private void SessionOnStiTradeUpdate(STITradeUpdateMsg msg)
{
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = msg.ClOrderID.To <long>(),
ExecutionType = ExecutionTypes.Trade,
PortfolioName = msg.Account,
Price = (decimal)msg.ExecPrice,
Volume = msg.Quantity,
Side = msg.Side.ToSide(),
SecurityId = new SecurityId {
SecurityCode = msg.Symbol, BoardCode = msg.Destination
},
OrderType = msg.PriceType.ToPriceTypes(),
OrderId = msg.OrderRecordID,
TradeId = msg.TradeRecordID,
ServerTime = msg.TradeTime.StrToDateTime(),
LocalTime = msg.UpdateTime.StrToDateTime()
});
}
private void SessionOnStiTradeUpdate(STITradeUpdateMsg msg)
{
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = msg.ClOrderID.To<long>(),
ExecutionType = ExecutionTypes.Transaction,
PortfolioName = msg.Account,
TradePrice = (decimal)msg.ExecPrice,
TradeVolume = msg.Quantity,
Side = msg.Side.ToSide(),
SecurityId = new SecurityId { SecurityCode = msg.Symbol, BoardCode = msg.Destination },
OrderType = msg.PriceType.ToPriceTypes(),
OrderId = msg.OrderRecordID,
TradeId = msg.TradeRecordID,
ServerTime = msg.TradeTime.StrToDateTime(),
LocalTime = msg.UpdateTime.StrToDateTime(),
HasTradeInfo = true,
});
}
private void SessionOnStiTradeUpdateMsg(STITradeUpdateMsg msg)
{
}
