public void OnMessage(TradeCaptureReport ackReport, SessionID session)
{
TradeReport tradeReport = new TradeReport
{
Id = ackReport.ExecID.getValue(),
LastQty = ackReport.LastQty.getValue(),
TransactTime = ackReport.IsSetTransactTime() ? ackReport.TransactTime.getValue() : DateTime.UtcNow,
LastPrice = ackReport.LastPx.getValue(),
InstrumentId = Convert.ToInt32(ackReport.SecurityID.getValue())
};
NoSides noSides = ackReport.NoSides;
tradeReport.Symbol = ackReport.Symbol.getValue();
var group = new TradeCaptureReport.NoSidesGroup();
group = (TradeCaptureReport.NoSidesGroup)ackReport.GetGroup(1, group);
if (group.IsSetSide())
{
switch (group.Side.getValue())
{
case Side.BUY:
tradeReport.Side = BuySellType.Buy;
break;
case Side.SELL:
tradeReport.Side = BuySellType.Sell;
break;
}
}
tradeReport.OrderId = group.OrderID.getValue();
tradeReport.ClientOrderId = group.ClOrdID.getValue();
//OnTradeReportInvoke(tradeReport);
}
public Field(int tag, NoSides value)
: this(tag, ((char)value).ToString())
{
}
public Field(Dictionary.Field definition, NoSides value)
: this(definition.Tag, value)
{
Definition = definition;
}
