
sb.Append("ETS ");
}
// SSE
if (fill.IsSseFill) //SSE
{
sb.Append("SSE ");
}
if (fill.IsSseChildFill) //SSC
{
sb.Append("SSC ");
}
return(sb.ToString());
}
