public BitfinexExecutionHarvester(IBitfinexWebSocketSubscriber socketSubscriber,
BitfinexModelConverter bitfinexModelConverter,
IHandler <ExecutionReport> handler,
ILog log
)
{
_socketSubscriber = socketSubscriber;
_bitfinexModelConverter = bitfinexModelConverter;
_handler = handler;
_log = log;
}
private ExecutionReport OrderToTrade(Order order)
{
var id = order.Id;
var execTime = order.Timestamp;
var orderPrice = order.Price;
var originalVolume = order.OriginalAmount;
var tradeType = BitfinexModelConverter.ConvertTradeType(order.TradeType);
var status = order.ConvertOrderStatus();
return(new ExecutionReport(new Instrument(order.Symbol), execTime, orderPrice, originalVolume, order.ExecutedAmount, tradeType, id, status, order.OrderType, order.AvgExecutionPrice)
{
ExecType = ExecType.Trade,
Success = true,
FailureType = OrderStatusUpdateFailureType.None,
RemainingVolume = order.RemainingAmount,
});
}
public BitfinexExchange(
BitfinexAdapterSettings configuration,
ILimitOrderRepository snapshotStorage,
string xApiKey,
string apiKey,
string secret,
ILog log)
: base(Constants.BitfinexExchangeName, configuration, log)
{
_modelConverter = new BitfinexModelConverter(configuration);
var credenitals = new BitfinexServiceClientCredentials(apiKey, secret);
_snapshotStorage = snapshotStorage;
_xApiKey = xApiKey;
_exchangeApi = new BitfinexApi(credenitals, log)
{
BaseUri = new Uri(configuration.EndpointUrl)
};
}
