internal void OnHistoricalOrdersList(HistoricalOrdersListResponse message)
{
if (HistoricalOrdersAdded == null)
return;
var orders = new List<Order>();
foreach (var order in message.HistoricalOrders)
{
try
{
var status = order.FilledQuantity > 0 ? Status.Filled : Status.Canceled;
orders.Add(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,
OpeningQty = order.OpeningQty,
ClosingQty = order.ClosingQty,
ServerSide = order.ServerSide
});
}
catch (Exception ex)
{
Logger.Error(ex, "Failed to parse historical order");
}
}
HistoricalOrdersAdded(this, new EventArgs<List<Order>>(orders));
}
protected override void ExecuteCommand(OrdersListRequest request)
{
var count = Math.Max(Math.Min(request.CountPerSymbol, 10000), 1);
var response = new HistoricalOrdersListResponse
{
HistoricalOrders = Core.OMS.GetOrdersHistory(request.User, count, request.Skip),
User = request.User
};
PushResponse(response);
}
