public void FlushFillQueue()
{
if (!isOnline)
{
if (verbose)
{
log.Verbose("Unable to flush fill queue yet because isOnline is " + isOnline);
}
return;
}
while (fillQueue.Count > 0)
{
var wrapper = fillQueue.Dequeue();
if (debug)
{
log.Debug("Dequeuing fill ( isOnline " + isOnline + "): " + wrapper.Fill);
}
if (enableSyncTicks && !wrapper.IsCounterSet)
{
tickSync.AddPhysicalFill(wrapper.Fill);
}
onPhysicalFill(wrapper.Fill, wrapper.Order);
}
while (rejectQueue.Count > 0)
{
var wrapper = rejectQueue.Dequeue();
if (debug)
{
log.Debug("Dequeuing reject " + wrapper.Order);
}
onRejectOrder(wrapper.Order, wrapper.Message);
}
}
private void CreateSingleFill(int size, int totalSize, int cumulativeSize, int remainingSize, double price, TimeStamp time, TimeStamp utcTime, PhysicalOrder order)
{
if (debug)
{
log.Debug("Changing actual position from " + this.actualPosition + " to " + (actualPosition + size) + ". Fill size is " + size);
}
this.actualPosition += size;
if (onPositionChange != null)
{
onPositionChange(actualPosition);
}
var fill = new PhysicalFillDefault(size, price, time, utcTime, order, createSimulatedFills);
if (debug)
{
log.Debug("Fill: " + fill);
}
if (onPhysicalFill == null)
{
throw new ApplicationException("Please set the OnPhysicalFill property.");
}
else
{
if (SyncTicks.Enabled)
{
tickSync.AddPhysicalFill(fill);
}
onPhysicalFill(fill, totalSize, cumulativeSize, remainingSize);
}
}
