private async Task ExecuteMarketOrders(OrderList orderList)
{
var marketOrders = orderList.MarketOrders.ToArray();
foreach (var marketOrder in marketOrders)
{
while (!marketOrder.IsOrderFullfiled() && marketOrder.Status == OrderStatus.Registered)
{
try
{
var limitOrders = GetRankedOrders(marketOrder, orderList);
//If there is no limit orders to execute the market order - exit from the loop
if (limitOrders == null || limitOrders.Length == 0)
{
break;
}
foreach (var limitOrder in limitOrders)
{
await ExecuteOrders(marketOrder, limitOrder);
}
}
finally
{
orderList.CleanUpFullfiledLimitOrders();
}
}
}
}
private async Task ExecuteLimitOrders(OrderList orderList)
{
foreach (var orderWrapperBuy in orderList.LimitOrdersBuy.OrderBy(itm => itm.Order.Id))
{
foreach (var orderWrapperSell in orderList.LimitOrdersSell.OrderBy(itm => itm.Order.Id))
{
if (orderWrapperBuy.Order.Price >= orderWrapperSell.Order.Price &&
orderWrapperBuy.Order.Asset == orderWrapperSell.Order.Asset &&
orderWrapperBuy.Order.TraderId != orderWrapperSell.Order.TraderId)
{
try
{
await ExecuteOrders(orderWrapperBuy.Order, orderWrapperSell.Order);
}
finally
{
orderList.CleanUpFullfiledLimitOrders();
}
}
}
}
}
private async Task ExecuteLimitOrders(OrderList orderList)
{
foreach (var orderWrapperBuy in orderList.LimitOrdersBuy.OrderBy(itm => itm.Order.Id))
foreach (var orderWrapperSell in orderList.LimitOrdersSell.OrderBy(itm => itm.Order.Id))
if (orderWrapperBuy.Order.Price >= orderWrapperSell.Order.Price &&
orderWrapperBuy.Order.Asset == orderWrapperSell.Order.Asset &&
orderWrapperBuy.Order.TraderId != orderWrapperSell.Order.TraderId)
try
{
await ExecuteOrders(orderWrapperBuy.Order, orderWrapperSell.Order);
}
finally
{
orderList.CleanUpFullfiledLimitOrders();
}
}
private async Task ExecuteMarketOrders(OrderList orderList)
{
var marketOrders = orderList.MarketOrders.ToArray();
foreach (var marketOrder in marketOrders)
while (!marketOrder.IsOrderFullfiled())
try
{
var limitOrders = GetRankedOrders(marketOrder, orderList);
//If there is no limit orders to execute the market order - exit from the loop
if (limitOrders == null || limitOrders.Length == 0)
break;
foreach (var limitOrder in limitOrders)
await ExecuteOrders(marketOrder, limitOrder);
}
finally
{
orderList.CleanUpFullfiledLimitOrders();
}
}