/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public OrderCanceledData(Message message)
{
ClientId = DWConverter.FromProtoUuid(message.ClientId);
OrderCanceledMessage orderCanceledMessage = message.OrderCanceledMsg.Clone();
OrigClientId = DWConverter.FromProtoUuid(orderCanceledMessage.PrevClientId);
TraderId = message.TraderId;
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarkPrice = DWConverter.FromProtoDecimal(orderCanceledMessage.MarkPrice);
OrderIds = new List <Guid>();
foreach (ByteString orderId in orderCanceledMessage.OrderIds)
{
OrderIds.Add(DWConverter.FromProtoUuid(orderId));
}
OrderMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.OrderMargin);
PositionMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.PositionMargin);
Status = orderCanceledMessage.Status;
TraderBalance = DWConverter.FromProtoDecimal(orderCanceledMessage.TraderBalance);
TraderBalance2 = DWConverter.FromProtoDecimal(orderCanceledMessage.TraderBalance2);
Upnl = DWConverter.FromProtoDecimal(orderCanceledMessage.Upnl);
BuyOrderMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.BuyOrderMargin);
Pnl = DWConverter.FromProtoDecimal(orderCanceledMessage.Pnl);
SellOrderMargin = DWConverter.FromProtoDecimal(orderCanceledMessage.SellOrderMargin);
BuyOrderQuantity = DWConverter.FromProtoDecimal(orderCanceledMessage.BuyOrderQuantity);
SellOrderQuantity = DWConverter.FromProtoDecimal(orderCanceledMessage.SellOrderQuantity);
AccumQuantity = DWConverter.FromProtoDecimal(orderCanceledMessage.AccumQuantity);
Orders = new List <OrderBase>();
foreach (OrderMessage order in orderCanceledMessage.Orders)
{
Orders.Add(order.OrderType == OrderType.Limit ? (OrderBase) new OrderLimit(order, Symbol) :
new OrderMarket(order, Symbol));
}
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public TraderBalanceData(Message message)
{
TraderBalanceMessage traderBalanceMessage = message.TraderBalanceMsg.Clone();
TraderId = message.TraderId;
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
CurrencyId = traderBalanceMessage.CurrencyId;
OrderMargin = DWConverter.FromProtoDecimal(traderBalanceMessage.OrderMargin);
PositionMargin = DWConverter.FromProtoDecimal(traderBalanceMessage.PositionMargin);
TraderBalance = DWConverter.FromProtoDecimal(traderBalanceMessage.TraderBalance);
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public TraderStatusData(Message message)
{
MarketId = message.MarketId;
TraderStatusMessage traderStatusMessage = message.TraderStatusMsg.Clone();
TraderId = message.TraderId;
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
Upnl = DWConverter.FromProtoDecimal(traderStatusMessage.Upnl);
Pnl = DWConverter.FromProtoDecimal(traderStatusMessage.Pnl);
AccumQuantity = DWConverter.FromProtoDecimal(traderStatusMessage.AccumQuantity);
MarkPrice = DWConverter.FromProtoDecimal(traderStatusMessage.MarkPrice);
Orders = new List <OrderBase>();
foreach (OrderMessage orderMessage in traderStatusMessage.Orders)
{
OrderBase order = orderMessage.OrderType == OrderType.Market ? (OrderBase) new OrderMarket(orderMessage, SymbolsContainer.GetSymbol(message.MarketId)) :
orderMessage.OrderType == OrderType.Limit ? (OrderBase) new OrderLimit(orderMessage, SymbolsContainer.GetSymbol(message.MarketId)) :
null;
order.Status = OrderStatus.Accepted;
Orders.Add(order);
}
Trades = new List <Trade>();
foreach (TradeMessage tradeMessage in traderStatusMessage.Trades)
{
Trade trade = new Trade(tradeMessage, Symbol);
if (tradeMessage.TradeTimestamp == 0)
{
trade.TradeTimeStamp = DWConverter.FromLongDateTime(message.Timestamp);
}
this.Trades.Add(trade);
