示例#1
0
        public CRawDeal(AstsCCTrade.ALL_TRADES at)
        {
            ReplID  = at.replID;
            ReplRev = at.replRev;
            Amount  = at.QUANTITY;
            Price   = at.PRICE;
            Moment  = at.TRADETIME;

            //hack for simulate direction

            if (at.BUYSELL == "B")
            {
                Id_ord_buy = 1;
            }
            else
            {
                Id_ord_sell = 1;
            }


            int milis = at.MICROSECONDS / 1000;

            Moment = Moment.AddMilliseconds(milis);
        }