private static bool IsExecutionForOrder(Order.Order order, Execution execution)
{
return order.Quantity.CompareTo(0) == execution.Quantity.CompareTo(0) ||
order.Quantity.CompareTo(0) == execution.CancelledQuantity.CompareTo(0);
}
private void OnSessionOrderExecuted(Execution execution)
{
var transactionId = TryParseTransactionId(execution.Order.InstructionId);
if (transactionId == null)
return;
SendOutMessage(new ExecutionMessage
{
SecurityId = new SecurityId { Native = execution.Order.InstrumentId },
OriginalTransactionId = transactionId.Value,
TradeId = execution.ExecutionId,
TradePrice = execution.Price,
TradeVolume = execution.Quantity.Abs(),
ExecutionType = ExecutionTypes.Transaction,
Side = execution.Order.Quantity > 0 ? Sides.Buy : Sides.Sell,
Commission = execution.Order.Commission,
ServerTime = CurrentTime.Convert(TimeZoneInfo.Utc)
});
}
public bool Equals(Execution other)
{
if (ReferenceEquals(null, other)) return false;
if (ReferenceEquals(this, other)) return true;
return other._exceutionId == _exceutionId && other._price == _price && other._quantity == _quantity && Equals(other._order, _order) && other._cancelledQuantity == _cancelledQuantity;
}