public void MakeTrade(TTrade Trd)
{
if (TradesList == null)
{
Init();
}
TradesList.Add(Trd);
}
/// <summary>
/// Engine.Check Order for trade
/// </summary>
/// <param name="O">Check Order for trade.</param>
public static bool CheckOrderForTrade(TOrder O)
{
bool res = false;
try
{
List <TOrder> Orders4Del = new List <TOrder>();
int qty = O.Quantity;
var OBook = _OB.Orders.Where(w => (w.Side != O.Side && w.Symbol == O.Symbol && (O.Side == TOrderSide.Sell ? w.Price >= O.Price : w.Price <= O.Price)));
if (OBook.Any())
{
foreach (var OiB in OBook)
{
bool ONeMoreOrder = false;
while (qty > 0 && !ONeMoreOrder)
{
if (qty >= OiB.Quantity)
{
TTrade NewTrade = new TTrade();
NewTrade.BuyUserID = O.UserID;
NewTrade.SellUserID = OiB.UserID;
NewTrade.Symbol = O.Symbol;
NewTrade.Price = OiB.Price;
NewTrade.Quantity = OiB.Quantity;
_TRH.MakeTrade(NewTrade);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {OiB.Quantity}!!");
Console.ForegroundColor = ConsoleColor.White;
Logger.Log.Info($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {OiB.Quantity}!!");
qty -= OiB.Quantity;
Orders4Del.Add(OiB);
res = true;
ONeMoreOrder = true;
}
else
{
TTrade NewTrade = new TTrade();
NewTrade.BuyUserID = O.UserID;
NewTrade.SellUserID = OiB.UserID;
NewTrade.Symbol = O.Symbol;
NewTrade.Price = OiB.Price;
NewTrade.Quantity = qty;
_TRH.MakeTrade(NewTrade);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {qty} !!");
Logger.Log.Info($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {qty} !!");
Console.ForegroundColor = ConsoleColor.White;
OiB.Quantity -= qty;
qty = 0;
res = true;
}
}
}
if (qty > 0)
{
O.Quantity = qty;
_OB.AddNewOrder(O);
}
foreach (var OD in Orders4Del)
{
Console.ForegroundColor = ConsoleColor.Cyan;
Console.WriteLine($"Close Order from {OD.UserID} side/symbol/qty/price {OD.Side}/{OD.Symbol}/{OD.Quantity}/{O.Price}");
Logger.Log.Info($"Close Order from {OD.UserID} side/symbol/qty/price {OD.Side}/{OD.Symbol}/{OD.Quantity}/{O.Price}");
Console.ForegroundColor = ConsoleColor.White;
_OB.Orders.Remove(OD);
}
}
}
catch (Exception ex)
{
ErrorCatcher(ex, "CheckOrderForTrade");
}
return(res);
}