public TWSExecDetailsEventArgs(TWSClient client, int orderId, IBContract contract, IBExecution execution)
: base(client)
{
OrderId = orderId;
Contract = contract;
Execution = execution;
}
public TWSExecDetailsEventArgs(TWSClient client, int orderId, IBContract contract, IBExecution execution)
: base(client)
{
OrderId = orderId;
Contract = contract;
Execution = execution;
}
private void ProcessExecutionData()
{
int version = _enc.DecodeInt();
int orderId = _enc.DecodeInt();
IBContract contract = new IBContract();
contract.Symbol = _enc.DecodeString();
contract.SecType = _enc.DecodeSecType();
contract.Expiry = DateTime.ParseExact(_enc.DecodeString(), IB_EXPIRY_DATE_FORMAT, CultureInfo.InvariantCulture);
contract.Strike = _enc.DecodeDouble();
contract.Right = _enc.DecodeString();
contract.Exchange = _enc.DecodeString();
contract.Currency = _enc.DecodeString();
contract.LocalSymbol = _enc.DecodeString();
IBExecution execution = new IBExecution();
execution.OrderID = orderId;
execution.ExecID = _enc.DecodeString();
execution.Time = _enc.DecodeString();
execution.AcctNumber = _enc.DecodeString();
execution.Exchange = _enc.DecodeString();
execution.Side = _enc.DecodeString();
execution.Shares = _enc.DecodeInt();
execution.Price = _enc.DecodeDouble();
if (version >= 2)
execution.PermID = _enc.DecodeInt();
if (version >= 3)
execution.ClientID = _enc.DecodeInt();
if (version >= 4)
execution.Liquidation = _enc.DecodeInt();
OnExecDetails(orderId, contract, execution);
}
protected void OnExecDetails(int orderId, IBContract contract, IBExecution execution)
{
if (ExecDetails != null)
ExecDetails(this, new TWSExecDetailsEventArgs(this, orderId, contract, execution));
}