protected override FilledOrder Build()
{
UnvalidatedFilledOrder unvalidatedOrder = new UnvalidatedFilledOrder(Symbol, (float)FilledPrice, Instruction, OrderType, (float)Limit, Quantity, Time);
FilledOrder? existingOrder = Database.GetTodaysFilledOrders().FirstOrDefault(order => unvalidatedOrder.StrictEquals(order));
if (existingOrder != null)
{
return(existingOrder);
}
else
{
bool isValid = MarketDataClient.ValidateWithinTodaysRangeAndGetQuote(unvalidatedOrder, out OptionQuote? quote);
if (isValid)
{
return(new FilledOrder(unvalidatedOrder, quote));
}
else
{
Log.Information("Found invalid symbol/price in parsed order: Symbol {Symbol}. Builder {@Builder}", Symbol, this);
return(BuildModelFromSimilarUsedSymbol());
}
}
}
public bool ValidateWithinTodaysRangeAndGetQuote(UnvalidatedFilledOrder order, out OptionQuote?quote)
{
return(ValidateWithinTodaysRangeAndGetQuote(order.Symbol, order.Price, out quote));
}
