private OrderPartiallyFilled GenerateOrderPartiallyFilledEvent(ExecutionReport message)
{
var orderId = this.GetOrderId(message);
var executionId = new ExecutionId(message.GetField(Tags.ExecID));
var positionIdBroker = new PositionIdBroker(message.GetField(FxcmTags.PosID));
var symbol = this.GetSymbol(message.GetField(Tags.Symbol));
var orderSide = FxcmMessageHelper.GetOrderSide(message.GetField(Tags.Side));
var filledQuantity = Quantity.Create(message.GetDecimal(Tags.CumQty));
var averagePrice = Price.Create(message.GetDecimal(Tags.AvgPx));
var quoteCurrency = this.GetQuoteCurrency(symbol, message.GetField(Tags.Currency));
var leavesQuantity = Quantity.Create(message.GetInt(Tags.LeavesQty));
var executionTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime));
return(new OrderPartiallyFilled(
this.accountId,
orderId,
executionId,
positionIdBroker,
symbol,
orderSide,
filledQuantity,
leavesQuantity,
averagePrice,
quoteCurrency,
executionTime,
this.NewGuid(),
this.TimeNow()));
}
private OrderWorking GenerateOrderWorkingEvent(ExecutionReport message)
{
var orderId = this.GetOrderId(message);
var orderIdBroker = new OrderIdBroker(message.GetField(Tags.OrderID));
var symbol = this.GetSymbol(message.GetField(Tags.Symbol));
var orderSide = FxcmMessageHelper.GetOrderSide(message.GetField(Tags.Side));
var orderType = FxcmMessageHelper.GetOrderType(message.GetField(Tags.OrdType));
var quantity = Quantity.Create(message.GetDecimal(Tags.OrderQty));
var price = FxcmMessageHelper.GetOrderPrice(orderType, message);
var timeInForce = FxcmMessageHelper.GetTimeInForce(message.GetField(Tags.TimeInForce));
var expireTime = FxcmMessageHelper.GetExpireTime(message);
var workingTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime));
return(new OrderWorking(
this.accountId,
orderId,
orderIdBroker,
symbol,
orderSide,
orderType,
quantity,
price,
timeInForce,
expireTime,
workingTime,
this.NewGuid(),
this.TimeNow()));
}
