private void SessionOnStiTradeUpdate(STITradeUpdateMsg msg) { SendOutMessage(new ExecutionMessage { OriginalTransactionId = msg.ClOrderID.To <long>(), ExecutionType = ExecutionTypes.Trade, PortfolioName = msg.Account, Price = (decimal)msg.ExecPrice, Volume = msg.Quantity, Side = msg.Side.ToSide(), SecurityId = new SecurityId { SecurityCode = msg.Symbol, BoardCode = msg.Destination }, OrderType = msg.PriceType.ToPriceTypes(), OrderId = msg.OrderRecordID, TradeId = msg.TradeRecordID, ServerTime = msg.TradeTime.StrToDateTime(), LocalTime = msg.UpdateTime.StrToDateTime() }); }
private void SessionOnStiTradeUpdate(STITradeUpdateMsg msg) { SendOutMessage(new ExecutionMessage { OriginalTransactionId = msg.ClOrderID.To<long>(), ExecutionType = ExecutionTypes.Transaction, PortfolioName = msg.Account, TradePrice = (decimal)msg.ExecPrice, TradeVolume = msg.Quantity, Side = msg.Side.ToSide(), SecurityId = new SecurityId { SecurityCode = msg.Symbol, BoardCode = msg.Destination }, OrderType = msg.PriceType.ToPriceTypes(), OrderId = msg.OrderRecordID, TradeId = msg.TradeRecordID, ServerTime = msg.TradeTime.StrToDateTime(), LocalTime = msg.UpdateTime.StrToDateTime(), HasTradeInfo = true, }); }
private void SessionOnStiTradeUpdateMsg(STITradeUpdateMsg msg) { }