public BfxExecution(BfaPrivateExecution exec)
{
Id = exec.ExecutionId;
Time = exec.ExecutedTime;
Price = exec.Price;
Size = exec.Size;
Commission = exec.Commission;
OrderId = exec.ChildOrderId;
}
public void InsertIfNotExits(BfProductCode productCode, BfaPrivateExecution exec)
{
var rec = GetExecutions().Where(e => e.ExecutionId == exec.ExecutionId).FirstOrDefault();
if (rec == default)
{
Executions.Add(new DbPrivateExecution(productCode, exec));
}
}
public BfExecution(BfaPrivateExecution exec)
{
ExecutionId = exec.ExecutionId;
Side = exec.Side;
Price = exec.Price;
Size = exec.Size;
ExecutedTime = exec.ExecutedTime;
ChildOrderAcceptanceId = exec.ChildOrderAcceptanceId;
ChildOrderId = exec.ChildOrderId;
Commission = exec.Commission;
}
public DbPrivateExecution(BfProductCode productCode, BfaPrivateExecution exec)
{
ProductCode = productCode;
ExecutionId = exec.ExecutionId;
Side = exec.Side;
Price = exec.Price;
Size = exec.Size;
if (exec.Side == BfTradeSide.Sell)
{
Amount = (exec.Price * exec.Size).Truncate(productCode.GetPriceDecimals());
}
else
{
Amount = (exec.Price * exec.Size).Ceiling(productCode.GetPriceDecimals());
}
ChildOrderId = exec.ChildOrderId;
ChildOrderAcceptanceId = exec.ChildOrderAcceptanceId;
Commission = exec.Commission;
ExecutedTime = exec.ExecutedTime;
}
