static void RunBid(Job job)
{
//Grab the total stocks the market maker owns of this stock
int NumberOfStocksOwned = DataBaseHandler.GetCount("SELECT SUM(Quantity) FROM Inventories WHERE UserID = " + clientID + " AND StockName = '" + job.bidAndOffer.StockName + "'");
//Count how many of these the market maker is already selling
int AlreadySelling = DataBaseHandler.GetCount("SELECT COUNT(Quantity) FROM Pool WHERE Type = 1 AND User = "******" AND StockName = '" + job.bidAndOffer.StockName + "'");
//Calculate the total stock available for the market maker to sell
int StocksAvailable = NumberOfStocksOwned - AlreadySelling;
//If it has more stock available than needed to complete the job
if (job.Quanity <= StocksAvailable)
{
BidsAndOffers offer = new BidsAndOffers(true, DateTime.Now, job.bidAndOffer.Price, clientID, job.bidAndOffer.StockName, job.Quanity, 0);
//Complete the trade by selling the market makers stock to this user
TradeManager.CreateTrade(ref offer, ref job.bidAndOffer, job.Quanity, threadDataBaseHandler);
//Remove job as it now complete
Queue.Remove(job);
}
else
{
//Market maker does not have enough stock to currently complete this trade so it sells to job as much as it can and puts in a bid into the market to buy more
//of the stock so that it can fully complete the job
double Price = DataBaseHandler.GetCountDouble("SELECT SUM(CurrentPrice) FROM Stock WHERE StockName = '" + job.bidAndOffer.StockName + "'");
DataBaseHandler.SetData(string.Format("INSERT INTO Pool (Type, Price, User, StockName, Quantity) VALUES ({0}, {1}, {2}, '{3}', {4})", (int)BidOffer.bid, Math.Round(Price, 2) + 1.5, clientID, job.bidAndOffer.StockName, job.Quanity - StocksAvailable));
//Console.WriteLine(job.Quanity - StocksAvailable);
BidsAndOffers offer = new BidsAndOffers(true, DateTime.Now, job.bidAndOffer.Price, clientID, job.bidAndOffer.StockName, StocksAvailable, 0);
TradeManager.CreateTrade(ref offer, ref job.bidAndOffer, job.Quanity - StocksAvailable, threadDataBaseHandler);
}
}
void FIFO(ref BidsAndOffers Bid, ref List <BidsAndOffers> Offers)
{
//FIFO round simple assigns all remain bids and offers in a First in First Out approach
Offers.OrderBy((o) => o.TimePlaced);
for (int i = 0; i < Offers.Count; i++)
{
if (Bid.Quantity == 0)
{
break;
}
if (Offers[i].Quantity == 0)
{
continue;
}
if (Offers[i].Quantity > Bid.Quantity)
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, Bid.Quantity, threadDataBaseHandler);
Offers[i] = Offer;
}
else
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, Offer.Quantity, threadDataBaseHandler);
Offers[i] = Offer;
}
}
}
private void LMMRound(ref BidsAndOffers Bid, ref List <BidsAndOffers> Offers)
{
//In the LLM round we assign a selection of all bids at the price level to lead market makers, this help market makers complete orders faster
for (int i = 0; i < Offers.Count; i++)
{
//Select their LMM percentage from DB
MySqlDataReader r = threadDataBaseHandler.GetData("SELECT LMM FROM Users WHERE ID = " + Offers[i].User);
double LMMPercentage = 0;
while (r.Read())
{
LMMPercentage = (double)r["LMM"];
}
//Check if they have a percentage
if (LMMPercentage > 0f)
{
int LMMAmount = (int)(Bid.Quantity * LMMPercentage);
if (LMMAmount > 0)
{
//If there percentage is more than avilable we clamp it to max
if (LMMAmount > Offers[i].Quantity)
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, Offer.Quantity, threadDataBaseHandler);
Offers[i] = Offer;
}
else
