public static BlockOrderRequest GenerateStaticBlockOrder(string portfolio, string areaCode,
Auction auction, BlockOrderType blockOrderType = BlockOrderType.Regular)
{
return(new BlockOrderRequest
{
AreaCode = areaCode,
AuctionId = auction.Id,
Portfolio = portfolio,
Blocks = GenerateBlocks(blockOrderType, auction).ToList()
});
}
public static IEnumerable <Block> GenerateBlocks(BlockOrderType blockOrderType, Auction auction)
{
var blocks = new List <Block>
{
new Block
{
MinimumAcceptanceRatio = 1,
Name = blockOrderType == BlockOrderType.Spread ? "SpreadBlock1" : "RegularBlock",
Price = 50,
IsSpreadBlock = blockOrderType == BlockOrderType.Spread ? true : false,
Periods = new List <Period>
{
new Period
{
ContractId = auction.Contracts[0].Id,
Volume = 200
},
new Period
{
ContractId = auction.Contracts[1].Id,
Volume = 200
}
}
}
};
if (blockOrderType == BlockOrderType.Profiled)
{
// Profiled with different volumes
blocks.First().Periods.Last().Volume = 150;
}
if (blockOrderType == BlockOrderType.ExclusiveGroup)
{
// Exclusive group should have same value on ExclusiveGroup field
var exclusiveGroupName = "ExclGroup_1";
blocks.First().ExclusiveGroup = exclusiveGroupName;
blocks.Add(new Block
{
MinimumAcceptanceRatio = 1,
ExclusiveGroup = exclusiveGroupName,
Name = "RegularBlock2",
Price = 50,
Periods = new List <Period>
{
new Period
{
ContractId = auction.Contracts[0].Id,
Volume = 150
},
new Period
{
ContractId = auction.Contracts[1].Id,
Volume = 150
}
}
});
}
if (blockOrderType == BlockOrderType.Linked)
{
// Linked block should have LinkedTo field pointing to parent block name
blocks.Add(new Block
{
MinimumAcceptanceRatio = 1,
LinkedTo = blocks.First().Name,
Name = "LinkedBlock1",
Price = 50,
Periods = new List <Period>
{
new Period
{
ContractId = auction.Contracts[0].Id,
Volume = 150
},
new Period
{
ContractId = auction.Contracts[1].Id,
Volume = 150
}
}
});
}
if (blockOrderType == BlockOrderType.Spread)
{
var firstSpread = blocks.First();
// Spread blocks should always contain a buy and sell block
blocks.Add(new Block
{
MinimumAcceptanceRatio = 1,
LinkedTo = firstSpread.Name,
Name = "SpreadBlock2",
Price = 50,
IsSpreadBlock = true,
Periods = new List <Period>
{
new Period
{
ContractId = auction.Contracts[2].Id,
Volume = -150
},
new Period
{
ContractId = auction.Contracts[3].Id,
Volume = -150
}
}
});
var lastSpread = blocks.Last();
firstSpread.LinkedTo = lastSpread.Name;
}
return(blocks);
}
