public ExecutionView(Execution execution)
{
this.Symbol = execution.Contract.Symbol;
this.Id = execution.Id;
this.Account = execution.Account;
this.Buy = execution.Buy;
this.Exchange = execution.Exchange;
this.OrderId = execution.OrderId;
this.AveragePrice = execution.AveragePrice;
this.Price = execution.Price;
this.CumQuantity = execution.CumQuantity;
this.Quantity = execution.Quantity;
this.Time = execution.Time;
}
internal static Execution FromMessage(ExecutionDataMessage message, string account)
{
var executionTime = DateTime.ParseExact(message.ExecutionTime, "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture);
var execution = new Execution
{
Account = account,
Buy = message.Side == "BOT",
Exchange = message.ExecutionExchange,
Id = message.ExecutionId,
OrderId = message.OrderId,
Price = message.Price,
AveragePrice = message.AveragePrice,
CumQuantity = message.CumQty,
Quantity = message.Shares,
Time = executionTime,
Contract = Contract.FromExecutionDataMessage(message)
};
return execution;
}