protected void makeOrderEvent()

in fix/core/src/main/java/deltix/connector/fix/FixTradeConnector.java [675:704]


    protected void makeOrderEvent(Header header, FixExecutionReport message, Contract contract, MutableOrderEvent event) {
        // NB: Account and ExchangeId are not extracted from ExecutionReport by default

        event.setSourceId(id);
        event.setEventId(message.getExecutionId());
        event.setExternalOrderId(message.getExternalOrderId());
        event.setOrderStatus(FixUtil.getOrderStatus(message.getOrderStatus()));
        event.setTimestampNs(clock.timeNs());
        event.setSequenceNumber(header.msgSeqNum());

        event.setSymbol(contract.getSymbol());
        event.setInstrumentType(contract.getSecurityType());
        event.setSide(FixUtil.getSide(message.getSide()));

        event.setQuantity(toOrderQuantity(message.getQuantity(), contract));
        event.setMinQuantity(toOrderQuantity(message.getMinQuantity(), contract));
        event.setDisplayQuantity(toOrderQuantity(message.getDisplayQuantity(), contract));
        event.setRemainingQuantity(toOrderQuantity(message.getRemainingQuantity(), contract));
        event.setCumulativeQuantity(toOrderQuantity(message.getCumulativeQuantity(), contract));

        event.setAveragePrice(toOrderPrice(message.getAveragePrice(), contract));
        event.setStopPrice(toOrderPrice(message.getStopPrice(), contract));
        event.setLimitPrice(toOrderPrice(message.getLimitPrice(), contract));
        event.setOrderType(FixUtil.getOrderType(message.getOrderType()));

        event.setTimeInForce(FixUtil.getTimeInForce(message.getTimeInForce()));
        event.setExpireTime(FixUtil.getExpireTime(message.getExpireTime(), message.getExpireDate()));

        event.setAttributes(null);
    }