internal static Order FromProto(Msgs.Order o)
{
if (o.Fills.Count > 0)
{
return(new Order(o.OrderId, o.StockId, FromProto(o.Side), o.Quantity, (decimal)o.Price,
DateTimeOffset.FromUnixTimeMilliseconds(o.TimeIssued), o.Fills.Select(x => FromProto(x)).ToImmutableList()));
}
return(new Order(o.OrderId, o.StockId, FromProto(o.Side), o.Quantity, (decimal)o.Price,
DateTimeOffset.FromUnixTimeMilliseconds(o.TimeIssued)));
}
internal static Msgs.Order ToProto(Order o)
{
var pOrder = new Msgs.Order()
{
OrderId = o.OrderId, StockId = o.StockId, Price = (double)o.Price,
Quantity = o.OriginalQuantity, Side = ToProto(o.Side), TimeIssued = o.TimeIssued.ToUnixTimeMilliseconds()
};
if (o.Fills.Count > 0)
{
pOrder.Fills.AddRange(o.Fills.Select(x => ToProto(x)));
}
return(pOrder);
}
