private static LimitOrder[] GetRankedOrders(MarketOrder marketOrder, OrderList orderList)
{
var worsSpread = orderList.CalcWorstSpread(marketOrder.Asset);
if (worsSpread <= 0)
{
return(marketOrder.Action == OrderAction.Buy
? orderList.LimitOrdersSell.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId)
.OrderBy(itm => itm.Order.Price)
.Select(itm => itm.Order)
.ToArray()
: orderList.LimitOrdersBuy.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId)
.OrderByDescending(itm => itm.Order.Price)
.Select(itm => itm.Order)
.ToArray());
}
var resultOrderList = marketOrder.Action == OrderAction.Buy
? orderList.LimitOrdersSell.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId).ToArray()
: orderList.LimitOrdersBuy.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId).ToArray();
foreach (var orderWrapper in resultOrderList)
{
orderWrapper.Rank = orderWrapper.Order.Price;
}
return(marketOrder.Action == OrderAction.Buy
? resultOrderList.OrderBy(itm => itm.Rank).Select(itm => itm.Order).ToArray()
: resultOrderList.OrderByDescending(itm => itm.Rank).Select(itm => itm.Order).ToArray());
}
private static LimitOrder[] GetRankedOrders(MarketOrder marketOrder, OrderList orderList)
{
var worsSpread = orderList.CalcWorstSpread(marketOrder.Asset);
if (worsSpread <= 0)
return marketOrder.Action == OrderAction.Buy
? orderList.LimitOrdersSell.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId)
.OrderBy(itm => itm.Order.Price)
.Select(itm => itm.Order)
.ToArray()
: orderList.LimitOrdersBuy.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId)
.OrderByDescending(itm => itm.Order.Price)
.Select(itm => itm.Order)
.ToArray();
var resultOrderList = marketOrder.Action == OrderAction.Buy
? orderList.LimitOrdersSell.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId).ToArray()
: orderList.LimitOrdersBuy.Where(
itm => itm.Order.Asset == marketOrder.Asset && itm.Order.TraderId != marketOrder.TraderId).ToArray();
foreach (var orderWrapper in resultOrderList)
orderWrapper.Rank = orderWrapper.Order.Price;
return marketOrder.Action == OrderAction.Buy
? resultOrderList.OrderBy(itm => itm.Rank).Select(itm => itm.Order).ToArray()
: resultOrderList.OrderByDescending(itm => itm.Rank).Select(itm => itm.Order).ToArray();
}