void m_ts_OrderFilled(object sender, OrderFilledEventArgs e)
{
string Tag = e.Fill.OrderTag;
int RowIndex = TagList.IndexOf(Tag);
DataRow RelevantRow = SummaryTable.Rows[RowIndex];
string Alias = RelevantRow.Field <string>("Alias");
if (!TA.Strategy.CheckIfStrategyExist(alias: Alias, conn: conn))
{
TA.Strategy.GenerateDbStrategyFromAlias(alias: Alias, descriptionString: RelevantRow.Field <string>("DescriptionString"), conn: conn);
}
int TradeQuantity;
if (e.Fill.BuySell == BuySell.Buy)
{
TradeQuantity = e.Fill.Quantity;
}
else
{
TradeQuantity = -e.Fill.Quantity;
}
if (e.Fill.IsAutospreaderSyntheticFill)
{
RelevantRow["Position"] = RelevantRow.Field <int>("Position") + TradeQuantity;
RelevantRow["WorkingOrders"] = RelevantRow.Field <int>("WorkingOrders") - TradeQuantity;
RelevantRow["WorkingOrderKey"] = "";
return;
}
Instrument Inst = AutoSpreaderList[RowIndex].InstrumentDictionary[e.Fill.InstrumentKey];
string TickerDB = TA.TickerConverters.ConvertFromTTAPIFields2DB(Inst.Product.ToString(), Inst.Name.ToString());
string TickerHead = TA.TickerheadConverters.ConvertFromTT2DB(Inst.Product.ToString());
TA.Strategy.LoadTrade2Strategy(ticker: TickerDB, trade_price: (decimal)TA.PriceConverters.FromTT2DB(ttPrice: Convert.ToDecimal(e.Fill.MatchPrice.ToString()),
tickerHead: TickerHead), trade_quantity: TradeQuantity, instrument: "F", alias: Alias, conn: conn);
IFSLogger.Log(Alias + ": " + TradeQuantity.ToString() + " " + TickerDB + " for " + TA.PriceConverters.FromTT2DB(ttPrice: Convert.ToDecimal(e.Fill.MatchPrice.ToString()),
tickerHead: TickerHead).ToString());
}
void m_ts_OrderFilled(object sender, OrderFilledEventArgs e)
{
string Tag = e.Fill.OrderTag;
int RowIndex = TagList.IndexOf(Tag);
string Alias = SummaryTable.Rows[RowIndex].Field <string>("Alias");
//ASENameList[RowIndex].
if (!TA.Strategy.CheckIfStrategyExist(alias: Alias, conn: conn))
{
TA.Strategy.GenerateDbStrategyFromAlias(alias: Alias, descriptionString: SummaryTable.Rows[RowIndex].Field <string>("DescriptionString"), conn: conn);
}
// ProducttKey and SeriesKey are seperately accesible
if (e.Fill.IsAutospreaderSyntheticFill)
{
return;
}
Instrument Inst = AutoSpreaderList[RowIndex].InstrumentDictionary[e.Fill.InstrumentKey];
string TickerDB = TA.TickerConverters.ConvertFromTTAPIFields2DB(Inst.Product.ToString(), Inst.Name.ToString());
string TickerHead = TA.TickerheadConverters.ConvertFromTT2DB(Inst.Product.ToString());
decimal TradeQuantity;
if (e.Fill.BuySell == BuySell.Buy)
{
TradeQuantity = e.Fill.Quantity;
}
else
{
TradeQuantity = -e.Fill.Quantity;
}
TA.Strategy.LoadTrade2Strategy(ticker: TickerDB, trade_price: (decimal)TA.PriceConverters.FromTT2DB(ttPrice: Convert.ToDecimal(e.Fill.MatchPrice.ToString()),
tickerHead: TickerHead), trade_quantity: TradeQuantity, instrument: "F", alias: Alias, conn: conn);
IFSLogger.Log(Alias + ": " + TradeQuantity.ToString() + " " + TickerDB + " for " + TA.PriceConverters.FromTT2DB(ttPrice: Convert.ToDecimal(e.Fill.MatchPrice.ToString()),
tickerHead: TickerHead).ToString());
}