public ExecutionReport OrderToTrade(GdaxOrderResponse order)
{
var id = order.Id;
var execTime = order.CreatedAt;
var execPrice = order.Price;
var execVolume = order.ExecutedValue;
var tradeType = GdaxOrderSideToTradeType(order.Side);
var status = GdaxOrderStatusToExecutionStatus(order);
var instr = ExchangeSymbolToLykkeInstrument(order.ProductId);
return(new ExecutionReport(instr, execTime, execPrice, execVolume,
tradeType, id.ToString(), status));
}
public OrderExecutionStatus GdaxOrderStatusToExecutionStatus(GdaxOrderResponse order)
{
switch (order.Status)
{
case "open":
return(OrderExecutionStatus.New);
case "pending":
return(OrderExecutionStatus.Pending);
case "active": // Is this correct - Investigate
return(OrderExecutionStatus.PartialFill);
case "cancelled": // do we have such status? Investigate
return(OrderExecutionStatus.Cancelled);
case "done":
return(OrderExecutionStatus.Fill);
}
return(OrderExecutionStatus.Unknown);
}
