private static void ProcessOrder(Order order)
{
// Update timestamp to server time
order.Timestamp = DateTime.UtcNow;
// Try to match the order
var orderBook = _orderBooks[order.Symbol];
var matches = orderBook.Orders
.Where(bookOrder => bookOrder.OrderSide != order.OrderSide &&
(order.OrderSide == OrderSide.Buy ? bookOrder.Price <= order.Price : bookOrder.Price >= order.Price) &&
bookOrder.Quantity == order.Quantity) // TODO: temporary (remove when handle partial fills)
.OrderBy(bookOrder => bookOrder.Price)
.ThenBy(bookOrder => bookOrder.Timestamp)
.ToList();
// TODO: handle partial fills (execute some trades and put the rest of the order in the queue)
if (matches.Any())
{
// Delete from orders if matched and broadcast the trade to everyone
var match = matches.First();
orderBook.Orders.Remove(match);
BroadcastProcessedOrder(ProcessedOrder.CreateFromOrder(match));
BroadcastProcessedOrder(ProcessedOrder.CreateFromOrder(order));
}
else
{
// Put in order book if not matched
orderBook.Orders.Add(order);
BroadcastOrderAddedToOrderBook(order);
}
}
private static List <IReadOnlyOrder> ConvertPurchaseOrderToIOrders(List <PurchaseOrder> purchaseOrders)
{
List <IReadOnlyOrder> orders = new List <IReadOnlyOrder>();
foreach (var purchase in purchaseOrders)
{
ICustomer customer = new Library.Model.Customer(purchase.Customer.FirstName, purchase.Customer.LastName, purchase.CustomerId);
ILocation location = new Location(
name: purchase.StoreLocation.Name,
address: purchase.StoreLocation.Address.Print(),
inventory: new Dictionary <IProduct, int>(),
id: purchase.StoreLocation.Id
);
Dictionary <IProduct, int> productQuantities = new Dictionary <IProduct, int>();
foreach (var line in purchase.OrderLines)
{
IProduct product = new Library.Model.Product(line.Product.Name, line.Product.Category, line.PurchaseUnitPrice, line.Product.Id);
productQuantities.Add(product, line.Quantity);
}
var order = new ProcessedOrder(customer, location, productQuantities, purchase.DateProcessed, purchase.Id);
orders.Add(order);
}
return(orders);
}
private static void BroadcastProcessedOrder(ProcessedOrder order)
{
_txMessageQueue.Send(order);
}
