public DbChildOrder(BfProductCode productCode, BfaChildOrder order)
{
ProductCode = productCode;
Side = order.Side;
OrderType = order.ChildOrderType;
OrderSize = order.Size;
ChildOrderIndex = -1;
Update(order);
}
public void Upsert(BfProductCode productCode, BfaChildOrder order)
{
var rec = GetChildOrders().Where(e => e.ProductCode == productCode && e.AcceptanceId == order.ChildOrderAcceptanceId).FirstOrDefault();
if (rec == default)
{
ChildOrders.Add(new DbChildOrder(productCode, order));
}
else
{
rec.Update(order);
}
}
public void Update(BfaChildOrder order)
{
PagingId = order.PagingId;
AcceptanceId = order.ChildOrderAcceptanceId;
OrderId = order.ChildOrderId;
if (order.ChildOrderType != BfOrderType.Market)
{
OrderPrice = order.Price;
}
State = order.ChildOrderState;
ExpireDate = order.ExpireDate;
OrderDate = order.ChildOrderDate;
ExecutedSize = order.ExecutedSize;
}
public void Upsert(BfProductCode productCode, BfaChildOrder order, BfaParentOrderDetail detail, int childOrderIndex)
{
var rec = GetChildOrders().Where(e => e.ProductCode == productCode && e.AcceptanceId == order.ChildOrderAcceptanceId).FirstOrDefault();
if (rec == default)
{
rec = new DbChildOrder(productCode, detail, childOrderIndex);
rec.Update(order);
ChildOrders.Add(rec);
}
else
{
rec.Update(detail, childOrderIndex);
rec.Update(order);
}
}
public BfChildOrder(BfaChildOrder order, BfaPrivateExecution[] execs)
{
ProductCode = BfProductCodeEx.Parse(order.ProductCode);
OrderType = order.ChildOrderType;
Side = order.Side;
if (OrderType == BfOrderType.Limit)
{
OrderPrice = order.Price;
}
OrderSize = order.Size;
OrderDate = order.ChildOrderDate;
ExpireDate = order.ExpireDate;
State = order.ChildOrderState;
AcceptanceId = order.ChildOrderAcceptanceId;
OrderId = order.ChildOrderId;
Executions = execs.Select(e => new BfExecution(e)).Cast <IBfPrivateExecution>().ToArray();
}
void Dump(BfaChildOrder order)
{
Console.WriteLine($"{order.PagingId} {order.ChildOrderDate} {order.ChildOrderType} {order.ChildOrderState}");
}
public void Update(BfProductCode productCode, BfaChildOrder order)
{
GetChildOrders().Where(e => e.ProductCode == productCode && e.AcceptanceId == order.ChildOrderAcceptanceId).First().Update(order);
}
