private TradeLog MakeMatch(BidOrder bid, AskOrder ask)
{
decimal price = bid.Date < ask.Date ? bid.Price : ask.Price;
decimal volume = bid.Remain() <= ask.Remain() ? bid.Remain() : ask.Remain();
var taker = bid.Date < ask.Date ? TradeParty.Seller : TradeParty.Buyer;
bid.Volume += volume;
ask.Volume += volume;
if (ask.Remain() == 0)
{
TradeQueue.Instance.Remove(ask);
}
if (bid.Remain() == 0)
{
TradeQueue.Instance.Remove(bid);
}
var log = new TradeLog
{
Ask = ask,
Bid = bid,
Price = price,
Volume = volume,
Taker = taker,
Time = DateTime.Now
};
TradeLogger.Instance.Update(log);
return(log);
}
public void Should_Do_Success_WhenBidOrderPartialTransaction()
{
var bid = new BidOrder(10001, 10, 100);
var ask1 = new AskOrder(10002, 9, 50);
var ask2 = new AskOrder(10003, 9, 45);
TradeQueue.Instance.Enqueue(bid);
TradeQueue.Instance.Enqueue(ask1);
TradeQueue.Instance.Enqueue(ask2);
var result = maker.Do();
Assert.AreEqual(TradeStatus.None, result.Status);
result = maker.Do();
Assert.AreEqual(TradeStatus.Success, result.Status);
Assert.AreEqual(1, result.Logs.Count);
Assert.AreEqual(10M, result.Logs[0].Price);
Assert.AreEqual(50, result.Logs[0].Volume);
Assert.AreEqual(TradeParty.Seller, result.Logs[0].Taker);
result = maker.Do();
Assert.AreEqual(TradeStatus.Success, result.Status);
Assert.AreEqual(1, result.Logs.Count);
Assert.AreEqual(10M, result.Logs[0].Price);
Assert.AreEqual(45, result.Logs[0].Volume);
Assert.AreEqual(TradeParty.Seller, result.Logs[0].Taker);
Assert.AreEqual(5, bid.Remain());
}
private TradeResult MakeMatch(BidOrder bid, List <AskOrder> asks)
{
asks = asks.OrderBy(e => e.Price).ThenBy(e => e.Date).ToList();
var items = new List <TradeLog>();
foreach (var ask in asks)
{
if (bid.Remain() == 0)
{
break;
}
var item = MakeMatch(bid, ask);
items.Add(item);
}
return(items.Count > 0 ? TradeResult.Success(items) : TradeResult.None());
}