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, LMMAmount, threadDataBaseHandler);
Offers[i] = Offer;
}
}
}
}
}
public static void RemoveFromPool(BidsAndOffers Trade, ThreadDataBaseHandler threadDataBaseHandler)
{
//When a bid or offer is ready to be removed it passed to this method which removes it from DB
string command = string.Format("DELETE FROM Pool WHERE Type = {0} AND TimePlaced = '{1}' AND Price = {2} AND User = {3} AND StockName = '{4}'", Trade.Type, Trade.TimePlaced.ToString("yyyy-MM-dd HH:mm:ss"), Trade.Price, Trade.User, Trade.StockName);
threadDataBaseHandler.SetData(command);
threadDataBaseHandler.CloseCon();
}
static void RunOfffer(Job job)
{
//Purchase the stocks that this job is selling to complete the job
BidsAndOffers bid = new BidsAndOffers(false, DateTime.Now, job.bidAndOffer.Price, clientID, job.bidAndOffer.StockName, job.Quanity, 0);
TradeManager.CreateTrade(ref job.bidAndOffer, ref bid, job.Quanity, threadDataBaseHandler);
//Remove job from queue as it is now complete
Queue.Remove(job);
}
public static void CreateTrade(ref BidsAndOffers Bid, ref BidsAndOffers Offer, int Quantity, ThreadDataBaseHandler threadDataBaseHandler)
{
//Get the total quantity that the user can sell
int StockAvailable = threadDataBaseHandler.GetCount(string.Format("SELECT COUNT(Quantity) FROM Inventories WHERE StockName = '{0}' AND UserID = {1}", Offer.StockName, Offer.User));
if (Quantity > StockAvailable)
{
//If the quantity if the sale is greater than that the user can offer limit to the max amount the user could sell
Quantity = StockAvailable;
}
//If the Quantity is not greater than one we can skip trade creation
if (Quantity > 0)
{
//Checking to see if the bid user has an entry in the iventory table
if (threadDataBaseHandler.GetCount("SELECT COUNT(UserID) FROM Inventories WHERE UserID = " + Bid.User + " AND StockName = '" + Bid.StockName + "'") == 0)
{
//If not then an entry for the bid user for this stock is inserted into inventories
threadDataBaseHandler.SetData(string.Format("INSERT INTO Inventories(UserID, StockName, Quantity, LastTradedPrice) VALUES({0}, '{1}', {2}, {3})", Bid.User, Bid.StockName, 0, 0));
}
//Update the database reflect the new trade
threadDataBaseHandler.SetData(string.Format("INSERT INTO Trades(StockName, BuyerID, SellerID, Price, Quantity) VALUES('{0}', {1}, {2}, {3}, {4})", Bid.StockName, Bid.User, Offer.User, Offer.Price, Quantity));
threadDataBaseHandler.SetData(string.Format("UPDATE Inventories set LastTradedPrice = {0}, Quantity = Quantity - {1} WHERE StockName = '{2}' AND UserID = {3}", Offer.Price, Quantity, Offer.StockName, Offer.User));
threadDataBaseHandler.SetData(string.Format("UPDATE Inventories set LastTradedPrice = {0}, Quantity = Quantity + {1} WHERE StockName = '{2}' AND UserID = {3}", Offer.Price, Quantity, Offer.StockName, Bid.User));
threadDataBaseHandler.SetData(string.Format("UPDATE Stock SET VolumeTraded = VolumeTraded + {0} WHERE StockName = '{1}'", Quantity, Offer.StockName));
threadDataBaseHandler.SetData(string.Format("UPDATE Users SET Balance = Balance + {0} WHERE ID = {1}", Offer.Price * Quantity, Offer.User));
threadDataBaseHandler.SetData(string.Format("UPDATE Users SET Balance = Balance - {0} WHERE ID = {1}", Offer.Price * Quantity, Bid.User));
}
else if (Quantity < 0)
{
throw new Exception("Error with trade, quantity is less than 0");
}
//Checking if trade went ahead
if (Quantity != 0)
{
//If it did then we are updating are local version of the bids and offfers in the server pool
