private void SessionOnStiOrderUpdateMsg(STIOrderUpdateMsg msg)
{
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = msg.ClOrderID.To <long>(),
Balance = msg.LvsQuantity,
OrderState = msg.OrderStatus.ToStockSharp(),
Side = Extensions.ToSide(msg.Side),
Volume = msg.Quantity,
VisibleVolume = msg.Display,
ExecutionType = ExecutionTypes.Order,
});
}
private void SessionOnStiOrderUpdate(STIOrderUpdateMsg msg)
{
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = msg.ClOrderID.To <long>(),
ExecutionType = ExecutionTypes.Order,
PortfolioName = msg.Account,
Volume = msg.Quantity,
Side = msg.Side.ToSide(),
Balance = msg.LvsQuantity,
SecurityId = new SecurityId {
SecurityCode = msg.Symbol, BoardCode = msg.Destination
},
OrderState = msg.OrderStatus.ToOrderStates(),
OrderId = msg.OrderRecordID,
VisibleVolume = msg.Display,
ServerTime = msg.OrderTime.StrToDateTime(),
LocalTime = msg.UpdateTime.StrToDateTime()
});
}
private void SessionOnStiOrderUpdate(STIOrderUpdateMsg msg)
{
SendOutMessage(new ExecutionMessage
{
OriginalTransactionId = msg.ClOrderID.To<long>(),
ExecutionType = ExecutionTypes.Transaction,
PortfolioName = msg.Account,
OrderVolume = msg.Quantity,
Side = msg.Side.ToSide(),
Balance = msg.LvsQuantity,
SecurityId = new SecurityId { SecurityCode = msg.Symbol, BoardCode = msg.Destination },
OrderState = msg.OrderStatus.ToOrderStates(),
OrderId = msg.OrderRecordID,
VisibleVolume = msg.Display,
ServerTime = msg.OrderTime.StrToDateTime(),
LocalTime = msg.UpdateTime.StrToDateTime(),
HasOrderInfo = true,
});
}
void stiEvents_OnSTIOrderUpdateMsg(STIOrderUpdateMsg oSTIOrderUpdateMsg)
{
throw new NotImplementedException();
}
void stiEvents_OnSTIOrderUpdateMsg(STIOrderUpdateMsg oSTIOrderUpdateMsg)
{
throw new NotImplementedException();
}
