private void OnEventReceived(Event data)
{
#if DEBUG
Console.Out.Write("---- On Event Received ----");
Console.Out.Write(data.transaction);
#endif
if (data.transaction != null)
{
if (data.transaction.type == "ORDER_FILLED")
{
var qcOrder = _orderProvider.GetOrderByBrokerageId(data.transaction.orderId);
const int orderFee = 0;
var fill = new OrderEvent(qcOrder, DateTime.UtcNow, orderFee, "Oanda Fill Event")
{
Status = OrderStatus.Filled,
FillPrice = (decimal)data.transaction.price,
FillQuantity = data.transaction.units
};
// flip the quantity on sell actions
if (qcOrder.Direction == OrderDirection.Sell)
{
fill.FillQuantity *= -1;
}
OnOrderEvent(fill);
}
}
}
/// <summary>
/// Gets the order by its brokerage id
/// </summary>
/// <param name="orderProvider">The order provider to search</param>
/// <param name="brokerageId">The brokerage id to fetch</param>
/// <returns>The first order matching the brokerage id, or null if no match is found</returns>
public static Order GetOrderByBrokerageId(this IOrderProvider orderProvider, long brokerageId)
{
return(orderProvider.GetOrderByBrokerageId(brokerageId.ToStringInvariant()));
}
/// <summary>
/// Gets the order by its brokerage id
/// </summary>
/// <param name="orderProvider">The order provider to search</param>
/// <param name="brokerageId">The brokerage id to fetch</param>
/// <returns>The first order matching the brokerage id, or null if no match is found</returns>
public static Order GetOrderByBrokerageId(this IOrderProvider orderProvider, int brokerageId)
{
return(orderProvider.GetOrderByBrokerageId(brokerageId.ToString()));
}