//This allows the matchmaking algorythim to continue without having to grab the new trade data
//from the database
Bid.Quantity -= Quantity;
Offer.Quantity -= Quantity;
//Update database to reflect new trade
threadDataBaseHandler.SetData(string.Format("Update Pool set Quantity = {0} WHERE Type = {1} AND TimePlaced = '{2}' AND Price = {3} AND User = {4} AND StockName = '{5}'", Bid.Quantity, Bid.Type, Bid.TimePlaced.ToString("yyyy-MM-dd HH:mm:ss"), Bid.Price, Bid.User, Bid.StockName));
threadDataBaseHandler.SetData(string.Format("Update Pool set Quantity = {0} WHERE Type = {1} AND TimePlaced = '{2}' AND Price = {3} AND User = {4} AND StockName = '{5}'", Offer.Quantity, Offer.Type, Offer.TimePlaced.ToString("yyyy-MM-dd HH:mm:ss"), Offer.Price, Offer.User, Offer.StockName));
}
else
{
//If they couldn't supply any stock to sell then set the offer quantity to be zero
Offer.Quantity = 0;
}
//Close the connection to the DB so that DB connection thread can be open for the next thread
threadDataBaseHandler.CloseCon();
}
void ProRataWithLMM(ref BidsAndOffers Bid, ref List <BidsAndOffers> Offers, int ProRataMinimumAllocation)
{
//This round assigns offer quantities in relation to the size of the pool
int TotalQuanityOfOffers = 0;
int BidQuanity = Bid.Quantity;
foreach (BidsAndOffers o in Offers)
{
TotalQuanityOfOffers += o.Quantity;
}
for (int i = 0; i < Offers.Count; i++)
{
double ProRata = 0;
if (Offers[i].Quantity != 0)
{
//This equation gives us the percentage of the total quantity of offer this offer is
ProRata = (double)Offers[i].Quantity / (double)TotalQuanityOfOffers;
}
int ProRataAmount = (int)(ProRata * BidQuanity);
//This stop there being a lower amount of stock moved if small value
//Could increase this value to stop small trades of only 1 stock ect being assigned
if (ProRataAmount >= ProRataMinimumAllocation)
{
if (ProRataAmount > Offers[i].Quantity)
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, Offer.Quantity, threadDataBaseHandler);
Offers[i] = Offer;
}
else
{
BidsAndOffers Offer = Offers[i];
TradeManager.CreateTrade(ref Bid, ref Offer, ProRataAmount, threadDataBaseHandler);
Offers[i] = Offer;
}
}
}
}
//This is called by pool and it simply creates a new instance of Job class
//which takes the bid / offer which has been taken from the DB to be completed
//by the market maker as it had been in the pool too long.
//This instance of Job is then added to Queue
public static void AddJob(BidsAndOffers bidAndOffer)
{
Queue.Add(new Job((JobType)Convert.ToInt32(bidAndOffer.Type), bidAndOffer));
}
public Job(JobType jobType, BidsAndOffers bidAndOffer)
{
this.jobType = jobType;
this.bidAndOffer = bidAndOffer;
}
public async void RunMatchMaker(string s, int ThreadCounter)
{
//Store DB connection class from array in Pool in order to not overload the server with conncetions
threadDataBaseHandler = Pool.DataBaseHandlers[ThreadCounter];
//Get the Pricelevels of bids for the assigned stock from DB
MySqlDataReader BidPoolReader = threadDataBaseHandler.GetData("SELECT DISTINCT Price FROM Pool WHERE Type = 0 AND StockName = '" + s + "' ORDER BY Price ASC");
List <double> BidPriceLevels = new List <double>();
while (BidPoolReader.Read())
{
//Read redsults from DB
BidPriceLevels.Add((double)BidPoolReader["Price"]);
}
if (BidPriceLevels.Count == 0)
{
return;
}
//Get the Pricelevels of offers for the assigned stock from DB
