public void ProcessOrderCommands(MarketMakerOrderCommandsBatchMessage batch)
{
batch.AssetPairId.RequiredNotNullOrWhiteSpace(nameof(batch.AssetPairId));
batch.Commands.RequiredNotNull(nameof(batch.Commands));
if (_maintenanceModeService.CheckIsEnabled())
{
return;
}
if (_assetPairDayOffService.IsAssetTradingDisabled(batch.AssetPairId))
{
return;
}
var model = new SetOrderModel {
MarketMakerId = batch.MarketMakerId
};
ConvertCommandsToOrders(batch, model);
if (model.OrdersToAdd?.Count > 0 || model.DeleteByInstrumentsBuy?.Count > 0 ||
model.DeleteByInstrumentsSell?.Count > 0)
{
_matchingEngine.SetOrders(model);
}
}
/// <summary>
/// 订单生成
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public static SetOrderResult Setorder_json(SetOrderModel data)
{
var result = service.Setorder_json(data.user, data.token, data.name, data.mobile, data.address, data.zipcode, data.ordercode, data.sex, data.bosscard, data.useraccount, data.paycode, data.paymoney, data.ispay, data.state, data.remark, data.thfs, data.hotelcode, data.sessionid, data.totalprice, data.oid, data.tjcode);
result = CommonFunction.Replacebracket(result);
var obj = JsonConvert.DeserializeObject <List <SetOrderResult> >(result)[0];
return(obj);
}
public static void SetOrders(this IMarketMakerMatchingEngine matchingEngine, string marketMakerId, LimitOrder[] ordersToAdd = null, string[] orderIdsToDelete = null, bool deleteAll = false)
{
var model = new SetOrderModel
{
MarketMakerId = marketMakerId,
OrdersToAdd = ordersToAdd,
OrderIdsToDelete = orderIdsToDelete
};
if (deleteAll)
{
model.DeleteAllBuy = true;
model.DeleteAllSell = true;
}
matchingEngine.SetOrders(model);
}
public IActionResult SetOrder([FromBody] SetOrderModel model)
{
try
{
//var userId = 2;
var orderMap = _mapper.Map <SetOrderDto>(model);
var command = new SetOrderCommand(orderMap);
_commandDispatcher.DispatchCommand(command);
return(new OkObjectResult("OK"));
}
catch (Exception ex)
{
return(BadRequest(ex.Message));
}
}
public void SetOrders(SetOrderModel model)
{
var updatedInstruments = new List <string>();
using (_contextFactory.GetWriteSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(SetOrders)}"))
{
if (model.DeleteByInstrumentsBuy?.Count > 0)
{
_orderBooks.DeleteAllBuyOrdersByMarketMaker(model.MarketMakerId, model.DeleteByInstrumentsBuy);
}
if (model.DeleteByInstrumentsSell?.Count > 0)
{
_orderBooks.DeleteAllSellOrdersByMarketMaker(model.MarketMakerId, model.DeleteByInstrumentsSell);
}
if (model.DeleteAllBuy || model.DeleteAllSell)
{
_orderBooks.DeleteAllOrdersByMarketMaker(model.MarketMakerId, model.DeleteAllBuy,
model.DeleteAllSell);
}
if (model.OrderIdsToDelete?.Length > 0)
{
var deletedOrders =
_orderBooks.DeleteMarketMakerOrders(model.MarketMakerId, model.OrderIdsToDelete);
updatedInstruments.AddRange(deletedOrders.Select(o => o.Instrument).Distinct());
}
if (model.OrdersToAdd?.Count > 0)
{
_orderBooks.AddMarketMakerOrders(model.OrdersToAdd);
updatedInstruments.AddRange(model.OrdersToAdd.Select(o => o.Instrument).Distinct());
}
foreach (var instrument in updatedInstruments.Distinct())
{
ProduceBestPrice(instrument);
}
}
}
private static void AddOrdersToDelete(MarketMakerOrderCommandsBatchMessage batch, SetOrderModel model)
{
var directions = batch.Commands.Where(c => c.CommandType == MarketMakerOrderCommandType.DeleteOrder).Select(c => c.Direction).Distinct().ToList();
model.DeleteByInstrumentsBuy = directions.Where(d => d == OrderDirection.Buy || d == null).Select(d => batch.AssetPairId).ToList();
model.DeleteByInstrumentsSell = directions.Where(d => d == OrderDirection.Sell || d == null).Select(d => batch.AssetPairId).ToList();
}
private void ConvertCommandsToOrders(MarketMakerOrderCommandsBatchMessage batch, SetOrderModel model)
{
var setCommands = batch.Commands.Where(c => c.CommandType == MarketMakerOrderCommandType.SetOrder && c.Direction != null).ToList();
model.OrdersToAdd = setCommands
.Select(c => new LimitOrder
{
Id = Guid.NewGuid().ToString("N"),
MarketMakerId = batch.MarketMakerId,
CreateDate = DateTime.UtcNow,
Instrument = batch.AssetPairId,
Price = c.Price.RequiredNotNull(nameof(c.Price)),
Volume = c.Direction.RequiredNotNull(nameof(c.Direction)) == OrderDirection.Buy
? c.Volume.Value
: -c.Volume.Value
}).ToList();
AddOrdersToDelete(batch, model);
}
