// TODO Should we be averaging out matches across price levels?
// TODO How do we sensibly handle matching crossed markets?
// Should be "initiator" price, so price of older order?
// Currently orders that would cross the market are rejected
/// <summary>
/// Create an order stack with a provided way of sorting the orders
/// </summary>
/// <param name="orderMatcher">The class to carry out order matching</param>
/// <param name="comp">
/// A way of comparing the orders where less-than means a better order.
/// The comparer should ensure that it sorts bids and asks appropriately.
/// </param>
public OrderStack(IOrderMatcher orderMatcher,
IComparer <IOrder> comp)
{
_bids = new SortedSet <IOrder>(comp);
_asks = new SortedSet <IOrder>(comp);
_orderMatcher = orderMatcher;
}
/// <summary>
/// The class constructor.
/// </summary>
/// <param name="matcher"> Instance of OrderMatcher.</param>
public TradesController(IOrderMatcher matcher)
{
_matcher = matcher;
}
/// <summary>
/// Create an order stack using default order sorting
/// </summary>
/// <param name="orderMatcher">The class to carry out order matching</param>
/// <see cref="OrderSorter.StandardOrderSorter"/>
public static OrderStack CreateStandardSortedStack(IOrderMatcher orderMatcher)
{
return new OrderStack(orderMatcher,
new OrderStack.StandardOrderComparer());
}
public StandardOrderRepository(IOrderMatcher orderMatcher)
{
_orderMatcher = orderMatcher;
}
/// <summary>
/// Create an order stack using default order sorting
/// </summary>
/// <param name="orderMatcher">The class to carry out order matching</param>
/// <see cref="OrderSorter.StandardOrderSorter"/>
public static OrderStack CreateStandardSortedStack(IOrderMatcher orderMatcher)
{
return(new OrderStack(orderMatcher,
new OrderStack.StandardOrderComparer()));
}
/// <summary>
/// The class constructor.
/// </summary>
/// <param name="matcher"> Instance of OrderMatcher.</param>
public OrdersController(IOrderMatcher matcher)
{
_matcher = matcher;
}
public StandardOrderRepository(IOrderMatcher orderMatcher)
{
_orderMatcher = orderMatcher;
}
