public static Order CreateOrder(ActionSide action, OrderType orderType
, double limitPrice, double auxPrice, int quantity, bool outRth, int parentId)
{
var order = new Order
{
Action = EnumDescConverter.GetEnumDescription(action),
OutsideRth = false,
LmtPrice = limitPrice,
OrderType = EnumDescConverter.GetEnumDescription(orderType),
TotalQuantity = quantity,
ParentId = parentId,
};
return(order);
}
public void Convert()
{
base.Time = DateTime.ToUniversalTime().ToString("yyyyMMdd-HH:mm:ss", CultureInfo.InvariantCulture);
base.SecType = EnumDescConverter.GetEnumDescription(SecurityType);
base.Side = EnumDescConverter.GetEnumDescription(ActionSide);
}