public Task OrderHistory(Order order, OrderUpdateType orderUpdateType, string activitiesMetadata = null)
{
var relatedOrders = new List <Order>();
foreach (var relatedOrderInfo in order.RelatedOrders)
{
if (_orderReader.TryGetOrderById(relatedOrderInfo.Id, out var relatedOrder))
{
relatedOrders.Add(relatedOrder);
}
}
var historyEvent = new OrderHistoryEvent
{
OrderSnapshot = order.ConvertToContract(relatedOrders),
Timestamp = _dateService.Now(),
Type = orderUpdateType.ToType <OrderHistoryTypeContract>(),
ActivitiesMetadata = activitiesMetadata
};
return(TryProduceMessageAsync(_settings.RabbitMqQueues.OrderHistory.ExchangeName, historyEvent));
}
public async Task OrderHistory(Order order, OrderUpdateType orderUpdateType, string activitiesMetadata = null)
{
throw new System.NotImplementedException();
}
public Task OrderHistory(IOrder order, OrderUpdateType orderUpdateType)
{
return(TryProduceMessageAsync(_settings.RabbitMqQueues.OrderHistory.ExchangeName, order.ToFullContract(orderUpdateType)));
}
public static OrderFullContract ToFullContract(this IOrder src, OrderUpdateType orderUpdateType)
{
var orderContract = new OrderFullContract
{
Id = src.Id,
Code = src.Code,
ClientId = src.ClientId,
AccountId = src.AccountId,
TradingConditionId = src.TradingConditionId,
AccountAssetId = src.AccountAssetId,
Instrument = src.Instrument,
Type = src.GetOrderType().ToType <OrderDirectionContract>(),
CreateDate = src.CreateDate,
OpenDate = src.OpenDate,
CloseDate = src.CloseDate,
ExpectedOpenPrice = src.ExpectedOpenPrice,
OpenPrice = src.OpenPrice,
ClosePrice = src.ClosePrice,
QuoteRate = src.GetFplRate(),
MarginRate = src.GetMarginRate(),
AssetAccuracy = src.AssetAccuracy,
Volume = src.Volume,
TakeProfit = src.TakeProfit,
StopLoss = src.StopLoss,
CommissionLot = src.CommissionLot,
OpenCommission = src.GetOpenCommission(),
CloseCommission = src.GetCloseCommission(),
SwapCommission = src.SwapCommission,
EquivalentAsset = src.EquivalentAsset,
OpenPriceEquivalent = src.OpenPriceEquivalent,
ClosePriceEquivalent = src.ClosePriceEquivalent,
OpenExternalOrderId = src.OpenExternalOrderId,
OpenExternalProviderId = src.OpenExternalProviderId,
CloseExternalOrderId = src.CloseExternalOrderId,
CloseExternalProviderId = src.CloseExternalProviderId,
StartClosingDate = src.StartClosingDate,
Status = src.Status.ToType <OrderStatusContract>(),
CloseReason = src.CloseReason.ToType <OrderCloseReasonContract>(),
FillType = src.FillType.ToType <OrderFillTypeContract>(),
RejectReason = src.RejectReason.ToType <OrderRejectReasonContract>(),
RejectReasonText = src.RejectReasonText,
Comment = src.Comment,
MatchedVolume = src.GetMatchedVolume(),
MatchedCloseVolume = src.GetMatchedCloseVolume(),
PnL = src.GetTotalFpl(),
Fpl = src.GetFpl(),
InterestRateSwap = src.GetSwaps(),
MarginInit = src.GetMarginInit(),
MarginMaintenance = src.GetMarginMaintenance(),
OrderUpdateType = orderUpdateType.ToType <OrderUpdateTypeContract>(),
MatchingEngineMode = src.MatchingEngineMode.ToType <MatchingEngineModeContract>(),
LegalEntity = src.LegalEntity,
};
foreach (var order in src.MatchedOrders)
{
orderContract.MatchedOrders.Add(order.ToBackendContract());
}
foreach (var order in src.MatchedCloseOrders)
{
orderContract.MatchedCloseOrders.Add(order.ToBackendContract());
}
return(orderContract);
}
