예제 #1
0
        }//CreateFillEventArg()

        //
        //
        //
        #endregion // private methods



        #region TT Event Handlers
        // *********************************************************************************
        // ****                             Fills from TT                               ****
        // *********************************************************************************
        /// <summary>
        /// These are live orders that have been filled.  These are orders directly associated with
        /// a specific order in the market.  (Leg fills associated with exchange-traded spreads at NOT here.)
        /// </summary>
        private void TT_OrderFilled(object sender, TradingTechnologies.TTAPI.OrderFilledEventArgs eventArgs)
        {
            if (m_LogAllFillPropertiesFromTT)
            {
                WriteFillToLog(FillType.New.ToString(), eventArgs.Fill);
            }

            OnFilled(CreateFillEventArg(FillType.New, eventArgs.Fill));
        }
예제 #2
0
        }//StopThread()

        //
        //
        //
        //
        //
        //
        #endregion // private methods



        #region TT Event Handlers
        // *********************************************************************************
        // ****                             Fills from TT                               ****
        // *********************************************************************************
        private void TT_OrderFilled(object sender, TradingTechnologies.TTAPI.OrderFilledEventArgs eventArgs)
        {
            m_ParentHub.HubEventEnqueue(eventArgs);
        }
예제 #3
0
        }//StopThread()

        //
        //
        //
        //
        //
        //
        #endregion // private methods



        #region TT Event Handlers
        // *********************************************************************************
        // ****                             Fills from TT                               ****
        // *********************************************************************************
        private void TT_OrderFilled(object sender, TradingTechnologies.TTAPI.OrderFilledEventArgs eventArgs)
        {
            SendMessage("FilledOldOrder", eventArgs.OldOrder);
            SendMessage("FilledNewOrder", eventArgs.NewOrder);
        }