private static OrderExecutionStatus ConvertExecutionStatus(Order order) { if (order.IsCancelled) { return(OrderExecutionStatus.Cancelled); } if (order.IsLive) { return(OrderExecutionStatus.New); } return(OrderExecutionStatus.Fill); }
private ExecutionReport OrderToTrade(Order order) { var id = order.Id; var execTime = order.Timestamp; var execPrice = order.Price; var execVolume = order.ExecutedAmount; var tradeType = BitfinexModelConverter.ConvertTradeType(order.Side); var status = ConvertExecutionStatus(order); var instr = _modelConverter.ExchangeSymbolToLykkeInstrument(order.Symbol); return(new ExecutionReport(instr, execTime, execPrice, execVolume, tradeType, id, status) { ExecType = ExecType.Trade, Success = true, FailureType = OrderStatusUpdateFailureType.None }); }