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);
}
}
public void SetUp()
{
var ordersSet = new[]
{
new LimitOrder {
CreateDate = DateTime.UtcNow, Id = "1", Instrument = "EURUSD", MarketMakerId = _marketMakerId1, Price = 1.04M, Volume = 4
},
new LimitOrder {
CreateDate = DateTime.UtcNow, Id = "2", Instrument = "EURUSD", MarketMakerId = _marketMakerId1, Price = 1.05M, Volume = 7
},
new LimitOrder {
CreateDate = DateTime.UtcNow, Id = "3", Instrument = "EURUSD", MarketMakerId = _marketMakerId1, Price = 1.1M, Volume = -6
},
new LimitOrder {
CreateDate = DateTime.UtcNow, Id = "4", Instrument = "EURUSD", MarketMakerId = _marketMakerId1, Price = 1.15M, Volume = -8
}
};
_matchingEngine.SetOrders(_marketMakerId1, ordersSet);
}
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 void TeadDown()
{
_matchingEngine.SetOrders("marketMaker1", null, null, true);
}