public Execution buyorsell(Order order)
{
OrderBookService orderBookService = new OrderBookService();
OrderBook orderBook = orderBookService.FindOrderBookById(order.OrderBookId);
List <OrderBook> orderBookList = orderBookService.FindOrderBookBySymbol(orderBook.Symbol);
if (order.IsBuy)
{
var total = 0;
foreach (OrderBook Q in orderBookList)
{
if (order.Price == Q.Price)
{
total += Q.Quantity;
}
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
exection.OrderId = order.Id;
exection.Order = order;
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Pending";
}
else
{
int i = 0;
exection.Trades.Add(new Trade {
Id = i, Price = order.Price, Quantity = order.Quantity, IsSuccess = true
});
i++;
order.Status = "Completed";
}
exection.DateTime = DateTime.Now;
return(exection);
}
//卖
else
{
var total = 0;
foreach (OrderBook Q in orderBookList)
{
if (order.Price == Q.Price)
{
total += Q.Quantity;
}
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
exection.OrderId = order.Id;
exection.Order = order;
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Pending";
}
else
{
int i = 0;
exection.Trades.Add(new Trade {
Id = i, Price = order.Price, Quantity = order.Quantity, IsSuccess = true
});
i++;
order.Status = "Completed";
}
exection.DateTime = DateTime.Now;
return(exection);
}
}
public Execution buyorsell(Order order)
{
OrderBookService orderBookService = new OrderBookService();
OrderBook orderBook = orderBookService.FindOrderBookById(order.OrderBookId);
List <OrderBook> orderBookList = orderBookService.FindOrderBookBySymbol(orderBook.Symbol);
int orginQuantity = order.Quantity;
if (order.IsBuy)
{
orderBookList.Sort(delegate(OrderBook x, OrderBook y)
{
return(x.Price.CompareTo(y.Price));
});
var total = 0;
foreach (OrderBook Q in orderBookList)
{
total += Q.Quantity;
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Rejected";
}
else
{
int i = 0;
while (order.Quantity > 0)
{
if (order.Quantity < orderBookList[i].Quantity)
{
exection.Trades.Add(new Trade {
Id = i, Price = orderBookList[i].Price, Quantity = order.Quantity, IsSuccess = true
});
}
else
{
exection.Trades.Add(new Trade {
Id = i, Price = orderBookList[i].Price, Quantity = orderBookList[i].Quantity, IsSuccess = true
});
}
order.Quantity = order.Quantity - orderBookList[i].Quantity;
i++;
}
order.Status = "Completed";
order.Quantity = orginQuantity;
}
exection.DateTime = DateTime.Now;
return(exection);
}
//卖
else
{
orderBookList.Sort(delegate(OrderBook x, OrderBook y)
{
return(y.Price.CompareTo(x.Price));
});
var total = 0;
foreach (OrderBook Q in orderBookList)
{
total += Q.Quantity;
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Rejected";
}
else
{
int i = 0;
while (order.Quantity > 0)
{
if (order.Quantity < orderBookList[i].Quantity)
{
exection.Trades.Add(new Trade {
Price = orderBookList[i].Price, Quantity = order.Quantity, IsSuccess = true
});
}
else
{
exection.Trades.Add(new Trade {
Price = orderBookList[i].Price, Quantity = orderBookList[i].Quantity, IsSuccess = true
});
}
order.Quantity = order.Quantity - orderBookList[i].Quantity;
i++;
}
order.Status = "Completed";
order.Quantity = orginQuantity;
}
exection.DateTime = DateTime.Now;
return(exection);
}
}