public string GetLastExecutionDescription()
{
if (LastExecution == null)
{
return("None");
}
return(LastExecution.ToString());
}
protected virtual void ReadExecutions()
{
var query = $"select [side], [execType], [ordStatus], [ordType], [price], [stopPx], [leavesQty], [cumQty], [orderQty], [lastQty], [execID], [orderID], [timestamp] from [{ExecutionTable}] where [timestamp] > '{LastExecution.ToString(Const.DATETIME_FORMAT)}'";
var result = Database.Select(query).Rows;
Executions.Clear();
foreach (DataRow row in result)
{
var execution = new Execution(row);
Executions[execution.OrderId] = execution;
updateTimestamps(execution);
}
void updateTimestamps(Execution execution)
{
if (execution.Timestamp > LastExecution)
{
LastExecution = execution.Timestamp;
}
if (execution.OrdStatus == OrdStatus.Filled)
{
LastFills[(Side)execution.Side] = execution.Timestamp;
}
}
}