public void OnUSOptionsFill(long eventId, long orderId, Side side, int liquidity, long fillPrice, int quantityFilled, int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options) { _logger.LogInformation( $"Options fill: {eventId}, order id: {orderId}, symbol: {symbol.ToString()}, quantity filled: {quantityFilled}/{quantityLeft}, fill price {fillPrice}"); if (quantityLeft == 0) { _activeOrders.Remove(orderId); } }
public void OnUSOptionsOrderEcho(long eventId, long orderId, Side side, long price, int quantity, PositionEffect positionEffect, string route, USOptionsSymbol symbol) { }
public void OnUSOptionsCorrect(long eventId, long orderId, Side side, long newFillPrice, int newFilledQuantity, int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options) { _logger.LogInformation( $"Corrected: {eventId}, order id: {orderId}, exec id: {options.ExecId}, changing to {newFilledQuantity} @{newFillPrice}"); }
public void OnUSOptionsBust(long eventId, long orderId, Side reversedSide, long bustedPrice, int quantityBusted, int quantityLeft, DateTime transactTime, USOptionsSymbol symbol, FillOptions options) { _logger.LogInformation($"Busted: {eventId}, order id: {orderId}, exec id: {options.ExecId}"); }