add Exchangeor.exchangeOrderResult.TradeDate (#678)

- nullable value to hold the DateTime of the trade/execution
- set value for exchanges that currently have trades implemented

Author: vslee

src/ExchangeSharp/API/Exchanges/BL3P/ExchangeBL3PAPI.cs

@@ -339,7 +339,8 @@ protected override async Task<ExchangeOrderResult> OnGetOrderDetailsAsync(string
 				AmountFilled = result.TotalAmount.Value,
 				AveragePrice = result.AverageCost?.Value,
 				FeesCurrency = result.TotalFee.Currency,
-				CompletedDate = result.DateClosed ?? DateTime.MinValue,
+				CompletedDate = result.DateClosed,
+				TradeDate = result.Date,
 				IsBuy = result.Type == BL3POrderType.Bid,
 				MarketSymbol = marketSymbol,
 				OrderDate = result.Date,

src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs

@@ -924,7 +924,9 @@ private static ExchangeOrderResult ParseTrade(JToken token, string symbol)
 				Price = token["price"].ConvertInvariant<decimal>(),
 				AveragePrice = token["price"].ConvertInvariant<decimal>(),
 				IsBuy = token["isBuyer"].ConvertInvariant<bool>() == true,
-				OrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token["time"].ConvertInvariant<long>()),
+				// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
+				CompletedDate = null, // order not necessarily fullly filled at this point
+				TradeDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token["time"].ConvertInvariant<long>()),
 				OrderId = token["orderId"].ToStringInvariant(),
 				TradeId = token["id"].ToStringInvariant(),
 				Fees = token["commission"].ConvertInvariant<decimal>(),

src/ExchangeSharp/API/Exchanges/BinanceGroup/Models/UserDataStream.cs

@@ -54,7 +54,7 @@ internal class ExecutionReport
 		[JsonProperty("N")]
 		public string CommissionAsset { get; set; }
 		[JsonProperty("T")]
-		public string TransactionTime { get; set; }
+		public long TransactionTime { get; set; }
 		[JsonProperty("t")]
 		public string TradeId { get; set; }
 		[JsonProperty("w")]
@@ -92,7 +92,8 @@ public ExchangeOrderResult ExchangeOrderResult
 					Price = OrderPrice,
 					AveragePrice = CumulativeQuoteAssetTransactedQuantity / CumulativeFilledQuantity, // Average price can be found by doing Z divided by z.
 					OrderDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(OrderCreationTime),
-					CompletedDate = status.IsCompleted() ? (DateTime?)CryptoUtility.UnixTimeStampToDateTimeMilliseconds(EventTime) : null,
+					CompletedDate = status.IsCompleted() ? (DateTime?)CryptoUtility.UnixTimeStampToDateTimeMilliseconds(TransactionTime) : null,
+					TradeDate = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(TransactionTime),
 					MarketSymbol = Symbol,
 					// IsBuy is not provided here
 					Fees = CommissionAmount,

src/ExchangeSharp/API/Exchanges/BitBank/ExchangeBitBankAPI.cs

@@ -385,6 +385,7 @@ private ExchangeOrderResult TradeHistoryToExchangeOrderResult(JToken token)
 		{
 			var res = ParseOrderCore(token);
 			res.TradeId = token["trade_id"].ToStringInvariant();
+			res.TradeDate = token["executed_at"].ConvertInvariant<double>().UnixTimeStampToDateTimeMilliseconds();
 			res.Amount = token["amount"].ConvertInvariant<decimal>();
 			res.AmountFilled = res.Amount;
 			res.Fees = token["fee_amount_base"].ConvertInvariant<decimal>();

src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs

@@ -65,7 +65,9 @@ private ExchangeOrderResult ParseFill(JToken result)
 				Fees = fees,
 				AveragePrice = price,
 				IsBuy = (result["side"].ToStringInvariant() == "buy"),
-				OrderDate = result["created_at"].ToDateTimeInvariant(),
+				// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
+				CompletedDate = null, // order not necessarily fully filled at this point
+				TradeDate = result["created_at"].ToDateTimeInvariant(), // even though it is named "created_at", the documentation says that it is the: timestamp of fill
 				MarketSymbol = symbol,
 				OrderId = result["order_id"].ToStringInvariant(),
 			};