}
Leverage = traderStatusMessage.Leverage;
BuyOrderQuantity = DWConverter.FromProtoDecimal(traderStatusMessage.BuyOrderQuantity);
SellOrderQuantity = DWConverter.FromProtoDecimal(traderStatusMessage.SellOrderQuantity);
TraderBalance = DWConverter.FromProtoDecimal(traderStatusMessage.TraderBalance);
TraderBalance2 = DWConverter.FromProtoDecimal(traderStatusMessage.TraderBalance2);
PositionMargin = DWConverter.FromProtoDecimal(traderStatusMessage.PositionMargin);
OrderMargin = DWConverter.FromProtoDecimal(traderStatusMessage.OrderMargin);
BuyOrderMargin = DWConverter.FromProtoDecimal(traderStatusMessage.BuyOrderMargin);
LastTradePrice = DWConverter.FromProtoDecimal(traderStatusMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(traderStatusMessage.LastTradeQuantity);
PositionBankruptcyVolume = DWConverter.FromProtoDecimal(traderStatusMessage.PositionBankruptcyVolume);
PositionContracts = DWConverter.FromProtoDecimal(traderStatusMessage.PositionContracts);
PositionLiquidationVolume = DWConverter.FromProtoDecimal(traderStatusMessage.PositionLiquidationVolume);
PositionType = traderStatusMessage.PositionType;
PositionVolume = DWConverter.FromProtoDecimal(traderStatusMessage.PositionVolume);
SellOrderMargin = DWConverter.FromProtoDecimal(traderStatusMessage.SellOrderMargin);
}
public LeverageData(Message message)
{
if (message.KontentCase != Message.KontentOneofCase.LeverageMsg)
{
throw new ArgumentException($"Error: Message containis KontentCase {message.KontentCase} " +
$" instead of LeverageMsg.");
}
Symbol symbol = SymbolsContainer.GetSymbol(message.MarketId);
LeverageMessage leverageMessage = message.LeverageMsg;
DWConverter.FromProtoDecimal(leverageMessage.AccumQuantity);
BuyOrderMargin = DWConverter.FromProtoDecimal(leverageMessage.BuyOrderMargin);
BuyOrderQuantity = DWConverter.FromProtoDecimal(leverageMessage.BuyOrderQuantity);
LastTradePrice = DWConverter.FromProtoDecimal(leverageMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(leverageMessage.LastTradeQuantity);
LastTradeTimestamp = DWConverter.FromLongDateTime(leverageMessage.LastTradeTimestamp);
Leverage = leverageMessage.Leverage;
OrderMargin = DWConverter.FromProtoDecimal(leverageMessage.OrderMargin);
Orders = new List <OrderBase>();
foreach (OrderMessage orderMessage in leverageMessage.Orders)
{
OrderBase order = new OrderLimit(orderMessage, symbol);
Orders.Add(order);
}
Pnl = DWConverter.FromProtoDecimal(leverageMessage.Pnl);
PositionBankruptcyVolume = DWConverter.FromProtoDecimal(leverageMessage.PositionBankruptcyVolume);
PositionContracts = DWConverter.FromProtoDecimal(leverageMessage.PositionContracts);
PositionLiquidationVolume = DWConverter.FromProtoDecimal(leverageMessage.PositionLiquidationVolume);
PositionMargin = DWConverter.FromProtoDecimal(leverageMessage.PositionMargin);
PositionType = leverageMessage.PositionType;
PositionVolume = DWConverter.FromProtoDecimal(leverageMessage.PositionVolume);
SellOrderMargin = DWConverter.FromProtoDecimal(leverageMessage.SellOrderMargin);
SellOrderQuantity = DWConverter.FromProtoDecimal(leverageMessage.SellOrderQuantity);
TraderBalance = DWConverter.FromProtoDecimal(leverageMessage.TraderBalance);
Trades = new List <Trade>();
foreach (TradeMessage tradeMessage in leverageMessage.Trades)
{
Trade trade = new Trade(tradeMessage, symbol);
Trades.Add(trade);
}
Upnl = DWConverter.FromProtoDecimal(leverageMessage.Upnl);
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public OrderStatusData(Message message)
{
OrderStatusMessage orderStatusMessage = message.OrderStatusMsg.Clone();
