예제 #1
0
        void e_onMatch(object sender, OrderMatchEventArgs e)
        {
            var et = e.LastOrder;


            Trade t = new Trade()
            {
                TimeStamp      = e.Matched ? e.LastOrder.TimeStamp : DateTime.UtcNow.AddHours(2),
                TradedPrice    = et.Price,
                TradeVolume    = et.Volume,
                BuyorSell      = et.BS,
                InstrumentName = et.Contract,
                xlRef          = et.Reference,
                xlMatched      = e.Matched,
            };
            OrderMatchEvent ome = new OrderMatchEvent();

            ome.Success = true;
            ome.Trade   = t;
            onOrderMatch(this, ome);
        }
        void e_onMatch(object sender, OrderMatchEventArgs e)
        {
            var et = e.LastOrder;


            Trade t = new Trade()
            {
                TimeStamp = e.Matched ? e.LastOrder.TimeStamp : DateTime.UtcNow.AddHours(2),
                TradedPrice = et.Price,
                TradeVolume = et.Volume,
                BuyorSell = et.BS,
                InstrumentName = et.Contract,
                xlRef = et.Reference,
                xlMatched = e.Matched,

            };
            OrderMatchEvent ome = new OrderMatchEvent();
            ome.Success = true;
            ome.Trade = t;
            onOrderMatch(this, ome);
        }