void TLServer_WM::SrvGotFill(TLTrade trade)
{
if (!trade.isValid()) return;
for (size_t i = 0; i<client.size(); i++)
if (client[i]!="")
TLSend(EXECUTENOTIFY,trade.Serialize(),client[i]);
}
static void __stdcall SerializeDeserialize()
{
// serialize
const CString sym = "CLZ8";
const CString ex = "NYMEX";
TLTrade o;
o.symbol = sym;
o.xdate = 20081201;
o.xtime = 153100;
o.xprice = 0;
o.xsize = -100;
o.side = false;
o.exchange = "NYMEX";
// flatten it
CString m = o.Serialize();
// convert it back to object
TLTrade d = TLTrade::Deserialize(m);
CFIX_ASSERT(o.symbol==d.symbol);
CFIX_ASSERT(o.xprice==d.xprice);
CFIX_ASSERT(o.xsize==d.xsize);
CFIX_ASSERT(o.side==d.side);
CFIX_ASSERT(o.xdate==d.xdate);
CFIX_ASSERT(o.xtime==d.xtime);
CFIX_ASSERT(o.exchange==d.exchange);
}
static void __stdcall Basics()
{
const CString sym = "LVS";
const double x = 10;
const int s = 200;
TLTrade f;
CFIX_ASSERT(!f.isValid());
CFIX_ASSERT(!f.isFilled());
f.xdate = 20081201;
f.xprice = x;
f.xsize = s;
f.symbol = sym;
CFIX_ASSERT(f.isValid());
CFIX_ASSERT(f.isFilled());
}
