public static ExecutionReport OrderToTrade(Order order)
{
var execTime = order.TransactTime ?? DateTime.UtcNow;
var execPrice = (decimal)(order.AvgPx ?? 0);
var execVolume = (decimal)(order.CumQty ?? 0);
var tradeType = ConvertTradeType(order.Side);
var status = ConvertExecutionStatus(order.OrdStatus);
var instr = GetInstrument();
return(new ExecutionReport(instr, execTime, execPrice, execVolume, tradeType, order.OrderID, status)
{
ClientOrderId = order.ClOrdID,
Message = order.Text,
Success = true,
OrderType = ConvertOrderType(order.OrdType),
ExecType = ExecType.Trade,
FailureType = OrderStatusUpdateFailureType.None
});
}
public static ExecutionReport OrderToTrade(Order order)
{
var execTime = order.TransactTime ?? DateTime.UtcNow;
var execPrice = (decimal)(order.AvgPx ?? 0);
var execVolume = (decimal)(order.CumQty ?? 0);
var tradeType = ConvertTradeType(order.Side);
var status = ConvertExecutionStatus(order.OrdStatus);
// var instr = ConvertSymbolFromBitMexToLykke(order.Symbol, configuration);
var instr = new Instrument(BitMexExchange.Name, "USDBTC"); //HACK Hard code!
return(new ExecutionReport(instr, execTime, execPrice, execVolume, tradeType, order.OrderID, status)
{
ClientOrderId = order.ClOrdID,
Message = order.Text,
Success = true,
OrderType = ConvertOrderType(order.OrdType),
ExecType = ExecType.Trade,
FailureType = OrderStatusUpdateFailureType.None
});
}
