}//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)); }
}//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); }
}//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); }