FastQuant.ExecutionSimulator.OnBar C# (CSharp) Method

        public void OnBar(Bar bar)
        {
            var orders = GetOrdersBy(bar.InstrumentId);
            if (orders == null)
                return;

            if (FillOnBar && (BarFilter.Count == 0 || BarFilter.Contains(bar.Type, bar.Size)))
            {
                foreach (var order in orders)
                    FillWithBar(order, bar);
                ClearOrders();
            }
        }