MySqlDataReader OfferPoolReader = threadDataBaseHandler.GetData("SELECT DISTINCT Price FROM Pool WHERE Type = 1 AND StockName = '" + s + "' ORDER BY Price DESC");
List <double> OfferPriceLevels = new List <double>();
while (OfferPoolReader.Read())
{
//Read redsults from DB
OfferPriceLevels.Add((double)OfferPoolReader["Price"]);
}
if (OfferPriceLevels.Count == 0)
{
return;
}
//Close connection with DB
threadDataBaseHandler.CloseCon();
foreach (double BidPrice in BidPriceLevels)
{
for (int i = 0; i < OfferPriceLevels.Count; i++)
{
//Cycle through the bid price levels with every offer price level to find offers which are lower than that of the bid price level
if (OfferPriceLevels[i] <= BidPrice)
{
//if this is the case then lets grab all the bids at this level to be able to assign with offers at this price level
MySqlDataReader BidReader = threadDataBaseHandler.GetData("SELECT * FROM Pool WHERE Type = 0 AND StockName = '" + s + "' AND Price = " + BidPrice);
List <BidsAndOffers> bids = new List <BidsAndOffers>();
while (BidReader.Read())
{
//These are commented out as they are used for debugging
//Console.WriteLine(BidReader["Type"].GetType());
//Console.WriteLine(BidReader["TimePlaced"].GetType());
//Console.WriteLine(BidReader["Price"].GetType());
//Console.WriteLine(BidReader["User"].GetType());
//Console.WriteLine(BidReader["StockName"].GetType());
//Console.WriteLine(BidReader["Quantity"].GetType());
//Console.WriteLine(BidReader["TurnsInPool"].GetType());
bids.Add(new BidsAndOffers((bool)BidReader["Type"], (DateTime)BidReader["TimePlaced"], (double)BidReader["Price"], (int)BidReader["User"], (string)BidReader["StockName"], (int)BidReader["Quantity"], (int)BidReader["TurnsInPool"]));
}
//Grab the offers at this price level for assignment
MySqlDataReader OfferReader = threadDataBaseHandler.GetData("SELECT * FROM Pool WHERE Type = 1 AND StockName = '" + s + "' AND Price = " + OfferPriceLevels[i]);
List <BidsAndOffers> offers = new List <BidsAndOffers>();
while (OfferReader.Read())
{
offers.Add(new BidsAndOffers((bool)OfferReader["Type"], (DateTime)OfferReader["TimePlaced"], (double)OfferReader["Price"], (int)OfferReader["User"], (string)OfferReader["StockName"], (int)OfferReader["Quantity"], (int)OfferReader["TurnsInPool"]));
}
//While there is atleast one offer and one bid available at this price range we allocate them
while (bids.Count != 0 && offers.Count != 0)
{
BidsAndOffers b = bids[0];
LMMRound(ref b, ref offers);
#region Cleaner
foreach (BidsAndOffers o in offers)
{
if (o.Quantity <= 0)
{
TradeManager.RemoveFromPool(o, threadDataBaseHandler);
}
}
offers.RemoveAll((o) => o.Quantity <= 0);
bids[0] = b;
if (bids[0].Quantity <= 0)
{
TradeManager.RemoveFromPool(bids[0], threadDataBaseHandler);
bids.RemoveAt(0);
continue;
}
#endregion
ProRataWithLMM(ref b, ref offers, 5);
#region Cleaner
foreach (BidsAndOffers o in offers)
{
if (o.Quantity <= 0)
{
TradeManager.RemoveFromPool(o, threadDataBaseHandler);
}
}
offers.RemoveAll((o) => o.Quantity <= 0);
bids[0] = b;
if (bids[0].Quantity <= 0)
{
TradeManager.RemoveFromPool(bids[0], threadDataBaseHandler);
bids.RemoveAt(0);
continue;
}
#endregion
FIFO(ref b, ref offers);
#region Cleaner
foreach (BidsAndOffers o in offers)
{
if (o.Quantity <= 0)
{
TradeManager.RemoveFromPool(o, threadDataBaseHandler);
}
}
offers.RemoveAll((o) => o.Quantity <= 0);
bids[0] = b;
if (bids[0].Quantity <= 0)
{
TradeManager.RemoveFromPool(bids[0], threadDataBaseHandler);
bids.RemoveAt(0);
continue;
}
#endregion
}
}
}
}
threadDataBaseHandler.CloseCon();
}