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;
}
private void OnExecutionData(ExecutionDataMessage message)
{
var execution = Execution.FromMessage(message, this.accountName);
this.executions.Add(execution);
this.ExecutionAdded(this, new ExecutionAddedEventArgs{Execution = execution});
}
private void OnExecutionData(ExecutionDataMessage message)
{
this.executions.Add(Execution.FromMessage(message, this.account));
}