Example #1
0
 public Market(int asset, OrderMap orderMap)
 {
     Asset = asset;
     Asks  = new Orderbook(orderMap)
     {
         Side = OrderSide.Sell
     };
     Bids = new Orderbook(orderMap)
     {
         Side = OrderSide.Buy
     };
 }
Example #2
0
 public OrderPlacedEffectProcessor(OrderPlacedEffect effect, Orderbook orderBook, Order order)
     : base(effect)
 {
     this.orderBook = orderBook ?? throw new ArgumentNullException(nameof(orderBook));
     this.order     = order ?? throw new ArgumentNullException(nameof(order));
 }
Example #3
0
 public OrderRemovedEffectProccessor(OrderRemovedEffect effect, Orderbook orderbook)
     : base(effect)
 {
     this.orderbook = orderbook ?? throw new ArgumentNullException(nameof(orderbook));
 }
        public static void AddOrderPlaced(this EffectProcessorsContainer effectProcessors, Orderbook orderBook, Order order)
        {
            var decodedOrderId = OrderIdConverter.Decode(order.OrderId);
            var effect         = new OrderPlacedEffect
            {
                Apex           = effectProcessors.Apex,
                AccountWrapper = order.AccountWrapper,
                Asset          = decodedOrderId.Asset,
                Amount         = order.Amount,
                QuoteAmount    = order.QuoteAmount,
                Price          = order.Price,
                OrderId        = order.OrderId,
                OrderSide      = decodedOrderId.Side
            };

            effectProcessors.Add(new OrderPlacedEffectProcessor(effect, orderBook, order));
        }
 public static void AddOrderRemoved(this EffectProcessorsContainer effectProcessors, Orderbook orderbook, Order order)
 {
     effectProcessors.Add(new OrderRemovedEffectProccessor(
                              new OrderRemovedEffect
     {
         Apex           = effectProcessors.Apex,
         OrderId        = order.OrderId,
         AccountWrapper = order.AccountWrapper,
         Amount         = order.Amount,
         QuoteAmount    = order.QuoteAmount,
         Price          = order.Price
     },
                              orderbook
                              ));
 }