TraderId = message.TraderId;
ClientId = DWConverter.FromProtoUuid(message.ClientId);
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
Direction = orderStatusMessage.Side;
Status = orderStatusMessage.Status;
PositionMargin = DWConverter.FromProtoDecimal(orderStatusMessage.PositionMargin);
OrderMargin = DWConverter.FromProtoDecimal(orderStatusMessage.OrderMargin);
TraderBalance = DWConverter.FromProtoDecimal(orderStatusMessage.TraderBalance);
TraderBalance2 = DWConverter.FromProtoDecimal(orderStatusMessage.TraderBalance2);
MarkPrice = DWConverter.FromProtoDecimal(orderStatusMessage.MarkPrice);
PaidPrice = DWConverter.FromProtoDecimal(orderStatusMessage.PaidPrice);
Price = DWConverter.FromProtoDecimal(orderStatusMessage.Price);
Quantity = DWConverter.FromProtoDecimal(orderStatusMessage.Quantity);
//this.TakeProfitPrice = message.FromProtoDecimal(orderStatusMessage.TakeProfitPrice);
Upnl = DWConverter.FromProtoDecimal(orderStatusMessage.Upnl);
BuyOrderMargin = DWConverter.FromProtoDecimal(orderStatusMessage.BuyOrderMargin);
Duration = orderStatusMessage.Duration;
Leverage = orderStatusMessage.Leverage;
OldContractId = orderStatusMessage.OldContractId;
OrderClientId = DWConverter.FromProtoUuid(orderStatusMessage.OrderClientId);
if (orderStatusMessage.OrderTimestamp == 0)
{
OrderTimestamp = DWConverter.FromLongDateTime(message.Timestamp);
}
else
{
OrderTimestamp = DWConverter.FromLongDateTime(orderStatusMessage.OrderTimestamp);
}
OrderType = orderStatusMessage.OrderType;
PaidPrice = DWConverter.FromProtoDecimal(orderStatusMessage.PaidPrice);
SellOrderMargin = DWConverter.FromProtoDecimal(orderStatusMessage.SellOrderMargin);
Side = orderStatusMessage.Side;
//this.TakeProfitType = orderStatusMessage.TakeProfitType;
Pnl = DWConverter.FromProtoDecimal(orderStatusMessage.Pnl);
BuyOrderQuantity = DWConverter.FromProtoDecimal(orderStatusMessage.BuyOrderQuantity);
SellOrderQuantity = DWConverter.FromProtoDecimal(orderStatusMessage.SellOrderQuantity);
AccumQuantity = DWConverter.FromProtoDecimal(orderStatusMessage.AccumQuantity);
OpenTime = DWConverter.FromLongDateTime(orderStatusMessage.OpenTime);
OrigClientId = DWConverter.FromProtoUuid(orderStatusMessage.OrigClientId);
OrigQuantity = DWConverter.FromProtoDecimal(orderStatusMessage.OrigQuantity);
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public MarketStateUpdateData(Message message)
{
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarketStateUpdateMessage marketStateUpdateMessage = message.MarketStateUpdateMsg.Clone();
MarketId = message.MarketId;
Symbol symbol = SymbolsContainer.GetSymbol(MarketId);
DailyStats = new List <DailyStatisticsData>();
foreach (DailyStatisticsMessage dailyStats in marketStateUpdateMessage.DailyStats)
{
DailyStatisticsData stats = new DailyStatisticsData(dailyStats);
DailyStats.Add(stats);
}
DgtxToBasePrice = DWConverter.FromProtoDecimal(marketStateUpdateMessage.DgtxToBasePrice);
FundingInterval = marketStateUpdateMessage.FundingInterval;
PayoutPerContract = DWConverter.FromProtoDecimal(marketStateUpdateMessage.PayoutPerContract);
EventTimestamp = DWConverter.FromLongDateTime(marketStateUpdateMessage.EventTimestamp);
FundingRate = DWConverter.FromProtoDecimal(marketStateUpdateMessage.FundingRate);
FundingTime = marketStateUpdateMessage.FundingTime;
FutureCount = DWConverter.FromProtoDecimal(marketStateUpdateMessage.FutureCount);
FutureValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.FutureValue);
ImpactAskCount = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactAskCount);
ImpactAskValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactAskValue);
