internal void EmitExecutionReport(ExecutionReport report)
{
if ((report.OrdStatus == OrdStatus.New || report.OrdStatus == OrdStatus.PendingNew) && report.ContainsField(37))
{
this.OrderID = report.OrderID;
}
if (report.Text == "")
{
report.Text = this.Text;
}
this.CumQty = report.CumQty;
this.LeavesQty = report.LeavesQty;
this.AvgPx = report.AvgPx;
this.OrdStatus = report.OrdStatus;
if (report.ExecType == ExecType.PartialFill || report.ExecType == ExecType.Fill || report.ExecType == ExecType.Trade)
{
this.LastPx = report.LastPx;
this.LastQty = report.LastQty;
if (report.ContainsField(13))
{
double num1 = 0.0;
// switch (report.CommType)
// {
// case CommType.PerShare:
// num1 = report.Commission * report.LastQty;
// break;
// case CommType.Percent:
// num1 = report.Commission * (report.LastPx * report.LastQty);
// break;
// case CommType.Absolute:
// num1 = report.Commission;
// break;
// }
SingleOrder singleOrder = this;
double num2 = singleOrder.Commission + num1;
singleOrder.Commission = num2;
}
}
this.reports.Add(report);
if (this.ExecutionReport != null)
{
this.ExecutionReport((object)this, new ExecutionReportEventArgs(report));
}
}
private static void OnExecutionReport(object sender, ExecutionReportEventArgs e)
{
ExecutionReport executionReport = e.ExecutionReport;
SingleOrder order;
if (executionReport.ExecType == ExecType.PendingCancel || executionReport.ExecType == ExecType.Cancelled || (executionReport.ExecType == ExecType.PendingReplace || executionReport.ExecType == ExecType.Replace))
{
order = OrderManager.orders.All[executionReport.OrigClOrdID] as SingleOrder;
if (executionReport.ExecType == ExecType.Replace)
{
OrderManager.orders.Remove(order);
order.ClOrdID = executionReport.ClOrdID;
order.OrdType = executionReport.OrdType;
order.OrderQty = executionReport.OrderQty;
if (executionReport.ContainsField(44))
{
order.Price = executionReport.Price;
}
if (executionReport.ContainsField(99))
{
order.StopPx = executionReport.StopPx;
}
if (executionReport.ContainsField(10701))
{
order.TrailingAmt = executionReport.TrailingAmt;
}
if (executionReport.ContainsField(59))
{
order.TimeInForce = executionReport.TimeInForce;
}
if (executionReport.ContainsField(126))
{
order.ExpireTime = executionReport.ExpireTime;
}
OrderManager.orders.Add(order);
}
}
else
{
order = OrderManager.orders.All[executionReport.ClOrdID] as SingleOrder;
}
if (order == null)
{
throw new ApplicationException(executionReport.ExecType + executionReport.ClOrdID + executionReport.OrigClOrdID);
}
else
{
if (order.Provider == null)
{
throw new ApplicationException("provider is null");
}
OrdStatus ordStatus = order.OrdStatus;
order.EmitExecutionReport(executionReport);
if (order.Persistent)
{
OrderManager.server.AddReport(order, executionReport);
}
if (OrderManager.ExecutionReport != null)
{
OrderManager.ExecutionReport(sender, new ExecutionReportEventArgs((NewOrderSingle)order, executionReport));
}
if (ordStatus != order.OrdStatus)
{
OrderManager.orders.Update(order);
order.EmitStatusChanged();
OrderManager.EmitOrderStatusChanged(order);
}
if (OrderManager.EnablePartialTransactions && (executionReport.ExecType == ExecType.Fill || executionReport.ExecType == ExecType.PartialFill || executionReport.ExecType == ExecType.Trade))
{
OrderManager.nf3XP7Xf3(order, executionReport.TransactTime, executionReport.LastPx, executionReport.LastQty);
}
// ISSUE: reference to a compiler-generated method
if (ordStatus != order.OrdStatus && order.IsDone)
{
if (!OrderManager.EnablePartialTransactions)
{
OrderManager.nf3XP7Xf3(order, executionReport.TransactTime, executionReport.AvgPx, executionReport.CumQty);
}
OrderManager.YUArMfFNj(order);
}
if (!(order.OCAGroup != "") || order.Provider.Id == 4 || order.OrdStatus != OrdStatus.Filled && order.OrdStatus != OrdStatus.Cancelled || OrderManager.oca.Contains((object)order.OCAGroup))
{
return;
}
OrderManager.oca.Add(order.OCAGroup, order.OCAGroup);
foreach (SingleOrder singleOrder in OrderManager.GetOCAGroup(order.OCAGroup))
{
if (singleOrder != order)
{
singleOrder.Cancel();
}
}
}
}
