private void PrintPriceBook(OrderCollection orders)
{
var sellPrices = new SortedDictionary <int, int>(new DescendingComparer <int>());
var buyPrices = new SortedDictionary <int, int>(new DescendingComparer <int>());
foreach (var order in orders.AsEnumerable())
{
if (order.Type == OrderType.SELL)
{
AddToOrderSummary(order, sellPrices);
}
else if (order.Type == OrderType.BUY)
{
AddToOrderSummary(order, buyPrices);
}
}
OnOutput?.Invoke("SELL:");
foreach (var item in sellPrices)
{
OnOutput?.Invoke($"{item.Key} {item.Value}");
}
OnOutput?.Invoke("BUY:");
foreach (var item in buyPrices)
{
OnOutput?.Invoke($"{item.Key} {item.Value}");
}
}
private void ApplyTrades(OrderCollection orders)
{
Order firstOrder, secondOrder;
while (FindNextTrade(orders, out firstOrder, out secondOrder))
{
var tradedQuantity = Math.Min(firstOrder.Quantity, secondOrder.Quantity);
orders.MergeOrders(firstOrder, secondOrder);
OnTradeHappened?.Invoke(firstOrder.ID, firstOrder.Price, tradedQuantity,
secondOrder.ID, secondOrder.Price, tradedQuantity);
OnOutput?.Invoke($"{KW_TRADE} {firstOrder.TradeInfo(tradedQuantity)} {secondOrder.TradeInfo(tradedQuantity)}");
}
}
private bool FindNextTrade(OrderCollection orders, out Order firstOrder, out Order secondOrder)
{
firstOrder = secondOrder = null;
var sortedBuys = orders.SortedBuys().ToList();
var sortedSells = orders.SortedSells().ToList();
if (sortedBuys.Count == 0 || sortedSells.Count == 0)
{
return(false);
}
try
{
var maxBuy = sortedBuys[0];
var minSell = sortedSells[0];
if (maxBuy.Price < minSell.Price)
{
//we don't have a match at all in this situation
return(false);
}
if (orders.GetIndex(maxBuy.ID) < orders.GetIndex(minSell.ID)) //earlier orders have lower index
{
firstOrder = maxBuy;
secondOrder = minSell;
}
else
{
firstOrder = minSell;
secondOrder = maxBuy;
}
return(true);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
return(false);
}
}