private ExecutionReport OrderToTrade(Order order)
{
var id = order.Id;
var execTime = order.Timestamp;
var orderPrice = order.Price;
var originalVolume = order.OriginalAmount;
var tradeType = BitfinexModelConverter.ConvertTradeType(order.TradeType);
var status = order.ConvertOrderStatus();
return(new ExecutionReport(new Instrument(order.Symbol), execTime, orderPrice, originalVolume, order.ExecutedAmount, tradeType, id, status, order.OrderType, order.AvgExecutionPrice)
{
ExecType = ExecType.Trade,
Success = true,
FailureType = OrderStatusUpdateFailureType.None,
RemainingVolume = order.RemainingAmount,
});
}
public override async Task <ExecutionReport> AddOrderAndWaitExecution(TradingSignal signal, TimeSpan timeout, long orderIdToReplace = 0)
{
var symbol = _modelConverter.LykkeSymbolToExchangeSymbol(signal.Instrument.Name);
var volume = signal.Volume;
var orderType = signal.IsMarginOrder ? _modelConverter.ConvertToMarginOrderType(signal.OrderType) : _modelConverter.ConvertToSpotOrderType(signal.OrderType);
var tradeType = _modelConverter.ConvertTradeType(signal.TradeType);
var price = signal.Price == 0 ? 1 : signal.Price ?? 1;
using (var cts = new CancellationTokenSource(timeout))
{
var newOrderRequest = new NewOrderRequest
{
OrderIdToReplace = orderIdToReplace,
Symbol = symbol,
Аmount = volume,
Price = price,
Side = tradeType,
Type = orderType
};
Order order;
if (orderIdToReplace > 0)
{
order = await ExecuteApiMethod(_exchangeApi.ReplaceOrderAsync, newOrderRequest, cts.Token);
}
else
{
order = await ExecuteApiMethod(_exchangeApi.AddOrderAsync, newOrderRequest, cts.Token);
}
await _snapshotStorage.CreateNewEntity(_xApiKey, order);
return(OrderToTrade(order));
}
}