Order execution price

Orders with relatively small volume are usually executed with a single trade, in this case the order execution price is equal to the trade execution price, when an order is executed with multiple trades, the execution price is equal to the VWAP of its trades.

• Interface

class MidaOrder {
    get executionPrice (): MidaDecimal | undefined;
}

The order execution price is self-updating whenever a trade impacts the order.