public decimal ExecuteOrder(string clientId, Order order)
{
if (string.IsNullOrEmpty(clientId))
{
throw new ArgumentException("clientId");
}
var bestQuotes = GetBestQuotes(order.LotSize).ToArray();
var price = AllocateOrder(clientId, order, bestQuotes);
return price;
}
public void RejectedOrders()
{
//i.e. size over 200 or less than 0 or bad increment
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, 210); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, -10); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, -1); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, 0); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, 1); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, 9); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, 199); });
AssertException.Throws<ArgumentException>(() => { new Order(Direction.Buy, 201); });
var order = new Order(Direction.Buy, 10);
AssertException.Throws<ArgumentException>(() => { _service.ExecuteOrder(string.Empty, order); });
AssertException.Throws<ArgumentException>(() => { _service.ExecuteOrder(null, order); });
}
private decimal AllocateOrder(string clientId, Order order, Quote[] quotes)
{
decimal totalPrice = 0;
foreach (var quote in quotes)
{
_brokers[quote.BrokerId].AddVolume(quote.LotSize);
totalPrice += quote.PriceAfterCommission;
}
AllocatedOrder ao = new AllocatedOrder(order, totalPrice, quotes);
if (_orders.ContainsKey(clientId) == false)
{
_orders.Add(clientId, new List<AllocatedOrder> {ao});
}
else
{
_orders[clientId].Add(ao);
}
return totalPrice;
}
public AllocatedOrder(Order clientOrder, decimal orderPrice, IEnumerable<Quote> quotes)
{
ClientOrder = clientOrder;
OrderPrice = orderPrice;
BrokerQuotes = quotes;
}