protected virtual int OnStockExecMsgTrade(UInt32 hStock, GTSession.GTTrade32 trade)
{
// map a trade object
Trade t = new TradeImpl(trade.szStock, (decimal)trade.dblExecPrice, trade.nExecShares);
// map remaining fields
t.Account = trade.szAccountID;
t.id = (uint)trade.dwTicketNo;
t.side = trade.chExecSide == 'B';
t.xdate = trade.nExecDate;
t.xtime = trade.nExecTime;
// notify clients
tl.newFill(t);
return(0);
}
public void FillTests()
{
// no executions yet
Assert.That(fills == 0, fills.ToString());
// have to subscribe to a stock to get notified on fills for said stock
c.Subscribe(new BasketImpl(new SecurityImpl(SYM)));
// prepare and send an execution from client to server
TradeImpl t = new TradeImpl(SYM, 100, 300, DateTime.Now);
s.newFill(t);
// make sure client received and counted it
Assert.That(fills == 1, fills.ToString());
// make sure fill was copied
Assert.AreEqual(fills, copyfills);
}
void stiEvents_OnSTITradeUpdate(ref structSTITradeUpdate t)
{
Trade f = new TradeImpl();
f.symbol = t.bstrSymbol;
f.Account = t.bstrAccount;
uint id = 0;
if (!uint.TryParse(t.bstrClOrderId, out id))
{
f.id = id;
}
f.xprice = (decimal)t.fExecPrice;
f.xsize = t.nQuantity;
long now = Convert.ToInt64(t.bstrUpdateTime);
int xsec = (int)(now % 100);
long rem = (now - xsec) / 100;
f.side = t.bstrSide == "B";
f.xtime = ((int)(rem % 10000)) * 100 + xsec;
f.xdate = (int)((now - f.xtime) / 1000000);
tl.newFill(f);
}
void SimBroker_GotFill(Trade t)
{
tl.newFill(t, true);
}