public void AddFill( Fill f )
{
fills.Add(f);
Interlocked.Add(ref wkqty, -f.Qty);
if (log.IsDebugEnabled) log.Debug(
new System.Text.StringBuilder("setting wkqty: ")
.AppendFormat("{0} filled: {1} {2}",wkqty,f.Qty,f.Key)
);
}
private void OnOrderFillData(XTAPI.TTFillObj pFill)
{
try
{
Fill fill = new Fill();
Array data = (Array)pFill.get_Get("Key,FillType,BuySell,Qty,Price#,NetQty,Acct,Contract.Product");
fill.Key = (string)data.GetValue(0);
fill.Full = ((string)data.GetValue(1)).Equals("F");
fill.Buy = ((string)data.GetValue(2)).Equals("B");
fill.Qty = (int)data.GetValue(3);
fill.Price = (double)data.GetValue(4);
fill.NetQty = (int)data.GetValue(5);
fill.Account = (string)data.GetValue(6);
fill.Product = (string)data.GetValue(7);
if (OnFill != null )
{
OnFill(this, new FillEventArgs(fill));
}
}
catch (Exception ex)
{
if (log.IsErrorEnabled) log.Error(ex.StackTrace);
}
}
public void AddFill(Fill f)
{
foreach(Order o in orders){
if( o.SOK == f.Key ){
o.AddFill(f);
break;
}
}
}
public FillEventArgs(Fill fill)
{
this.fill = fill;
}