private void client_ExecDetails(object sender, ExecDetailsEventArgs e)
{
log.InfoFormat("Execution: {0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11}",
e.Contract.Symbol, e.Execution.AccountNumber, e.Execution.ClientId, e.Execution.Exchange, e.Execution.ExecutionId,
e.Execution.Liquidation, e.Execution.OrderId, e.Execution.PermId, e.Execution.Price, e.Execution.Shares, e.Execution.Side, e.Execution.Time);
SymbolInfo symbol = Factory.Symbol.LookupSymbol(e.Contract.Symbol);
SymbolHandler symbolHandler = symbolHandlers[symbol.BinaryIdentifier];
TimeStamp executionTime = new TimeStamp(e.Execution.Time);
int logicalOrderId = GetLogicalOrderId(e.Execution.OrderId);
double change = e.Execution.Side == ExecutionSide.Bought ? e.Execution.Shares : -e.Execution.Shares;
double positionBefore = symbolHandler.Position;
symbolHandler.AddPosition(change);
if (trace)
{
log.Trace("Changed symbol position: " + positionBefore + " + " + change + " = " + symbolHandler.Position);
}
LogicalFillBinary binary = new LogicalFillBinary(symbolHandler.Position, e.Execution.Price, executionTime, logicalOrderId);
if (debug)
{
log.Debug("Sending logical fill: " + binary);
}
receiver.OnEvent(symbol, (int)EventType.LogicalFill, binary);
}
private void S_OnFill(Object sender, ExecDetailsEventArgs e)
{
foreach (KeyValuePair <int, Instrument> x in contracts)
{
if (e.Contract.Symbol == x.Value.Symbol)
{
x.Value.I_OnFill(sender, e);
break;
}
}
}
///////////////////////////////////////////////////
private void Client_Fill(Object sender, ExecDetailsEventArgs e)
{
Fill m_Fill = new Fill();
m_Fill.TradeID = e.Execution.OrderId.ToString();
m_Fill.BuySell = e.Execution.Side.ToString().Substring(0, 1);
m_Fill.Price = e.Execution.Price;
m_Fill.Qty = e.Execution.Shares;
m_Fill.Time = DateTime.Now.ToString("yyyy-MM-dd hh:mm:ss");
m_Fill.Symbol = e.Contract.Symbol;
FillUpdate(m_Fill);
}
static void client_ExecDetails(object sender, ExecDetailsEventArgs e)
{
Console.WriteLine("{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11}",
e.Contract.Symbol, e.Execution.AccountNumber, e.Execution.ClientId, e.Execution.Exchange, e.Execution.ExecutionId,
e.Execution.Liquidation, e.Execution.OrderId, e.Execution.PermId, e.Execution.Price, e.Execution.Shares, e.Execution.Side, e.Execution.Time);
}
private void I_OnFill(Object sender, ExecDetailsEventArgs e)
{
this.BeginInvoke(OnFillUpdateDelegate, sender, e);
}
void ibclient_ExecDetails(object sender, ExecDetailsEventArgs e)
{
lock (executionList)
{
DateTime exTime = DateTime.ParseExact(e.Execution.Time, "yyyyMMdd HH:mm:ss",
CultureInfo.InvariantCulture);
if (exTime > latestExecution)
{
latestExecution = exTime;
latestExecutionID = e.Execution.ExecutionId;
}
if (!executionList.ContainsKey(e.Execution.ExecutionId))
{
ExecutionInfo ei = new ExecutionInfo();
ei.contract = e.Contract;
ei.execution = e.Execution;
ei.OrderId = e.OrderId;
ei.symbol = e.Contract.Symbol;
executionList.Add(
e.Execution.ExecutionId,
ei);
numNewExecutions++;
}
}
}