public bool Delete(Order delorder)
{
bool orderDeleted;
Container container = ProcessContainers(bookRoot, delorder.Instrument, delorder, null);
//container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
if (container.ChildContainers.Exists(delorder.BuySell.ToString()) == false)
{
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
LeafContainer leafContainer = container.ChildContainers[delorder.BuySell.ToString()] as LeafContainer;
if (leafContainer != null)
{
orderDeleted = leafContainer.DeleteOrder(delorder);
}
else
{
orderDeleted = false;
}
return(orderDeleted);
}
public void newPriceQuote(Object a)
{
while (true)
{
newQuote.WaitOne(10000, false);
LeafContainer buyBook = this.parentContainer.ChildContainers["B"] as LeafContainer;
LeafContainer sellBook = this.parentContainer.ChildContainers["S"] as LeafContainer;
if (buyBook != null && sellBook != null)
{
if (buyBook.OrderQuote() == "" || sellBook.OrderQuote() == "")
{
Console.WriteLine("No price");
}
string buyBookQuote = buyBook.OrderQuote();
string sellBookQuote = sellBook.OrderQuote();
//currentPrice = buyBookQuote == "N/A" ? Convert.ToDouble(sellBookQuote) : sellBookQuote == "N/A" ?
// Convert.ToDouble(buyBookQuote) : (Convert.ToDouble(buyBook.OrderQuote()) + Convert.ToDouble(sellBook.OrderQuote())) / 2.0;
XElement xml = new XElement("Method");
xml.Add(new XAttribute("PriceQuote", "RSXM"));
xml.Add(new XElement("Field", new XAttribute("Name", "Buy"), buyBookQuote),
new XElement("Field", new XAttribute("Name", "Sell"), sellBookQuote));
string quote = this.parentContainer.contName + "," + buyBook.OrderQuote() + "," + sellBook.OrderQuote();
Exchange.QuoteSender.sendQuote(xml.ToString());
}
newQuote.Reset();
}
}
public Order CurrentPrice(string Instrument, string BuySell)
{
//Order curPrice = bookRoot[Instrument].ChildContainers["Regular"].ChildContainers["B"];
LeafContainer leafContainer = bookRoot[Instrument].ChildContainers[BuySell] as LeafContainer;
Order curOrder = leafContainer.OrderQuote();
return(curOrder);
}
public void ProcessMktOrder(Order order)
{
//LeafContainer leafContainer = bookRoot[order.Instrument].ChildContainers["Limit"].ChildContainers[order.BuySell.ToString()] as LeafContainer;
LeafContainer leafContainer = bookRoot[order.Instrument].ChildContainers[order.BuySell.ToString()] as LeafContainer;
if (leafContainer != null)
{
leafContainer.ProcessMktOrder(order);
}
else
{
Console.WriteLine("No order book setup");
}
}
public void ProcessStopOrder(Order order)
{
Container container = ProcessContainers(bookRoot, order.Instrument, order, null);
//container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
{
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;
leafContainer.useResourceAddStop(order);
}
public bool Delete(Order delorder)
{
bool orderDeleted;
LeafContainer leafContainer = bookRoot[delorder.Instrument].ChildContainers[delorder.BuySell.ToString()] as LeafContainer;
if (leafContainer != null)
{
orderDeleted = leafContainer.DeleteOrder(delorder);
}
else
{
orderDeleted = false;
}
return(orderDeleted);
}
public void Process(Order order)
{
Container container = ProcessContainers(bookRoot, order.Instrument, order, null);
container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
{
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;
//Console.WriteLine("enter......");
leafContainer.ProcessOrder(order);
}
public void StopToMarket(object Order)
{
FuturesOrder order = (FuturesOrder)Order;
// OrderBook temp = new OrderBook();
Container container = ProcessContainers(bookRoot, order.Instrument, order, null);
container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
{
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;
Console.WriteLine("check stop order at orderBook StopToMarket");
leafContainer.ProcessStopOrder(order);
}
public void newPriceQuote(Object a)
{
while (true)
{
newQuote.WaitOne(10000, false);
LeafContainer buyBook = this.parentContainer.ChildContainers["B"] as LeafContainer;
LeafContainer sellBook = this.parentContainer.ChildContainers["S"] as LeafContainer;
if (buyBook != null && sellBook != null)
{
if (buyBook.OrderQuote() == "" || sellBook.OrderQuote() == "")
{
Console.WriteLine("No price");
}
string quote = this.parentContainer.contName + "," + buyBook.OrderQuote() + "," + sellBook.OrderQuote();
Exchange.QuoteSender.sendQuote(quote);
}
newQuote.Reset();
}
}
//This method looks after the arrangement of order in order tree,
//based on key attributes of the order it seeks appropriate node
//in tree, in case if a node doesn’t exists it creates a new node
//by instantiating the appropriate Container Class.
//The logic deviates a bit when it comes to creation of leaf node of
//the tree (i.e. Buy or Sell Node), we fallback to LeafContainer
//class that is where the actual order is rested.
public void Process(Order order)
{
Container container = ProcessContainers(bookRoot, order.Instrument, order, null);
container = ProcessContainers(container.ChildContainers, order.OrderType, order, container);
//Logic deviates a bit, if it is a buy or sell node
//then leafcontainer is created which actually holds the order
if (container.ChildContainers.Exists(order.BuySell.ToString()) == false)
{
//create buy and sell leaf container
LeafContainer buyContainer = new LeafContainer(this, "B", container);
LeafContainer sellContainer = new LeafContainer(this, "S", container);
container.ChildContainers["B"] = buyContainer;
container.ChildContainers["S"] = sellContainer;
}
//Based on the buy/sell attribute of the order
//access the underlying leaf container
LeafContainer leafContainer = container.ChildContainers[order.BuySell.ToString()] as LeafContainer;
//process the order
leafContainer.ProcessOrder(order);
}
