Class OrderExecutionData

Namespace

WhalesSecret.TradeScriptLib.Entities.Orders

Assembly

WhalesSecret.TradeScriptLib.dll

Represents up-to-date order execution state.

public class OrderExecutionData : IEquatable<OrderExecutionData>

Inheritance

object

OrderExecutionData

Implements

IEquatable<OrderExecutionData>

Inherited Members

object.Equals(object, object)

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

LogExtensions.ToBoundedString(object?, int, bool)

Remarks

The data structure must remain immutable.

Constructors

OrderExecutionData(DateTime?, OrderStatus, decimal?, decimal?, FilledSizeAndAvgPrice?, decimal?, bool)

Creates a new instance of the object.

Properties

CumulativeAveragePrice

Average price of the filled size of the order, or null if not available.

FilledBaseSize

Cumulative value of filled order's size in the base symbol, or null if the value is not available.

FilledSize

Cumulative value of filled order's size, or null if the value is not available.

IsTrade

true if the filled size of the order increased based on the received execution report, false otherwise.

LastOrderSizeAndAvgPrice

Last order filled size and the associated average execution price, or null if not available.

LastUpdateTime

UTC timestamp when the order was updated for the last time, or null if the value was not provided by exchange.

OrderStatus

Status of the order.

Methods

Equals(object?)

Determines whether the specified object is equal to the current object.

Equals(OrderExecutionData?)

Indicates whether the current object is equal to another object of the same type.

GetHashCode()

Serves as the default hash function.

ToString()

Returns a string that represents the current object.

Operators

operator ==(OrderExecutionData?, OrderExecutionData?)

Determines whether two order execution data have the same value.

operator !=(OrderExecutionData?, OrderExecutionData?)

Determines whether two specified order execution data have different values.