ImpactBaseQuantity = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactBaseQuantity);
ImpactBidCount = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactBidCount);
ImpactBidValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactBidValue);
ImpactQuantity = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactQuantity);
ImpactValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactValue);
LastTradePrice = DWConverter.FromProtoDecimal(marketStateUpdateMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(marketStateUpdateMessage.LastTradeQuantity);
Ohlcvs = new List <OHLCVData>();
foreach (OHLCVMessage ohlcv in marketStateUpdateMessage.Ohlcvs)
{
OHLCVData ohlc = new OHLCVData(ohlcv);
Ohlcvs.Add(ohlc);
}
SpotPrice = DWConverter.FromProtoDecimal(marketStateUpdateMessage.SpotPrice);
Trades = new List <Trade>();
foreach (TradeMessage trade in marketStateUpdateMessage.Trades)
{
Trade tTrade = new Trade(trade, symbol);
Trades.Add(tTrade);
}
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public FundingData(Message message)
{
FundingMessage fundingMessage = message.FundingMsg.Clone();
TraderId = message.TraderId;
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarkPrice = DWConverter.FromProtoDecimal(fundingMessage.MarkPrice);
OrderMargin = DWConverter.FromProtoDecimal(fundingMessage.OrderMargin);
PositionMargin = DWConverter.FromProtoDecimal(fundingMessage.PositionMargin);
TraderBalance = DWConverter.FromProtoDecimal(fundingMessage.TraderBalance);
Upnl = DWConverter.FromProtoDecimal(fundingMessage.Upnl);
Pnl = DWConverter.FromProtoDecimal(fundingMessage.Pnl);
AccumQuantity = DWConverter.FromProtoDecimal(fundingMessage.AccumQuantity);
BuyOrderMargin = DWConverter.FromProtoDecimal(fundingMessage.BuyOrderMargin);
LastTradePrice = DWConverter.FromProtoDecimal(fundingMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(fundingMessage.LastTradeQuantity);
PayoutPerContract = DWConverter.FromProtoDecimal(fundingMessage.PayoutPerContract);
SellOrderMargin = DWConverter.FromProtoDecimal(fundingMessage.SellOrderMargin);
Trades = new List <Trade>();
foreach (TradeMessage tradeMessage in fundingMessage.Trades)
{
Trade trade = new Trade(tradeMessage, SymbolsContainer.GetSymbol(message.MarketId));
if (tradeMessage.TradeTimestamp == 0)
{
trade.TradeTimeStamp = DWConverter.FromLongDateTime(message.Timestamp);
}
Trades.Add(trade);
}
PositionContracts = DWConverter.FromProtoDecimal(fundingMessage.PositionContracts);
PositionVolume = DWConverter.FromProtoDecimal(fundingMessage.PositionVolume);
PositionLiquidationVolume = DWConverter.FromProtoDecimal(fundingMessage.PositionLiquidationVolume);
PositionBankruptcyVolume = DWConverter.FromProtoDecimal(fundingMessage.PositionBankruptcyVolume);
BuyOrderQuantity = DWConverter.FromProtoDecimal(fundingMessage.BuyOrderQuantity);
SellOrderQuantity = DWConverter.FromProtoDecimal(fundingMessage.SellOrderQuantity);
Payout = DWConverter.FromProtoDecimal(fundingMessage.Payout);
PositionType = fundingMessage.PositionType;
PositionMarginChange = DWConverter.FromProtoDecimal(fundingMessage.PositionMarginChange);
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public OrderBookFullUpdateData(Message message)
{
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
OrderBookUpdatedMessage orderBookUpdatedMessage = message.OrderBookUpdatedMsg.Clone();
MarketId = message.MarketId;
AskUpdates = new List <Tuple <decimal, decimal> >();
BidUpdates = new List <Tuple <decimal, decimal> >();
Trades = new List <Tuple <decimal, decimal> >();
