private Order Convert(DSX.Order x, SymbolInformation si, IEnumerable <DSX.Deal> deals = null)
{
var orderPrice = x.rate;
if (x.orderType == "market" && deals != null)
{
// calc. average price using deals.
decimal totalQuote = 0m;
foreach (var deal in deals)
{
totalQuote += deal.volume * deal.rate;
}
if (totalQuote > decimal.Zero)
{
orderPrice = totalQuote / (x.volume - x.remainingVolume);
orderPrice = Math.Round(orderPrice, si.PriceDecimals);
}
}
return(new Order(si)
{
Price = orderPrice,
Quantity = x.volume,
ExecutedQuantity = x.volume - x.remainingVolume,
Side = x.type == "buy" ? TradeSide.Buy : TradeSide.Sell,
Status = Code2OrderStatus(x.status),
Created = x.timestampCreated.FromUnixSeconds(),
Updated = x.timestampCreated.FromUnixSeconds(),
Type = x.orderType,
OrderId = x.id.ToString()
});
}
private Order Convert(DSX.Order x)
{
var orderPrice = x.rate;
SymbolInformation si = GetSymbolInformation(x.pair);
return(new Order(si)
{
Price = orderPrice,
Quantity = x.volume,
ExecutedQuantity = x.volume - x.remainingVolume,
Side = x.type == "buy" ? TradeSide.Buy : TradeSide.Sell,
Status = Code2OrderStatus(x.status),
Created = x.timestampCreated.FromUnixSeconds(),
Updated = x.timestampCreated.FromUnixSeconds(),
Type = x.orderType,
OrderId = x.id.ToString()
});
}
