void dofillupdate(ref structSTITradeUpdate t)
{
Trade f = new TradeImpl();
f.symbol = t.bstrSymbol;
f.Account = t.bstrAccount;
long id = 0;
if (long.TryParse(t.bstrClOrderId, out id))
{
f.id = id;
}
else
{
f.id = t.nOrderRecordId;
}
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);
f.ex = t.bstrDestination;
pt.Adjust(f);
tl.newFill(f);
if (VerboseDebugging)
{
debug("new trade sent: " + f.ToString() + " " + f.id);
}
}
void stiEvents_OnSTITradeUpdate(ref structSTITradeUpdate t)
{
if (UseXmlMode)
{
return;
}
dofillupdate(ref t);
}
void stiEvents_OnSTITradeUpdateXML(ref string bstrTrade)
{
try
{
XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTITradeUpdate));
structSTITradeUpdate q = (structSTITradeUpdate)xs.Deserialize(new System.IO.StringReader(bstrTrade));
dofillupdate(ref q);
}
catch (Exception ex)
{
debug("Error deserializing fill: " + bstrTrade);
debug(ex.Message + ex.StackTrace);
}
}
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 stiEvents_OnSTITradeUpdate(ref structSTITradeUpdate t)
{
if (UseXmlMode) return;
dofillupdate(ref t);
}
void dofillupdate(ref structSTITradeUpdate t)
{
Trade f = new TradeImpl();
f.symbol = t.bstrSymbol;
f.Account = t.bstrAccount;
long id = 0;
if (long.TryParse(t.bstrClOrderId, out id))
f.id = id;
else
f.id = t.nOrderRecordId;
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);
f.ex = t.bstrDestination;
pt.Adjust(f);
tl.newFill(f);
if (VerboseDebugging)
debug("new trade sent: " + f.ToString() + " " + f.id);
}
void dofillupdate(ref structSTITradeUpdate t)
{
Trade f = new TradeImpl();
string ssym = t.bstrSymbol;
if (UseSubscribedSymbolForNotify)
{
int idx = getlongsymbolidx(ssym);
// check for error
if ((idx < 0) || (idx >= syms.Length))
{
debug(ssym + " fill ack error identifying symbol idx: " + idx + " symbols: " + string.Join(",", syms));
f.symbol = ssym;
}
else
f.symbol = syms[idx];
}
else
f.symbol = ssym;
f.Account = t.bstrAccount;
long id = 0;
if (long.TryParse(t.bstrClOrderId, out id))
f.id = id;
else
f.id = t.nOrderRecordId;
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);
f.ex = t.bstrDestination;
pt.Adjust(f);
if (RegSHOShorts)
sho.GotFill(f);
tl.newFill(f);
if (VerboseDebugging)
debug("new trade sent: " + f.ToString() +" pos: "+pt[f.symbol,f.Account]);
}
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);
}
