public TradeExecution(TDExecutionLeg exe, TDOrder order)
{
TradeType = GetExecutionSide(order);
Shares = exe.quantity;
Price = exe.price;
OrderID = order.orderId;
Time = exe.time;
Side = GetExecutionSide(order);
}
private string GetExecutionSide(TDOrder order)
{
string side = order.orderLegCollection[0].instruction;
if (side == TDConstantVal.OrderTradeType_Buy)
{
return(Constant.ExecutionBuy);
}
else if (side == TDConstantVal.OrderTradeType_Sell)
{
return(Constant.ExecutionSell);
}
else
{
return("UNKNOWN");
}
}