private ExecutionReport OrderToTrade(Order order)
{
var id = order.Id;
var execTime = order.Timestamp;
var execPrice = order.Price;
var execVolume = order.ExecutedAmount;
var tradeType = BitfinexModelConverter.ConvertTradeType(order.Side);
var status = ConvertExecutionStatus(order);
var instr = _modelConverter.ExchangeSymbolToLykkeInstrument(order.Symbol);
return(new ExecutionReport(instr, execTime, execPrice, execVolume, tradeType, id, status)
{
ExecType = ExecType.Trade,
Success = true,
FailureType = OrderStatusUpdateFailureType.None
});
}
public override async Task <ExecutionReport> AddOrderAndWaitExecution(TradingSignal signal, TranslatedSignalTableEntity translatedSignal, TimeSpan timeout)
{
var symbol = _modelConverter.LykkeSymbolToExchangeSymbol(signal.Instrument.Name);
var volume = signal.Volume;
var orderType = _modelConverter.ConvertOrderType(signal.OrderType);
var side = _modelConverter.ConvertTradeType(signal.TradeType);
var price = signal.Price == 0 ? 1 : signal.Price ?? 1;
var cts = new CancellationTokenSource(timeout);
var response = await _exchangeApi.AddOrder(symbol, volume, price, side, orderType, cts.Token);
if (response is Error error)
{
throw new ApiException(error.Message);
}
var trade = OrderToTrade((Order)response);
return(trade);
}
