Add orders associated with closed trades on streaming (#9282)

Author: jhonabreul

Common/Statistics/Trade.cs

@@ -143,5 +143,35 @@ public TimeSpan Duration
         /// The IDs of the orders related to this trade
         /// </summary>
         public HashSet<int> OrderIds { get; init; } = new HashSet<int>();
+
+        /// <summary>
+        /// Creates a new instance of the <see cref="Trade"/> class
+        /// </summary>
+        public Trade()
+        {
+        }
+
+        /// <summary>
+        /// Creates a new instance of the <see cref="Trade"/> class by copying another trade
+        /// </summary>
+        /// <param name="other">The trade to copy</param>
+        public Trade(Trade other)
+        {
+            Id = other.Id;
+            _symbols = other._symbols != null ? [.. other._symbols] : null;
+            EntryTime = other.EntryTime;
+            EntryPrice = other.EntryPrice;
+            Direction = other.Direction;
+            Quantity = other.Quantity;
+            ExitTime = other.ExitTime;
+            ExitPrice = other.ExitPrice;
+            ProfitLoss = other.ProfitLoss;
+            TotalFees = other.TotalFees;
+            MAE = other.MAE;
+            MFE = other.MFE;
+            EndTradeDrawdown = other.EndTradeDrawdown;
+            IsWin = other.IsWin;
+            OrderIds = [.. other.OrderIds];
+        }
     }
 }

Engine/Results/BaseResultsHandler.cs

@@ -469,7 +469,8 @@ protected virtual List<Trade> GetDeltaTrades(List<Trade> trades, string lastTrad
             {
                 LastTradeId = trade.Id;
                 deltaTrades ??= new List<Trade>();
-                deltaTrades.Add(trade);
+                var packetTrade = new PacketTrade(trade, trade.OrderIds.Select(Algorithm.Transactions.GetOrderById).Where(order => order != null).ToList());
+                deltaTrades.Add(packetTrade);
                 if (shouldStop(deltaTrades.Count))
                 {
                     break;
@@ -1234,5 +1235,20 @@ protected virtual void UpdateBenchmarkValue(DateTime time, bool force = false)
                 _benchmarkValue = new ReferenceWrapper<decimal>(Algorithm.Benchmark.Evaluate(time).SmartRounding());
             }
         }
+
+        /// <summary>
+        /// Helper class to store a trade along with its associated orders.
+        /// Used when sending trade updates to the front end.
+        /// </summary>
+        private class PacketTrade : Trade
+        {
+            public List<Order> Orders { get; set; }
+
+            public PacketTrade(Trade trade, List<Order> orders)
+                : base(trade)
+            {
+                Orders = orders;
+            }
+        }
     }
 }