FastQuant.ExecutionSimulator.OnAuction2 C# (CSharp) Method

OnAuction2() private method

private OnAuction2 ( DateTime dateTime, object obj ) : void
dateTime DateTime
obj object
return void
        private void OnAuction2(DateTime dateTime, object obj)
        {
            for (int i = this.stops.Count - 1; i >= 0; i--)
            {
                var order = this.stops[i];
                GetOrdersBy(order.InstrumentId, true).Add(order);
                if (!FillLimitOrder(order))
                    HandleCancel(order);
                this.stops.RemoveAt(i);
            }
        }