public static Trade CreateTrade(Security security, System.DateTime datetime, double price, double volume, string tradeno, SmartCOM3Lib.StOrder_Action action)
{
return new Trade()
{
ID = tradeno,
Time = datetime,
Price = (decimal)price,
Volume = (decimal)volume,
Direction = SmartToSide(action).Value,
Security = security
};
}
public static eSide? SmartToSide(SmartCOM3Lib.StOrder_Action action)
{
switch (action)
{
case SmartCOM3Lib.StOrder_Action.StOrder_Action_Buy :
{
return eSide.Buy;
}
case SmartCOM3Lib.StOrder_Action.StOrder_Action_Sell :
{
return eSide.Sell;
}
default:
break;
}
return null;
}
private void _smartServer_SetMyTrade(int row, int nrows, string portfolio, string symbol, System.DateTime datetime, double price, double volume, string tradeno, SmartCOM3Lib.StOrder_Action buysell, string orderno)
{
//TODO
}
private void _smartServer_SetMyOrder(int row, int nrows, string portfolio, string symbol, SmartCOM3Lib.StOrder_State state, SmartCOM3Lib.StOrder_Action action, SmartCOM3Lib.StOrder_Type type, SmartCOM3Lib.StOrder_Validity validity, double price, double amount, double stop, double filled, System.DateTime datetime, string id, string no, int cookie)
{
//TODO
}
private void _smartServer_UpdateOrder(string portfolio, string symbol, SmartCOM3Lib.StOrder_State state, SmartCOM3Lib.StOrder_Action action, SmartCOM3Lib.StOrder_Type type, SmartCOM3Lib.StOrder_Validity validity, double price, double amount, double stop, double filled, System.DateTime datetime, string orderid, string orderno, int status_mask, int cookie)
{
//TODO
}
private void _smartServer_AddTick(string symbol, System.DateTime datetime, double price, double volume, string tradeno, SmartCOM3Lib.StOrder_Action action)
{
Trade trade = Helpers.CreateTrade(this.Lookup(symbol, "Symbol"), datetime, price, volume, tradeno, action);
if (trade != null)
{
OnNewTrades(trade);
}
}
private void _smartServer_AddPortfolio(int row, int nrows, string portfolioName, string portfolioExch, SmartCOM3Lib.StPortfolioStatus portfolioStatus)
{
if (portfolioStatus == StPortfolioStatus.StPortfolioStatus_Broker)
{
Portfolios.Add(new Portfolio(portfolioName, portfolioExch));
_smartServer.ListenPortfolio(portfolioName);
}
if (row == nrows) OnNewPortfolios(Portfolios);
}
