private static bool IsHitPrice(Order order, Quotation newQuotation, Price marketPrice)
{
if (order.Phase != OrderPhase.Placed ||
(order.OrderType != OrderType.Limit && order.OrderType != OrderType.Market) ||
marketPrice == null)
{
return(false);
}
PriceCompareResult result = newQuotation.Compare(order.SetPrice, order.IsBuy);
return(order.OrderType == OrderType.Market || (order.OrderType == OrderType.Limit && (marketPrice == order.SetPrice ||
(order.TradeOption == TradeOption.Better ? result == PriceCompareResult.Better : result == PriceCompareResult.Worse))));
}
private static bool ShouldUseNewHitPrice(Order order, Quotation newQuotation)
{
Settings.Instrument instrument = order.Instrument();
return(order.HitCount == 1 || instrument.LmtAsMit || !instrument.UseBetterPriceForCompanyWhenHit ||
(instrument.UseBetterPriceForCompanyWhenHit && newQuotation.Compare(order.BestPrice, order.IsBuy) == PriceCompareResult.Worse));
}
