/// <summary>
/// Processes a new fill, eventually creating new trades
/// </summary>
/// <param name="fill">The new fill order event</param>
/// <param name="conversionRate">The current market conversion rate into the account currency</param>
public void ProcessFill(OrderEvent fill, decimal conversionRate)
{
// If we have multiple fills per order, we assign the order fee only to its first fill
// to avoid counting the same order fee multiple times.
var orderFee = 0m;
if (!_ordersWithFeesAssigned.Contains(fill.OrderId))
{
orderFee = fill.OrderFee;
_ordersWithFeesAssigned.Add(fill.OrderId);
}
switch (_groupingMethod)
{
case FillGroupingMethod.FillToFill:
ProcessFillUsingFillToFill(fill.Clone(), orderFee, conversionRate);
break;
case FillGroupingMethod.FlatToFlat:
ProcessFillUsingFlatToFlat(fill.Clone(), orderFee, conversionRate);
break;
case FillGroupingMethod.FlatToReduced:
ProcessFillUsingFlatToReduced(fill.Clone(), orderFee, conversionRate);
break;
}
}
