void m_Session_OnExecutionMessage(object sender, BWExecution executionMsg) { foreach (KeyValuePair <long, int> ordID in _bwOrdIds) { if (ordID.Value == executionMsg.OrderID) { Trade t = new TradeImpl(executionMsg.Symbol, (decimal)executionMsg.Price, executionMsg.Size); t.side = (executionMsg.Side == ORDER_SIDE.SIDE_COVER) || (executionMsg.Side == ORDER_SIDE.SIDE_BUY); t.xtime = TradeLink.Common.Util.DT2FT(executionMsg.ExecutionTime); t.xdate = TradeLink.Common.Util.ToTLDate(executionMsg.ExecutionTime); t.Account = executionMsg.UserID.ToString(); t.id = ordID.Key; t.ex = executionMsg.MarketMaker; tl.newFill(t); } } }
void m_Session_OnExecutionMessage(object sender, BWExecution executionMsg) { foreach (KeyValuePair<long,int> ordID in _bwOrdIds) if ( ordID.Value == executionMsg.OrderID) { Trade t = new TradeImpl(executionMsg.Symbol, (decimal)executionMsg.Price, executionMsg.Size); t.side = (executionMsg.Side == ORDER_SIDE.SIDE_COVER) || (executionMsg.Side == ORDER_SIDE.SIDE_BUY); t.xtime = TradeLink.Common.Util.DT2FT(executionMsg.ExecutionTime); t.xdate = TradeLink.Common.Util.ToTLDate(executionMsg.ExecutionTime); t.Account = executionMsg.UserID.ToString(); t.id = ordID.Key; t.ex = executionMsg.MarketMaker; tl.newFill(t); v(t.symbol + " sent fill notification for: " + t.ToString()); } }