public DbPrivateExecution(BfProductCode productCode, BfaPrivateExecution exec)
{
ProductCode = productCode;
ExecutionId = exec.ExecutionId;
Side = exec.Side;
Price = exec.Price;
Size = exec.Size;
if (exec.Side == BfTradeSide.Sell)
{
Amount = (exec.Price * exec.Size).Truncate(productCode.GetPriceDecimals());
}
else
{
Amount = (exec.Price * exec.Size).Ceiling(productCode.GetPriceDecimals());
}
ChildOrderId = exec.ChildOrderId;
ChildOrderAcceptanceId = exec.ChildOrderAcceptanceId;
Commission = exec.Commission;
ExecutedTime = exec.ExecutedTime;
}
public DbPrivateExecution(BfProductCode productCode, BfChildOrderEvent coe)
{
ProductCode = productCode;
ExecutionId = coe.ExecutionId;
Side = coe.Side;
Price = coe.Price;
Size = coe.Size;
if (coe.Side == BfTradeSide.Sell)
{
Amount = (coe.Price * coe.Size).Truncate(productCode.GetPriceDecimals());
}
else
{
Amount = (coe.Price * coe.Size).Ceiling(productCode.GetPriceDecimals());
}
ChildOrderId = coe.ChildOrderId;
ChildOrderAcceptanceId = coe.ChildOrderAcceptanceId;
Commission = coe.Commission;
ExecutedTime = coe.EventDate;
SwapForDifference = coe.SwapForDifference;
}