if say an order was placed for 10 lots and 5 get filled at one price and 5 at another, it will still be 1 big order? impossible. at which price? Another scenario. close order at market. 5 get filled at 1 price and 5 at another, how will this work?

Yes.
At weighted average price (e.g. 0.2 fills for 1.5 and 0.8 fills for 1.4, IOrder.getPrice()=0.2*1.5 + 0.8*1.4=1.42).
After partial close, the order remains filled, but with different amount. See diagram:
https://www.dukascopy.com/wiki/#Orders_o ... es_diagram
According to https://www.dukascopy.com/wiki/#Close_Orders In case of partial close:

IOrder.getClosePrice() - price of the last partial close.
IOrder.getCloseTime() - time of last partial close.
order.getState() = FILLED while the order has not been closed completely.

in the above scenario, when the first 5 were closed I assume A message of ORDER_CLOSE_OK will be sent. will another ORDER_CLOSE_OK message be sent at the close of the remainder?

Yes, Market order states diagram shows that and the following example strategy also demonstrates it:
https://www.dukascopy.com/wiki/#Close_Or ... se_example