C# (CSharp) IMarketOrderMatchingAlgorithm Examples

Example #1

File: PriceSlot.cs Project: ThomasVestergaard/MemExchange

 public PriceSlot(double price, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm)
 {
     this.limitOrderMatchingAlgorithm = limitOrderMatchingAlgorithm;
     this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm;
     Price = price;
     BuyOrders = new List<ILimitOrder>();
     SellOrders = new List<ILimitOrder>();
 }

Example #2

 public PriceSlot(double price, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm)
 {
     this.limitOrderMatchingAlgorithm  = limitOrderMatchingAlgorithm;
     this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm;
     Price      = price;
     BuyOrders  = new List <ILimitOrder>();
     SellOrders = new List <ILimitOrder>();
 }

Example #3

File: OrderBook.cs Project: ThomasVestergaard/MemExchange

 public OrderBook(string symbol, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm, IOrderBookBestBidAsk orderBookBestBidAsk)
 {
     this.limitOrderMatchingAlgorithm = limitOrderMatchingAlgorithm;
     this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm;
     this.orderBookBestBidAsk = orderBookBestBidAsk;
     Symbol = symbol;
     PriceSlots = new Dictionary<double, IPriceSlot>();
     BuySideStopLimitOrders = new List<IStopLimitOrder>();
     SellSideStopLimitOrders = new List<IStopLimitOrder>();
 }

Example #4

File: OrderBook.cs Project: dirkju/MemExchange

 public OrderBook(string symbol, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm, IOrderBookBestBidAsk orderBookBestBidAsk)
 {
     this.limitOrderMatchingAlgorithm  = limitOrderMatchingAlgorithm;
     this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm;
     this.orderBookBestBidAsk          = orderBookBestBidAsk;
     Symbol                  = symbol;
     PriceSlots              = new Dictionary <double, IPriceSlot>();
     BuySideStopLimitOrders  = new List <IStopLimitOrder>();
     SellSideStopLimitOrders = new List <IStopLimitOrder>();
 }

Example #5

File: OrderBookTests.cs Project: link-money/MemExchange

 public void Setup()
 {
     limitOrderMatchingAlgorithmMock  = MockRepository.GenerateMock <ILimitOrderMatchingAlgorithm>();
     marketOrderMatchingAlgorithmMock = MockRepository.GenerateMock <IMarketOrderMatchingAlgorithm>();
     outgoingQueueMock = MockRepository.GenerateMock <IOutgoingQueue>();
 }

Example #6

File: OrderBookTests.cs Project: ThomasVestergaard/MemExchange

 public void Setup()
 {
     limitOrderMatchingAlgorithmMock = MockRepository.GenerateMock<ILimitOrderMatchingAlgorithm>();
     marketOrderMatchingAlgorithmMock = MockRepository.GenerateMock<IMarketOrderMatchingAlgorithm>();
     outgoingQueueMock = MockRepository.GenerateMock<IOutgoingQueue>();
 }