/// <summary>
/// Initializes a new instance of the ExecutionReport class.
/// </summary>
/// <param name="type">A trade direction. Possible values include:
/// 'Unknown', 'Buy', 'Sell'</param>
/// <param name="time">Transaction time</param>
/// <param name="price">An actual price of the execution or
/// order</param>
/// <param name="volume">Trade volume</param>
/// <param name="fee">Execution fee</param>
/// <param name="success">Indicates that operation was
/// successful</param>
/// <param name="executionStatus">Current status of the order. Possible
/// values include: 'Unknown', 'Fill', 'PartialFill', 'Cancelled',
/// 'Rejected', 'New', 'Pending'</param>
/// <param name="failureType">Possible values include: 'None',
/// 'Unknown', 'ExchangeError', 'ConnectorError',
/// 'InsufficientFunds'</param>
/// <param name="orderType">A type of the order. Possible values
/// include: 'Unknown', 'Market', 'Limit'</param>
/// <param name="execType">A type of the execution. ExecType = Trade
/// means it is an execution, otherwise it is an order. Possible values
/// include: 'Unknown', 'New', 'PartialFill', 'Fill', 'DoneForDay',
/// 'Cancelled', 'Replace', 'PendingCancel', 'Stopped', 'Rejected',
/// 'Suspended', 'PendingNew', 'Calculated', 'Expired', 'Restarted',
/// 'PendingReplace', 'Trade', 'TradeCorrect', 'TradeCancel',
/// 'OrderStatus'</param>
/// <param name="clientOrderId">A client assigned ID of the
/// order</param>
/// <param name="exchangeOrderId">An exchange assigned ID of the
/// order</param>
/// <param name="instrument">An instrument description</param>
/// <param name="feeCurrency">Fee currency</param>
/// <param name="message">An arbitrary message from the exchange
/// related to the execution|order</param>
public ExecutionReport(
TradeType type,
DateTime time,
double price,
double volume,
double fee,
bool success,
OrderExecutionStatus executionStatus,
OrderStatusUpdateFailureType failureType,
OrderType orderType,
ExecType execType,
string clientOrderId = null,
string exchangeOrderId = null,
Instrument instrument = null,
string feeCurrency = null,
string message = null)
{
this.ClientOrderId = clientOrderId;
this.ExchangeOrderId = exchangeOrderId;
this.Instrument = instrument;
this.Type = type;
this.Time = time;
this.Price = price;
this.Volume = volume;
this.Fee = fee;
this.FeeCurrency = feeCurrency;
this.Success = success;
this.ExecutionStatus = executionStatus;
this.FailureType = failureType;
this.Message = message;
this.OrderType = orderType;
this.ExecType = execType;
}
/// <summary>
/// Initializes a new instance of the ExecutionReport class.
/// </summary>
/// <param name="type">A trade direction. Possible values include:
/// 'Unknown', 'Buy', 'Sell'</param>
/// <param name="time">Transaction time</param>
/// <param name="price">An actual price of the execution or
/// order</param>
/// <param name="volume">Trade volume</param>
/// <param name="fee">Execution fee</param>
/// <param name="success">Indicates that operation was
/// successful</param>
/// <param name="executionStatus">Current status of the order. Possible
/// values include: 'Unknown', 'Fill', 'PartialFill', 'Cancelled',
/// 'Rejected', 'New', 'Pending'</param>
/// <param name="failureType">Possible values include: 'None',
/// 'Unknown', 'ExchangeError', 'ConnectorError',
/// 'InsufficientFunds'</param>
/// <param name="orderType">A type of the order. Possible values
/// include: 'Unknown', 'Market', 'Limit'</param>
/// <param name="execType">A type of the execution. ExecType = Trade
/// means it is an execution, otherwise it is an order. Possible values
/// include: 'Unknown', 'New', 'PartialFill', 'Fill', 'DoneForDay',
/// 'Cancelled', 'Replace', 'PendingCancel', 'Stopped', 'Rejected',
/// 'Suspended', 'PendingNew', 'Calculated', 'Expired', 'Restarted',
/// 'PendingReplace', 'Trade', 'TradeCorrect', 'TradeCancel',
/// 'OrderStatus'</param>
/// <param name="clientOrderId">A client assigned ID of the
/// order</param>
/// <param name="exchangeOrderId">An exchange assigned ID of the
/// order</param>
/// <param name="instrument">An instrument description</param>
/// <param name="feeCurrency">Fee currency</param>
/// <param name="message">An arbitrary message from the exchange
/// related to the execution|order</param>
public ExecutionReport(TradeType type, System.DateTime time, double price, double volume, double fee, bool success, OrderExecutionStatus executionStatus, OrderStatusUpdateFailureType failureType, OrderType orderType, ExecType execType, string clientOrderId = default(string), string exchangeOrderId = default(string), Instrument instrument = default(Instrument), string feeCurrency = default(string), string message = default(string))
{
ClientOrderId = clientOrderId;
ExchangeOrderId = exchangeOrderId;
Instrument = instrument;
Type = type;
Time = time;
Price = price;
Volume = volume;
Fee = fee;
FeeCurrency = feeCurrency;
Success = success;
ExecutionStatus = executionStatus;
FailureType = failureType;
Message = message;
OrderType = orderType;
ExecType = execType;
CustomInit();
}
internal static string ToSerializedValue(this OrderStatusUpdateFailureType value)
{
switch (value)
{
case OrderStatusUpdateFailureType.None:
return("None");
case OrderStatusUpdateFailureType.Unknown:
return("Unknown");
case OrderStatusUpdateFailureType.ExchangeError:
return("ExchangeError");
case OrderStatusUpdateFailureType.ConnectorError:
return("ConnectorError");
case OrderStatusUpdateFailureType.InsufficientFunds:
return("InsufficientFunds");
}
return(null);
}
