private OrderPartiallyFilled GenerateOrderPartiallyFilledEvent(ExecutionReport message) { var orderId = this.GetOrderId(message); var executionId = new ExecutionId(message.GetField(Tags.ExecID)); var positionIdBroker = new PositionIdBroker(message.GetField(FxcmTags.PosID)); var symbol = this.GetSymbol(message.GetField(Tags.Symbol)); var orderSide = FxcmMessageHelper.GetOrderSide(message.GetField(Tags.Side)); var filledQuantity = Quantity.Create(message.GetDecimal(Tags.CumQty)); var averagePrice = Price.Create(message.GetDecimal(Tags.AvgPx)); var quoteCurrency = this.GetQuoteCurrency(symbol, message.GetField(Tags.Currency)); var leavesQuantity = Quantity.Create(message.GetInt(Tags.LeavesQty)); var executionTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime)); return(new OrderPartiallyFilled( this.accountId, orderId, executionId, positionIdBroker, symbol, orderSide, filledQuantity, leavesQuantity, averagePrice, quoteCurrency, executionTime, this.NewGuid(), this.TimeNow())); }
private OrderWorking GenerateOrderWorkingEvent(ExecutionReport message) { var orderId = this.GetOrderId(message); var orderIdBroker = new OrderIdBroker(message.GetField(Tags.OrderID)); var symbol = this.GetSymbol(message.GetField(Tags.Symbol)); var orderSide = FxcmMessageHelper.GetOrderSide(message.GetField(Tags.Side)); var orderType = FxcmMessageHelper.GetOrderType(message.GetField(Tags.OrdType)); var quantity = Quantity.Create(message.GetDecimal(Tags.OrderQty)); var price = FxcmMessageHelper.GetOrderPrice(orderType, message); var timeInForce = FxcmMessageHelper.GetTimeInForce(message.GetField(Tags.TimeInForce)); var expireTime = FxcmMessageHelper.GetExpireTime(message); var workingTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime)); return(new OrderWorking( this.accountId, orderId, orderIdBroker, symbol, orderSide, orderType, quantity, price, timeInForce, expireTime, workingTime, this.NewGuid(), this.TimeNow())); }