public async Task <TradeResponse> TradeAsync(BuyPosition buy)
{
var response = new TradeResponse
{
TradeSummary = new List <string>(),
Initial = $"{buy.Current}"
};
var tasks = new List <Task <TradeInfo> >();
var keepLooping = true;
var cnt = 0;
var dollarVal = 0m;
var tradeSize = 0m;
var sw = Stopwatch.StartNew();
while (keepLooping)
{
buy.LastSize = 0;
_askHeap.FindSizeAndPrice(buy);
while (!buy.LastSize.Equals(0m))
{
tasks.Add(GetBuyTask(buy));
buy.LastSize = 0;
_askHeap.FindSizeAndPrice(buy);
}
if (tasks.Count > 0)
{
//We can change this using Interleaved Tasks logic to gain some perf!
var finished = await Task.WhenAny(tasks).ConfigureAwait(false);
tasks.Remove(finished);
var info = await finished.ConfigureAwait(false);
response.TradeSummary.Add(info.Summary(++cnt));
buy.AddValue(info.Remains);
dollarVal += decimal.Round(info.DollarValue, 2);
tradeSize += info.TradeSize;
}
else
{
keepLooping = false;
}
}
sw.Stop();
response.Untraded = $"{decimal.Round(buy.Current, 2)}";
response.TotalValue = $"{decimal.Round(dollarVal, 2)} $";
response.TotalTraded = $"{tradeSize}";
response.MsTime = ((int)(sw.Elapsed.TotalMilliseconds * 1000)) / 1000.0m;
return(response);
}