foreach (OrderBookEntryMessage trade in orderBookUpdatedMessage.Trades)
{
decimal price = DWConverter.FromProtoDecimal(trade.Price);
decimal quantity = DWConverter.FromProtoDecimal(trade.Quantity);
Tuple <decimal, decimal> tuple = new Tuple <decimal, decimal>(price, quantity);
Trades.Add(tuple);
}
foreach (OrderBookEntryMessage ask in orderBookUpdatedMessage.AskUpdates)
{
decimal price = DWConverter.FromProtoDecimal(ask.Price);
decimal quantity = DWConverter.FromProtoDecimal(ask.Quantity);
Tuple <decimal, decimal> tuple = new Tuple <decimal, decimal>(price, quantity);
AskUpdates.Add(tuple);
}
foreach (OrderBookEntryMessage bid in orderBookUpdatedMessage.BidUpdates)
{
decimal price = DWConverter.FromProtoDecimal(bid.Price);
decimal quantity = DWConverter.FromProtoDecimal(bid.Quantity);
Tuple <decimal, decimal> tuple = new Tuple <decimal, decimal>(price, quantity);
BidUpdates.Add(tuple);
}
LastFullTimestamp = DWConverter.FromLongDateTime(orderBookUpdatedMessage.LastFullTimestamp);
LastTradePrice = DWConverter.FromProtoDecimal(orderBookUpdatedMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(orderBookUpdatedMessage.LastTradeQuantity);
MarkPrice = DWConverter.FromProtoDecimal(orderBookUpdatedMessage.MarkPrice);
UpdateSerial = orderBookUpdatedMessage.UpdateSerial;
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Surce message.</param>
public MarketStateData(Message message)
{
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarketStateMessage marketStateMessage = message.MarketStateMsg.Clone();
MarketId = message.MarketId;
ContractValue = DWConverter.FromProtoDecimal(marketStateMessage.ContractValue);
DailyStats = new List <DailyStatisticsData>();
foreach (DailyStatisticsMessage dailyStats in marketStateMessage.DailyStats)
{
DailyStatisticsData stats = new DailyStatisticsData(dailyStats);
DailyStats.Add(stats);
}
EventTimestamp = DWConverter.FromLongDateTime(marketStateMessage.EventTimestamp);
FundingRate = DWConverter.FromProtoDecimal(marketStateMessage.FundingRate);
FundingTime = marketStateMessage.FundingTime;
LastTradePrice = DWConverter.FromProtoDecimal(marketStateMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(marketStateMessage.LastTradeQuantity);
NextFundingRate = DWConverter.FromProtoDecimal(marketStateMessage.NextFundingRate);
Ohlcvs = new List <OHLCVData>();
foreach (OHLCVMessage ohlcv in marketStateMessage.Ohlcvs)
{
OHLCVData ohlc = new OHLCVData(ohlcv);
Ohlcvs.Add(ohlc);
}
TickPrice = DWConverter.FromProtoDecimal(marketStateMessage.TickPrice);
TickValue = DWConverter.FromProtoDecimal(marketStateMessage.TickValue);
Trades = new List <Trade>();
foreach (TradeMessage trade in marketStateMessage.Trades)
{
Trade tTrade = new Trade(trade, SymbolsContainer.GetSymbol(MarketId));
Trades.Add(tTrade);
}
FundingInterval = marketStateMessage.FundingInterval;
PayoutPerContract = DWConverter.FromProtoDecimal(marketStateMessage.PayoutPerContract);
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public OrderBookData(Message message)
{
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
OrderBookMessage orderBookMessage = message.OrderBookMsg.Clone();
MarketId = message.MarketId;
MarkPrice = DWConverter.FromProtoDecimal(orderBookMessage.MarkPrice);
LastTradePrice = DWConverter.FromProtoDecimal(orderBookMessage.LastTradePrice);
Asks = new Dictionary <decimal, decimal>();
Bids = new Dictionary <decimal, decimal>();
foreach (OrderBookEntryMessage ask in orderBookMessage.Asks)
{
decimal price = DWConverter.FromProtoDecimal(ask.Price);
decimal quantity = DWConverter.FromProtoDecimal(ask.Quantity);
