Table of Contents

Class TradeEvent<T>.FillReceived

Namespace
Virtufin.Base.Events.Trade
Assembly
Virtufin.Base.dll

Partial or full fill received from exchange.

public sealed record TradeEvent<T>.FillReceived : TradeEvent<T>, ITradeEvent<RichTradeAction, T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<TradeEvent<T>>, IEquatable<TradeEvent<T>.FillReceived>
Inheritance
TradeEvent<T>.FillReceived
Implements
Inherited Members

Constructors

FillReceived(RichTradeAction, Guid, DecimalAmount, DecimalAmount, DecimalAmount?, T)

Construct a FillReceived event.

public FillReceived(RichTradeAction action, Guid orderId, DecimalAmount filledQuantity, DecimalAmount fillPrice, DecimalAmount? fee, T filledAt)

Parameters

action RichTradeAction
orderId Guid
filledQuantity DecimalAmount
fillPrice DecimalAmount
fee DecimalAmount?
filledAt T

Properties

Action

The action that produced this event (carried for correlation and audit).

public override RichTradeAction Action { get; }

Property Value

RichTradeAction

Fee

Optional fee charged by the venue.

public DecimalAmount? Fee { get; }

Property Value

DecimalAmount?

FillPrice

Price of the fill.

public DecimalAmount FillPrice { get; }

Property Value

DecimalAmount

FilledAt

Time of the fill.

public T FilledAt { get; }

Property Value

T

FilledQuantity

Quantity filled.

public DecimalAmount FilledQuantity { get; }

Property Value

DecimalAmount

OrderId

Id of the filled order.

public Guid OrderId { get; }

Property Value

Guid

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T