public static Trading.Trade ConvertExecutionToTrade(Messages.ExecutionMessage execution, IBUser user)
{
if (execution != null)
{
Trading.Trade trade = new Trading.Trade();
trade.Contract = ConvertContract(execution.Contract);
if (execution.Execution != null)
{
trade.OrderId = execution.Execution.OrderId;
trade.ClientId = execution.Execution.ClientId;
trade.ExecId = execution.Execution.ExecId;
trade.Time = execution.Execution.Time;
trade.AcctNumber = execution.Execution.AcctNumber;
trade.Exchange = execution.Execution.Exchange;
trade.Side = execution.Execution.Side;
trade.Shares = execution.Execution.Shares;
trade.Price = execution.Execution.Price;
trade.PermId = execution.Execution.PermId;
trade.Liquidation = execution.Execution.Liquidation;
trade.CumQty = execution.Execution.CumQty;
trade.AvgPrice = execution.Execution.AvgPrice;
trade.OrderRef = execution.Execution.OrderRef;
trade.EvRule = execution.Execution.EvRule;
trade.EvMultiplier = execution.Execution.EvMultiplier;
trade.ModelCode = execution.Execution.ModelCode;
}
if (execution.Commission != null)
{
trade.Commission = execution.Commission.Commission;
trade.Currency = execution.Commission.Currency;
trade.RealizedPNL = execution.Commission.RealizedPNL;
trade.Yield = execution.Commission.Yield;
trade.YieldRedemptionDate = execution.Commission.YieldRedemptionDate;
}
if (execution.Execution != null && user != null)
{
int orderId = execution.Execution.OrderId;
Tuple <string, string, string> portfolio = user.GetPortfolioFromOrderId(orderId);
if (portfolio != null)
{
trade.Fund = portfolio.Item1;
trade.Strategy = portfolio.Item2;
trade.Folder = portfolio.Item3;
}
}
return(trade);
}
return(null);
}
public static Trading.Order ConvertOpenOrderMessageToOrder(Messages.OpenOrderMessage openOrder, IBUser user)
{
if (openOrder != null)
{
Trading.Order order = new Trading.Order();
order.OrderId = openOrder.OrderId;
order.Contract = ConvertContract(openOrder.Contract);
if (openOrder.Order != null)
{
order.Account = openOrder.Order.Account;
order.Action = openOrder.Order.Action;
order.ActiveStartTime = openOrder.Order.ActiveStartTime;
order.ActiveStopTime = openOrder.Order.ActiveStopTime;
order.OrderId = openOrder.Order.OrderId;
order.ClientId = openOrder.Order.ClientId;
order.PermId = openOrder.Order.PermId;
order.TotalQuantity = openOrder.Order.TotalQuantity;
order.OrderType = openOrder.Order.OrderType;
order.LimitPrice = openOrder.Order.LmtPrice;
order.AuxPrice = openOrder.Order.AuxPrice;
order.Tif = openOrder.Order.Tif;
order.OcaGroup = openOrder.Order.OcaGroup;
order.OcaType = openOrder.Order.OcaType;
order.OrderRef = openOrder.Order.OrderRef;
order.Transmit = openOrder.Order.Transmit;
order.ParentId = openOrder.Order.ParentId;
order.BlockOrder = openOrder.Order.BlockOrder;
order.SweepToFill = openOrder.Order.SweepToFill;
order.DisplaySize = openOrder.Order.DisplaySize;
order.TriggerMethod = openOrder.Order.TriggerMethod;
order.OutsideRth = openOrder.Order.OutsideRth;
order.Hidden = openOrder.Order.Hidden;
order.GoodAfterTime = openOrder.Order.GoodAfterTime;
order.GoodTillDate = openOrder.Order.GoodTillDate;
order.OverridePercentageConstraints = openOrder.Order.OverridePercentageConstraints;
order.Rule80A = openOrder.Order.Rule80A;
order.AllOrNone = openOrder.Order.AllOrNone;
order.MinQty = openOrder.Order.MinQty;
}
if (openOrder.OrderState != null)
{
order.Status = openOrder.OrderState.Status;
order.InitMargin = openOrder.OrderState.InitMargin;
order.MaintMargin = openOrder.OrderState.MaintMargin;
order.EquityWithLoan = openOrder.OrderState.EquityWithLoan;
order.Commission = openOrder.OrderState.Commission;
order.MinCommission = openOrder.OrderState.MinCommission;
order.MaxCommission = openOrder.OrderState.MaxCommission;
order.CommissionCurrency = openOrder.OrderState.CommissionCurrency;
order.WarningText = openOrder.OrderState.WarningText;
}
if (openOrder.OrderStatus != null)
{
order.Status = openOrder.OrderStatus.Status;
order.Filled = openOrder.OrderStatus.Filled;
order.Remaining = openOrder.OrderStatus.Remaining;
order.AvgFillPrice = openOrder.OrderStatus.AvgFillPrice;
order.LastFillPrice = openOrder.OrderStatus.LastFillPrice;
order.WhyHeld = openOrder.OrderStatus.WhyHeld;
}
if (user != null)
{
var portfolio = user.GetPortfolioFromOrderId(order.OrderId);
if (portfolio != null)
{
order.Fund = portfolio.Item1;
order.Strategy = portfolio.Item2;
order.Folder = portfolio.Item3;
}
}
return(order);
}
return(null);
}
