public override async Task <ExecutionReport> GetOrder(string id, Instrument instrument, TimeSpan timeout)
{
var filterObj = new { orderID = id };
var filterArg = JsonConvert.SerializeObject(filterObj);
var cts = new CancellationTokenSource(timeout);
var response = await _exchangeApi.OrdergetOrdersAsync(filter : filterArg, cancellationToken : cts.Token);
var res = EnsureCorrectResponse(id, response);
return(BitMexModelConverter.OrderToTrade(res[0]));
}
public override async Task <ExecutionReport> GetOrder(string id, Instrument instrument, TimeSpan timeout)
{
if (!long.TryParse(id, out var orderId))
{
throw new ApiException("Bitfinex order id can be only integer");
}
var cts = new CancellationTokenSource(timeout);
var response = await _exchangeApi.GetOrderStatus(orderId, cts.Token);
if (response is Error error)
{
throw new ApiException(error.Message);
}
var trade = OrderToTrade((Order)response);
return(trade);
}
public static ExecutionReport OrderToTrade(Order order)
{
var execTime = order.TransactTime ?? DateTime.UtcNow;
var execPrice = (decimal)(order.AvgPx ?? 0);
var execVolume = (decimal)(order.CumQty ?? 0);
var tradeType = ConvertTradeType(order.Side);
var status = ConvertExecutionStatus(order.OrdStatus);
// var instr = ConvertSymbolFromBitMexToLykke(order.Symbol, configuration);
var instr = new Instrument(BitMexExchange.Name, "USDBTC"); //HACK Hard code!
return(new ExecutionReport(instr, execTime, execPrice, execVolume, tradeType, order.OrderID, status)
{
ClientOrderId = order.ClOrdID,
Message = order.Text,
Success = true,
OrderType = ConvertOrderType(order.OrdType),
ExecType = ExecType.Trade,
FailureType = OrderStatusUpdateFailureType.None
});
}
private static Instrument GetInstrument()
{
var instr = new Instrument(BitMexExchange.Name, "USDBTC"); //HACK Hard code!
return(instr);
}
