internal void OnHistoricalOrder(HistoricalOrderResponse message)
{
if (NewHistoricalOrder == null)
return;
var order = message.HistoricalOrder;
var status = order.FilledQuantity > 0 ? Status.Filled : Status.Canceled;
var historicalOrder = new Order(order.UserID, order.Symbol, status == Status.Filled ? order.FilledQuantity : order.CancelledQuantity,
DataConverter.ToClientOrderType(order.OrderType), order.OrderSide.ToClientSide(), order.Commission,
status == Status.Filled ? order.AvgFillPrice : order.Price, order.OpenDate, DataConverter.ToClientTIF(order.TimeInForce))
{
OrderStatus = status,
BrokerName = order.BrokerName,
AccountId = order.AccountId,
BrokerID = order.BrokerID,
ServerSide = order.ServerSide,
OpeningQty = order.OpeningQty,
ClosingQty = order.ClosingQty
};
NewHistoricalOrder?.Invoke(this, new EventArgs<string, Order>(message.AccountID, historicalOrder));
}
protected void OnNewHistoricalOrder(Order order, Status status) => NewHistoricalOrder?.Invoke(this, new EventArgs <Order, Status>(order, status));
