private static OrderExecutionStatus ConvertExecutionStatus(Order order)
{
if (order.IsCancelled)
{
return(OrderExecutionStatus.Cancelled);
}
if (order.IsLive)
{
return(OrderExecutionStatus.New);
}
return(OrderExecutionStatus.Fill);
}
private ExecutionReport OrderToTrade(Order order)
{
var id = order.Id;
var execTime = order.Timestamp;
var execPrice = order.Price;
var execVolume = order.ExecutedAmount;
var tradeType = BitfinexModelConverter.ConvertTradeType(order.Side);
var status = ConvertExecutionStatus(order);
var instr = _modelConverter.ExchangeSymbolToLykkeInstrument(order.Symbol);
return(new ExecutionReport(instr, execTime, execPrice, execVolume, tradeType, id, status)
{
ExecType = ExecType.Trade,
Success = true,
FailureType = OrderStatusUpdateFailureType.None
});
}
