public DealerOrder(
IFinancialInstrument instrument,
string reddeerTradeId,
string tradeId,
DateTime?placedDate,
DateTime?bookedDate,
DateTime?amendedDate,
DateTime?rejectedDate,
DateTime?cancelledDate,
DateTime?filledDate,
DateTime?createdDate,
string traderId,
string dealerName,
string notes,
string tradeCounterParty,
OrderTypes orderType,
OrderDirections orderDirection,
Currency currency,
Currency settlementCurrency,
OrderCleanDirty cleanDirty,
decimal?accumulatedInterest,
string dealerOrderVersion,
string dealerOrderVersionLinkId,
string dealerOrderGroupId,
Money?limitPrice,
Money?averageFillPrice,
decimal?orderedVolume,
decimal?filledVolume,
decimal?optionStrikePrice,
DateTime?optionExpirationDate,
OptionEuropeanAmerican tradeOptionEuropeanAmerican)
: base(placedDate, bookedDate, amendedDate, rejectedDate, cancelledDate, filledDate)
{
this.Instrument = instrument ?? throw new ArgumentNullException(nameof(instrument));
this.ReddeerDealerOrderId = reddeerTradeId ?? string.Empty;
this.DealerOrderId = tradeId ?? string.Empty;
this.CreatedDate = createdDate;
this.DealerId = traderId ?? string.Empty;
this.DealerName = dealerName ?? string.Empty;
this.Notes = notes ?? string.Empty;
this.DealerCounterParty = tradeCounterParty ?? string.Empty;
this.OrderType = orderType;
this.OrderDirection = orderDirection;
this.Currency = currency;
this.SettlementCurrency = settlementCurrency;
this.CleanDirty = cleanDirty;
this.AccumulatedInterest = accumulatedInterest;
this.DealerOrderVersion = dealerOrderVersion;
this.DealerOrderVersionLinkId = dealerOrderVersionLinkId;
this.DealerOrderGroupId = dealerOrderGroupId;
this.LimitPrice = limitPrice;
this.AverageFillPrice = averageFillPrice;
this.OrderedVolume = orderedVolume;
this.FilledVolume = filledVolume;
this.OptionStrikePrice = optionStrikePrice;
this.OptionExpirationDate = optionExpirationDate;
this.OptionEuropeanAmerican = tradeOptionEuropeanAmerican;
}
public Order(
FinancialInstrument instrument,
Market market,
int?reddeerOrderId,
string orderId,
DateTime?created,
string orderVersion,
string orderVersionLinkId,
string orderGroupId,
DateTime?placedDate,
DateTime?bookedDate,
DateTime?amendedDate,
DateTime?rejectedDate,
DateTime?cancelledDate,
DateTime?filledDate,
OrderTypes orderType,
OrderDirections orderDirection,
Currency orderCurrency,
Currency?orderSettlementCurrency,
OrderCleanDirty orderCleanDirty,
decimal?orderAccumulatedInterest,
Money?orderLimitPrice,
Money?orderAverageFillPrice,
decimal?orderOrderedVolume,
decimal?orderFilledVolume,
string orderTraderId,
string orderTraderName,
string orderClearingAgent,
string orderDealingInstructions,
IOrderBroker orderBroker,
Money?orderOptionStrikePrice,
DateTime?orderOptionExpirationDate,
OptionEuropeanAmerican orderOptionEuropeanAmerican,
IReadOnlyCollection <DealerOrder> trades)
: base(placedDate, bookedDate, amendedDate, rejectedDate, cancelledDate, filledDate)
{
// keys
this.Instrument = instrument ?? throw new ArgumentNullException(nameof(instrument));
this.Market = market ?? throw new ArgumentNullException(nameof(market));
this.ReddeerOrderId = reddeerOrderId;
this.OrderId = orderId ?? string.Empty;
// versioning
this.OrderVersion = orderVersion ?? string.Empty;
this.OrderVersionLinkId = orderVersionLinkId ?? string.Empty;
this.OrderGroupId = orderGroupId ?? string.Empty;
// dates
this.CreatedDate = created;
// order fundamentals
this.OrderType = orderType;
this.OrderDirection = orderDirection;
this.OrderCurrency = orderCurrency;
this.OrderSettlementCurrency = orderSettlementCurrency;
this.OrderCleanDirty = orderCleanDirty;
this.OrderAccumulatedInterest = orderAccumulatedInterest;
this.OrderLimitPrice = orderLimitPrice;
this.OrderAverageFillPrice = orderAverageFillPrice;
this.OrderOrderedVolume = orderOrderedVolume;
this.OrderFilledVolume = orderFilledVolume;
this.OrderBroker = orderBroker;
// order trader and post trade
this.OrderTraderId = orderTraderId ?? string.Empty;
this.OrderTraderName = orderTraderName ?? string.Empty;
this.OrderClearingAgent = orderClearingAgent ?? string.Empty;
this.OrderDealingInstructions = orderDealingInstructions ?? string.Empty;
// options
this.OrderOptionStrikePrice = orderOptionStrikePrice;
this.OrderOptionExpirationDate = orderOptionExpirationDate;
this.OrderOptionEuropeanAmerican = orderOptionEuropeanAmerican;
// associated dealer orders
this.DealerOrders = trades ?? new DealerOrder[0];
}
