// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
// ***********************************************************
// **** Filled() ****
// ***********************************************************
//
public void Filled(UV.Lib.Fills.FillEventArgs fillEventArgs)
{
UVFill fill = fillEventArgs.Fill;
if (UpdateAndCheckTotalFillCounts(fill) | PnLCheck())
{ // Take the fill and update our counts and PnL, checking both.
FlagRiskEvents();
}
}
} // SimulateFills()
//
//
// *************************************************
// **** Fill These Orders() ****
// *************************************************
private void FillTheseOrders(ref List <Order> ordersToFill)
{
foreach (Order order in ordersToFill)
{
if (order.OrderStateConfirmed != OrderState.Submitted)
{
continue;
}
// Create the fill
UV.Lib.Fills.Fill aFill = new Fill();
aFill.ExchangeTime = m_Market.LocalTime;
aFill.LocalTime = aFill.ExchangeTime;
aFill.Price = order.PriceConfirmed;
aFill.Qty = order.WorkingQtyConfirmed;
Log.NewEntry(LogLevel.Major, "OrderFilled: Fill={1} Order={0}.", order, aFill);
// Create the fill event
UV.Lib.Fills.FillEventArgs fillEvent = new UV.Lib.Fills.FillEventArgs(aFill, order.Id, order.Instrument, true);
m_ExecContainer.m_OrderInstruments[order.Instrument].TryProcessFill(fillEvent);
}
}//FillTheseOrders()
