private void TradeHandler(object sender, TradeArgs e) { itemTrade itrade = e.ItemTrade; // Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "", iorder.mc_date, iorder.mc_date, iorder.morderid); Trade trade = new TradeImpl(); trade.symbol = itrade.msecsym; itemOrder lorder = socketOrderServer.sitemOrder.FindItem(itrade.morderid); if (lorder == null) { return; } trade.side = lorder.IsBuyOrder(); trade.xprice = Convert.ToDecimal(itrade.mprice); trade.xsize = itrade.mqty; DateTime mdate = ComFucs.GetDate(itrade.mm_date); trade.Account = ""; trade.xdate = mdate.Day + mdate.Month * 100 + mdate.Year * 10000; trade.xtime = mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000; tl.newFill(trade); }
void m_Session_OnExecutionMessage(object sender, BWExecution executionMsg) { foreach (KeyValuePair <long, int> ordID in _bwOrdIds) { if (ordID.Value == executionMsg.OrderID) { Trade t = new TradeImpl(executionMsg.Symbol, (decimal)executionMsg.Price, executionMsg.Size); t.side = (executionMsg.Side == ORDER_SIDE.SIDE_COVER) || (executionMsg.Side == ORDER_SIDE.SIDE_BUY); t.xtime = TradeLink.Common.Util.DT2FT(executionMsg.ExecutionTime); t.xdate = TradeLink.Common.Util.ToTLDate(executionMsg.ExecutionTime); t.Account = executionMsg.UserID.ToString(); t.id = ordID.Key; t.ex = executionMsg.MarketMaker; tl.newFill(t); } } }
void SimBroker_GotFill(Trade t) { tl.newFill(t); }