//Mike B
public override void ProcessOrder(Order newOrder)
{
if (EquityMatchingEngine.OMEHost.open == false)//during staging period
{
if (newOrder.OrderType == "MARKET")
{
orderBook.ordersInProcess.Remove(newOrder.OrderID.ToString());//need to put this somewhere else
tmpMktorderDataStore.Add(newOrder);
tmpMktorderDataStore.Sort(orderBook.OrderPriority);
}
else if (newOrder.OrderType == "LIMIT")
{
orderBook.ordersInProcess.Remove(newOrder.OrderID.ToString());
orderDataStore.Add(newOrder);
orderDataStore.Sort(orderBook.OrderPriority);
}
else if (newOrder.OrderType == "STOP")
{
orderBook.ordersInProcess.Remove(newOrder.OrderID.ToString());
stopOrderDataStore.Add(newOrder);
orderDataStore.Sort(orderBook.OrderPriority);
}
return;
}
if (exchangeRunning == false && EquityMatchingEngine.OMEHost.open == true)//matched trades already in book
{
exchangeRunning = true;
openPriceFound.Reset();
OpenExchange();
}
openPriceFound.WaitOne();//wait for open
Container buyBook = parentContainer.ChildContainers["B"];
Container sellBook = parentContainer.ChildContainers["S"];
OrderEventArgs orderArgs = new OrderEventArgs(newOrder, buyBook, sellBook);
orderBook.ordersInProcess.Remove(newOrder.OrderID.ToString());
if (newOrder.Active == true)
{
orderBook.OnOrderBeforeInsert(orderArgs);
if (newOrder.Quantity > 0 && newOrder.OrderType == "MARKET") //no available limit orders to match orders with so send back to client
{
newOrder.Message = "Order could not be completed, not enough open orders";
ExecutedOrdersToSend.TcpClientTest.Connect(EquityMatchingEngine.OMEHost.ToXML(newOrder));
}
else if (newOrder.Quantity > 0)
{
orderDataStore.Add(newOrder);
orderDataStore.Sort(orderBook.OrderPriority);
orderBook.OnOrderInsert(orderArgs);
}
}
newQuote.Set();
if (stopOrderDataStore.Count > 0)
{
useResource();
}
}
