/// <summary>
/// Converts an FXCM order duration to QuantConnect order duration
/// </summary>
private static OrderDuration ConvertDuration(ITimeInForce timeInForce)
{
if (timeInForce == TimeInForceFactory.GOOD_TILL_CANCEL)
return OrderDuration.GTC;
if (timeInForce == TimeInForceFactory.DAY)
return (OrderDuration)1; //.Day;
throw new ArgumentOutOfRangeException();
}