public OrderMatcher(OrderRequest orderRequest, EffectProcessorsContainer effectsContainer)
{
resultEffects = effectsContainer;
takerOrder = new Order
{
OrderId = OrderIdConverter.FromRequest(orderRequest, effectsContainer.Apex),
AccountWrapper = orderRequest.AccountWrapper,
Amount = orderRequest.Amount,
Price = orderRequest.Price
};
timeInForce = orderRequest.TimeInForce;
//parse data from the ID of the newly arrived order
var orderData = OrderIdConverter.Decode(takerOrder.OrderId);
asset = orderData.Asset;
side = orderData.Side;
//get asset orderbook
market = effectsContainer.Context.Exchange.GetMarket(asset);
orderbook = market.GetOrderbook(side.Inverse());
//fetch balances
if (!takerOrder.AccountWrapper.Account.HasBalance(asset))
{
resultEffects.AddBalanceCreate(orderRequest.AccountWrapper, asset);
}
}
/// <summary>
/// Sends envelope and all effects to specified callback
/// </summary>
public void Complete()
{
//TODO: find more elegant way to handle this scenario
//we mustn't save orders that were closed immediately without adding to order-book
if (Quantum is RequestQuantum request &&
request.RequestMessage is OrderRequest orderRequest &&
!OrderWasPlaced)
{
PendingDiffObject.Orders.Remove(OrderIdConverter.FromRequest(orderRequest, Quantum.Apex));
}
QuantumModel.Complete(QuantumModelExtensions.FromQuantum(Envelope));
PendingDiffObject.Quanta.Add(QuantumModel);
}