src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs

@@ -182,8 +182,9 @@ internal class Match : BaseMessage
 			IsAmountFilledReversed = false, // the size here appears to be amount filled, no no need to reverse
 			Price = Price,
 			AveragePrice = Price, // not specified here
-			// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate
+			// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
 			CompletedDate = null, // order not necessarily fullly filled at this point
+			TradeDate = Time.ToDateTimeInvariant(),
 			MarketSymbol = ProductId,
 			IsBuy = Side == OrderSide.Buy,
 			Fees = (MakerFeeRate ?? TakerFeeRate) * Price * Size,

src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs

@@ -356,7 +356,9 @@ protected override async Task<IEnumerable<ExchangeOrderResult>> OnGetCompletedOr
 				AmountFilled = x["amount"].ConvertInvariant<decimal>(),
 				Fees = x["fee"].ConvertInvariant<decimal>(),
 				FeesCurrency = x["fee_currency"].ToStringInvariant(),
-				CompletedDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(x["timestamp"].ConvertInvariant<long>()),
+				// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
+				CompletedDate = null, // order not necessarily fully filled at this point
+				TradeDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(x["timestamp"].ConvertInvariant<long>()),
 				IsBuy = x["side"].ToStringLowerInvariant() == "buy",
 				Result = ExchangeAPIOrderResult.Unknown,
 			});

src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs

@@ -239,7 +239,6 @@ private async Task<ExchangeOrderResult> ParseHistoryOrder(string orderId, JToken
 			ExchangeOrderResult orderResult = new ExchangeOrderResult { OrderId = orderId };
 			orderResult.Result = ExchangeAPIOrderResult.Filled;
 			orderResult.Message = "";
-			orderResult.OrderDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order["time"].ConvertInvariant<double>());
 			orderResult.MarketSymbol = order["pair"].ToStringInvariant();
 			orderResult.IsBuy = (order["type"].ToStringInvariant() == "buy");
 			orderResult.Amount = order["vol"].ConvertInvariant<decimal>();
@@ -249,7 +248,9 @@ private async Task<ExchangeOrderResult> ParseHistoryOrder(string orderId, JToken
 			orderResult.TradeId = order["postxid"].ToStringInvariant(); //verify which is orderid & tradeid
 			orderResult.OrderId = order["ordertxid"].ToStringInvariant(); //verify which is orderid & tradeid
 			orderResult.AmountFilled = order["vol"].ConvertInvariant<decimal>();
-			orderResult.CompletedDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order["time"].ConvertInvariant<double>());
+			// orderResult.OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
+			orderResult.CompletedDate = null; // order not necessarily fully filled at this point
+			orderResult.TradeDate = CryptoUtility.UnixTimeStampToDateTimeSeconds(order["time"].ConvertInvariant<double>());
 
 			string[] pairs = (await ExchangeMarketSymbolToGlobalMarketSymbolAsync(order["pair"].ToStringInvariant())).Split('-');
 			orderResult.FeesCurrency = pairs[1];

src/ExchangeSharp/Model/ExchangeOrderResult.cs

@@ -88,9 +88,12 @@ public sealed class ExchangeOrderResult
         /// <summary>The id of the trade if this is only one trade out of the order.</summary>
         public string TradeId { get; set; }
 
-        /// <summary>Append another order to this order - order id and type must match</summary>
-        /// <param name="other">Order to append</param>
-        public void AppendOrderWithOrder(ExchangeOrderResult other)
+		/// <summary>datetime in UTC of the trade. Null if not a trade.</summary>
+		public DateTime? TradeDate { get; set; }
+
+		/// <summary>Append another order to this order - order id and type must match</summary>
+		/// <param name="other">Order to append</param>
+		public void AppendOrderWithOrder(ExchangeOrderResult other)
         {
             if ((OrderId != null) && (MarketSymbol != null) && ((OrderId != other.OrderId) || (IsBuy != other.IsBuy) || (MarketSymbol != other.MarketSymbol)))
             {