private void Trade(OrderStackRow osr, MarketSide side)
{
if (osr == null)
{
throw new ArgumentNullException("osr");
}
// The server currently does not support click trading, so we fake
// it here by adding a matching order to the other side of the market.
// If the server supported ImmediateOrCancel then we'd use that.
var isBid = side == MarketSide.Bid;
var matchingOrderDetails = new OrderRecord
{
ClOrdID = _clOrdIDGenerator.CreateClOrdID(),
LastUpdateTime = DateTime.UtcNow,
OrderID = string.Empty, // Set by server
OrdType = OrderType.Limit,
Price = decimal.Parse(isBid ? osr.BidPrice : osr.AskPrice),
Quantity = decimal.Parse(isBid ? osr.BidQty : osr.AskQty),
Side = isBid ? MarketSide.Ask : MarketSide.Bid,
Symbol = osr.Symbol,
Status = OrderStatus.New
};
_serverFacade.CreateOrder(matchingOrderDetails);
}
private static List <OrderStackRow> CreateOrderStackRows(
string symbol,
OrderStack stack,
Color rowColour)
{
var bids = stack.GetBids();
var asks = stack.GetAsks();
var maxSize = Math.Max(bids.Count, asks.Count);
var rows = new List <OrderStackRow>();
for (var i = 0; i < maxSize; ++i)
{
var bid = bids.ElementAtOrDefault(i);
var ask = asks.ElementAtOrDefault(i);
Debug.Assert(bid != null || ask != null);
var osr = new OrderStackRow
{
Symbol = symbol,
RowColor = rowColour
};
if (bid != null)
{
osr.BidClOrdID = bid.ClOrdID;
osr.BidStatus = bid.Status.ToString();
osr.BidPrice = bid.Price.ToString(CultureInfo.CurrentUICulture);
osr.BidQty = bid.Quantity.ToString(CultureInfo.CurrentUICulture);
}
if (ask != null)
{
osr.AskClOrdID = ask.ClOrdID;
osr.AskStatus = ask.Status.ToString();
osr.AskPrice = ask.Price.ToString(CultureInfo.CurrentUICulture);
osr.AskQty = ask.Quantity.ToString(CultureInfo.CurrentUICulture);
}
rows.Add(osr);
}
return(rows);
}
private static List<OrderStackRow> CreateOrderStackRows(
string symbol,
OrderStack stack,
Color rowColour)
{
var bids = stack.GetBids();
var asks = stack.GetAsks();
var maxSize = Math.Max(bids.Count, asks.Count);
var rows = new List<OrderStackRow>();
for (var i = 0; i < maxSize; ++i)
{
var bid = bids.ElementAtOrDefault(i);
var ask = asks.ElementAtOrDefault(i);
Debug.Assert(bid != null || ask != null);
var osr = new OrderStackRow
{
Symbol = symbol,
RowColor = rowColour
};
if (bid != null)
{
osr.BidClOrdID = bid.ClOrdID;
osr.BidStatus = bid.Status.ToString();
osr.BidPrice = bid.Price.ToString(CultureInfo.CurrentUICulture);
osr.BidQty = bid.Quantity.ToString(CultureInfo.CurrentUICulture);
}
if (ask != null)
{
osr.AskClOrdID = ask.ClOrdID;
osr.AskStatus = ask.Status.ToString();
osr.AskPrice = ask.Price.ToString(CultureInfo.CurrentUICulture);
osr.AskQty = ask.Quantity.ToString(CultureInfo.CurrentUICulture);
}
rows.Add(osr);
}
return rows;
}
public void SellOrder(OrderStackRow osr)
{
Trade(osr, MarketSide.Ask);
}
public void BuyOrder(OrderStackRow osr)
{
Trade(osr, MarketSide.Bid);
}
private void Trade(OrderStackRow osr, MarketSide side)
{
if (osr == null) throw new ArgumentNullException("osr");
// The server currently does not support click trading, so we fake
// it here by adding a matching order to the other side of the market.
// If the server supported ImmediateOrCancel then we'd use that.
var isBid = side == MarketSide.Bid;
var matchingOrderDetails = new OrderRecord
{
ClOrdID = _clOrdIDGenerator.CreateClOrdID(),
LastUpdateTime = DateTime.UtcNow,
OrderID = string.Empty, // Set by server
OrdType = OrderType.Limit,
Price = decimal.Parse(isBid ? osr.BidPrice : osr.AskPrice),
Quantity = decimal.Parse(isBid ? osr.BidQty : osr.AskQty),
Side = isBid ? MarketSide.Ask : MarketSide.Bid,
Symbol = osr.Symbol,
Status = OrderStatus.New
};
_serverFacade.CreateOrder(matchingOrderDetails);
}
public void SellOrder(OrderStackRow osr)
{
Trade(osr, MarketSide.Ask);
}
public void BuyOrder(OrderStackRow osr)
{
Trade(osr, MarketSide.Bid);
}
