private void RemoveGoodTillDateOrder(int time, OrderId orderId)
{
if (_goodTillDateOrders.TryGetValue(time, out var orderIds))
{
orderIds.Remove(orderId);
if (orderIds.Count == 0)
{
_goodTillDateOrders.Remove(time);
if (time == _firstGoodTillDate.Value.Key)
{
_firstGoodTillDate = _goodTillDateOrders.Count > 0 ? _goodTillDateOrders.First() : (KeyValuePair <int, HashSet <OrderId> >?)null;
}
}
}
}
public static byte[] Serialize(OrderId makerOrderId, OrderId takerOrderId, Price matchRate, Quantity matchQuantity, Quantity?remainingAskQuantiy, Quantity?askFee, Quantity?bidCost, Quantity?bidFee, int timeStamp)
{
byte[] msg = new byte[sizeOfMessage];
Write(msg, messageLengthOffset, sizeOfMessage);
msg[messageTypeOffset] = (byte)MessageType.Fill;
Write(msg, versionOffset, version);
Write(msg, makerOrderIdOffset, makerOrderId);
Write(msg, takerOrderIdOffset, takerOrderId);
Write(msg, matchRateOffset, matchRate);
Write(msg, matchQuantityOffset, matchQuantity);
msg[isAskRemainingNullOffset] = Convert.ToByte(remainingAskQuantiy.HasValue ? true : false);
if (remainingAskQuantiy.HasValue)
{
Write(msg, askRemainingQuantityOffset, remainingAskQuantiy.Value);
}
msg[isAskFeeNullOffset] = Convert.ToByte(askFee.HasValue ? true : false);
if (askFee.HasValue)
{
Write(msg, askFeeOffset, askFee.Value);
}
msg[isBidCostNullOffset] = Convert.ToByte(bidCost.HasValue ? true : false);
if (bidCost.HasValue)
{
Write(msg, bidCostOffset, bidCost.Value);
}
msg[isBidFeeNullOffset] = Convert.ToByte(bidFee.HasValue ? true : false);
if (bidFee.HasValue)
{
Write(msg, bidFeeOffset, bidFee.Value);
}
Write(msg, timestampOffset, timeStamp);
return(msg);
}
private OrderMatchingResult CancelOrder(OrderId orderId, CancelReason cancelReason)
{
if (_currentOrders.TryGetValue(orderId, out Order? order))
{
var quantityCancel = order.OpenQuantity;
_book.RemoveOrder(order);
_currentOrders.Remove(orderId);
if (order.IsTip)
{
quantityCancel += order.TotalQuantity;
}
if (order.CancelOn > 0)
{
RemoveGoodTillDateOrder(order.CancelOn, order.OrderId);
}
_tradeListener?.OnCancel(orderId, quantityCancel, order.Cost, order.Fee, cancelReason);
return(OrderMatchingResult.CancelAcepted);
}
return(OrderMatchingResult.OrderDoesNotExists);
}
public OrderMatchingResult CancelOrder(OrderId orderId)
{
return(CancelOrder(orderId, CancelReason.UserRequested));
}