public static string ToFormattedString([In] this QuoteField field) { return(string.Format("[InstrumentID={0};ExchangeID={1};" + "AskPrice={2};AskQty={3};BidPrice={4};BidQty={5};" + "LocalID={6};ID={7};AskOrderID={8};BidOrderID={9};" + "Status={10};ExecType={11};" + "XErrorID={12};RawErrorID={13};Text={14};" + "AskOpenClose={15};AskHedgeFlag={16};BidOpenClose={17};BidHedgeFlag={18}]", field.InstrumentID, field.ExchangeID, field.AskPrice, field.AskQty, field.BidPrice, field.BidQty, field.LocalID, field.ID, field.AskOrderID, field.BidOrderID, Enum <OrderStatus> .ToString(field.Status), Enum <ExecType> .ToString(field.ExecType), field.XErrorID, field.RawErrorID, field.Text(), Enum <OpenCloseType> .ToString(field.AskOpenClose), Enum <HedgeFlagType> .ToString(field.AskHedgeFlag), Enum <OpenCloseType> .ToString(field.BidOpenClose), Enum <HedgeFlagType> .ToString(field.BidHedgeFlag))); }
public static string Text([In] this QuoteField field) { return(PInvokeUtility.GetUnicodeString(field.Text)); }
public void ProcessNew(ref QuoteField quote, QuoteRecord record) { OrderRecord askRecord = new OrderRecord(record.AskOrder); this.workingOrders.Add(quote.AskID, askRecord); this.orderIDs.Add(askRecord.Order.Id, quote.AskID); EmitExecutionReport(askRecord, (SQ.ExecType)quote.ExecType, (SQ.OrderStatus)quote.Status); OrderRecord bidRecord = new OrderRecord(record.BidOrder); this.workingOrders.Add(quote.BidID, bidRecord); this.orderIDs.Add(bidRecord.Order.Id, quote.BidID); EmitExecutionReport(bidRecord, (SQ.ExecType)quote.ExecType, (SQ.OrderStatus)quote.Status); }