protected virtual int OnStockSendingOrder(UInt32 hStock, GTSession.GTSending32 pending)
{
// get order
Order o = new OrderImpl(pending.szStock, pending.nEntryShares);
o.id = (uint)pending.dwTicketNo;
o.side = pending.chEntrySide == 'B';
//o.TIF = pending.nEntryTIF;
o.Account = pending.szAccountID;
o.date = pending.nEntryDate;
o.time = pending.nEntryTime;
// is this limit v stop?
char type = pending.chPriceIndicator;
// not sure about these two
o.price = (decimal)pending.dblEntryPrice;
o.stopp = (decimal)pending.dblEntryStopLimitPrice;
// notify clients
tl.newOrder(o);
return(0);
}
protected virtual int OnStockExecMsgSending(UInt32 hStock, GTSession.GTSending32 pending)
{
return(0);
}