Asks.Add(price, quantity);
}
foreach (OrderBookEntryMessage bid in orderBookMessage.Bids)
{
decimal price = DWConverter.FromProtoDecimal(bid.Price);
decimal quantity = DWConverter.FromProtoDecimal(bid.Quantity);
Bids.Add(price, quantity);
}
LastTradeQuantity = DWConverter.FromProtoDecimal(orderBookMessage.LastTradeQuantity);
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public OrderFilledData(Message message)
{
OrderFilledMessage orderFilledMessage = message.OrderFilledMsg.Clone();
TraderId = message.TraderId;
ClientId = DWConverter.FromProtoUuid(message.ClientId);
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
Status = orderFilledMessage.Status;
AccumQuantity = DWConverter.FromProtoDecimal(orderFilledMessage.AccumQuantity);
BuyOrderQuantity = DWConverter.FromProtoDecimal(orderFilledMessage.BuyOrderQuantity);
SellOrderQuantity = DWConverter.FromProtoDecimal(orderFilledMessage.SellOrderQuantity);
PositionType = orderFilledMessage.PositionType;
PositionMargin = DWConverter.FromProtoDecimal(orderFilledMessage.PositionMargin);
OrderMargin = DWConverter.FromProtoDecimal(orderFilledMessage.OrderMargin);
TraderBalance = DWConverter.FromProtoDecimal(orderFilledMessage.TraderBalance);
TraderBalance2 = DWConverter.FromProtoDecimal(orderFilledMessage.TraderBalance2);
Pnl = DWConverter.FromProtoDecimal(orderFilledMessage.Pnl);
Upnl = DWConverter.FromProtoDecimal(orderFilledMessage.Upnl);
NewClientId = Status == OrderStatus.Partial ? DWConverter.FromProtoUuid(orderFilledMessage.NewClientId) : Guid.Empty;
BuyOrderMargin = DWConverter.FromProtoDecimal(orderFilledMessage.BuyOrderMargin);
DroppedQuantity = DWConverter.FromProtoDecimal(orderFilledMessage.DroppedQuantity);
Duration = orderFilledMessage.Duration;
LastTradePrice = DWConverter.FromProtoDecimal(orderFilledMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(orderFilledMessage.LastTradeQuantity);
Leverage = orderFilledMessage.Leverage;
MarkPrice = DWConverter.FromProtoDecimal(orderFilledMessage.MarkPrice);
OrderType = orderFilledMessage.OrderType;
PaidPrice = DWConverter.FromProtoDecimal(orderFilledMessage.PaidPrice);
PositionBankruptcyVolume = DWConverter.FromProtoDecimal(orderFilledMessage.PositionBankruptcyVolume);
PositionContracts = DWConverter.FromProtoDecimal(orderFilledMessage.PositionContracts);
PositionLiquidationVolume = DWConverter.FromProtoDecimal(orderFilledMessage.PositionLiquidationVolume);
PositionVolume = DWConverter.FromProtoDecimal(orderFilledMessage.PositionVolume);
Price = DWConverter.FromProtoDecimal(orderFilledMessage.Price);
Quantity = DWConverter.FromProtoDecimal(orderFilledMessage.Quantity);
RawTrades = new List <Trade>();
foreach (TradeMessage trade in orderFilledMessage.RawTrades)
{
Trade rawTrade = new Trade(trade, SymbolsContainer.GetSymbol(message.MarketId));
if (trade.TradeTimestamp == 0)
{
rawTrade.TradeTimeStamp = DWConverter.FromLongDateTime(message.Timestamp);
}
RawTrades.Add(rawTrade);
}
SellOrderMargin = DWConverter.FromProtoDecimal(orderFilledMessage.SellOrderMargin);
Side = orderFilledMessage.Side;
Trades = new List <Trade>();
foreach (TradeMessage trade in orderFilledMessage.Trades)
{
Trade tempTrade = new Trade(trade, SymbolsContainer.GetSymbol(message.MarketId));
if (trade.TradeTimestamp == 0)
{
tempTrade.TradeTimeStamp = DWConverter.FromLongDateTime(message.Timestamp);
}
Trades.Add(tempTrade);
}
OpenTime = DWConverter.FromLongDateTime(orderFilledMessage.OpenTime);
OrigClientId = DWConverter.FromProtoUuid(orderFilledMessage.OrigClientId);
OrigQuantity = DWConverter.FromProtoDecimal(orderFilledMessage.OrigQuantity);
}