private async Task ProcessClosedOrder(ApiOrder order)
{
if (order != null && order.Id > 0)
{
_orders.Remove(order.Id);
var trades = new List <OrderTrade>();
try { trades = await _api.Trading.GetOrderTrades(order.Id); }
catch { }
ProcessOrderUpdate(ToCommonOrder(order, true, trades));
}
}
private async Task ProcessOpenOrder(ApiOrder order)
{
if (order != null && order.Id > 0)
{
var trades = new List <OrderTrade>();
try { trades = await _api.Trading.GetOrderTrades(order.Id); }
catch { }
_orders[order.Id] = order;
ProcessOrderUpdate(ToCommonOrder(order, false, trades));
}
}
private Order ToCommonOrder(ApiOrder order, bool isClosed, List <OrderTrade> trades = null)
{
var result = new Order
{
AccountId = AccountInfo.ID,
UserID = order.Id.ToString(),
BrokerID = order.Id.ToString(),
BrokerName = Name,
DataFeedName = Name,
Symbol = order.CurrencyPair.ToString(),
OrderType = OrderType.Limit,
OrderSide = ToCommonOrderSide(order.Side),
Price = order.PricePerCoin,
Quantity = order.Quantity,
PlacedDate = DateTime.UtcNow,
FilledDate = DateTime.UtcNow
//OpenQuantity = unknown
//CancelledQuantity = unknown
//AvgFillPrice = unknown
//FilledQuantity = unknown
//OpeningQty = unknown
//ClosingQty = unknown
};
if (trades != null && trades.Count > 0)
{
result.FilledDate = trades[0].Time;//not sure
result.FilledQuantity = trades.Sum(t => t.Quantity);
if (result.FilledQuantity > 0)
{
result.AvgFillPrice = trades.Sum(t => t.Value) / result.FilledQuantity;
}
}
if (result.Quantity < result.FilledQuantity)
{
result.Quantity = result.FilledQuantity;
}
if (result.Quantity < result.FilledQuantity + result.CancelledQuantity + result.OpenQuantity)
{
result.Quantity = result.FilledQuantity + result.CancelledQuantity + result.OpenQuantity;
}
if (isClosed)
{
result.OpenQuantity = 0;
if (result.FilledQuantity < result.Quantity)
{
result.CancelledQuantity = result.Quantity - result.FilledQuantity;
}
}
else
{
if (result.OpenQuantity == 0)
{
result.OpenQuantity = result.Quantity - result.FilledQuantity - result.CancelledQuantity;
}
}
return(result);
}
private static bool IsOrderChanged(ApiOrder existing, ApiOrder updated)
{
//? not sure if API updates quantity on partial fill
return(existing == null || existing.Quantity != updated.Quantity);
}
