public static LimitOrder CreateLimit(this MatchedOrder order, string instrument, OrderDirection direction)
{
return(new LimitOrder
{
MarketMakerId = order.MarketMakerId,
Instrument = instrument,
Price = order.Price,
Volume = direction == OrderDirection.Buy ? order.LimitOrderLeftToMatch : -order.LimitOrderLeftToMatch
});
}
public static MatchedOrder Create(MatchedOrder src)
{
return(new MatchedOrder
{
OrderId = src.OrderId,
MarketMakerId = src.MarketMakerId,
LimitOrderLeftToMatch = src.LimitOrderLeftToMatch,
Volume = src.Volume,
Price = src.Price,
ClientId = src.ClientId,
MatchedDate = src.MatchedDate
});
}