public void Update(IBfChildOrder order)
{
AcceptanceId = order.AcceptanceId;
OrderId = order.OrderId;
OrderDate = order.OrderDate;
ExpireDate = order.ExpireDate;
switch (order.State)
{
case BfOrderState.Active:
ChangeState(ExecutedSize == 0m ? BfxOrderState.Ordered : BfxOrderState.PartiallyExecuted);
break;
case BfOrderState.Completed:
ChangeState(BfxOrderState.Executed);
break;
case BfOrderState.Canceled:
ChangeState(BfxOrderState.Canceled);
break;
case BfOrderState.Expired:
ChangeState(BfxOrderState.Expired);
break;
default:
throw new ArgumentException("Unexpected order status");
}
Update(order.Executions);
}
// Market/Limit get from market
public BfxChildOrder(IBfChildOrder order)
{
Request = default;
// Request fields
ProductCode = order.ProductCode;
OrderType = order.OrderType;
Side = order.Side;
OrderSize = order.OrderSize;
if (OrderType == BfOrderType.Limit)
{
OrderPrice = order.OrderPrice;
}
Update(order);
LastUpdatedTime = order.OrderDate;
}
