internal void OnOrderRejected(OrderRejectionResponse message)
{
if (OrderRejected == null)
return;
var o = message.Order;
var order = new Order(o.UserID, o.Symbol, o.Quantity, DataConverter.ToClientOrderType(o.OrderType),
o.OrderSide.ToClientSide(), o.Commission, o.AvgFillPrice, o.OpenDate,
DataConverter.ToClientTIF(o.TimeInForce))
{
CurrentPrice = o.CurrentPrice,
SLOffset = o.SLOffset,
TPOffset = o.TPOffset,
ProfitPips = o.PipProfit,
Profit = o.Profit,
FilledQuantity = o.FilledQuantity,
BrokerName = o.BrokerName,
AccountId = o.AccountId,
BrokerID = o.BrokerID,
ServerSide = o.ServerSide
};
OrderRejected(this, new EventArgs<Order, string>(order, message.Msg));
}
internal void OnHistoricalOrder(HistoricalOrderResponse message)
{
if (NewHistoricalOrder == null)
return;
var order = message.HistoricalOrder;
var status = order.FilledQuantity > 0 ? Status.Filled : Status.Canceled;
var historicalOrder = new Order(order.UserID, order.Symbol, status == Status.Filled ? order.FilledQuantity : order.CancelledQuantity,
DataConverter.ToClientOrderType(order.OrderType), order.OrderSide.ToClientSide(), order.Commission,
status == Status.Filled ? order.AvgFillPrice : order.Price, order.OpenDate, DataConverter.ToClientTIF(order.TimeInForce))
{
OrderStatus = status,
BrokerName = order.BrokerName,
AccountId = order.AccountId,
BrokerID = order.BrokerID,
ServerSide = order.ServerSide,
OpeningQty = order.OpeningQty,
ClosingQty = order.ClosingQty
};
NewHistoricalOrder?.Invoke(this, new EventArgs<string, Order>(message.AccountID, historicalOrder));
}
