public void MatchMarketOrderForOpen(Order order, Func <MatchedOrderCollection, bool> matchedFunc)
{
using (_contextFactory.GetWriteSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(MatchMarketOrderForOpen)}"))
{
var orderBookTypeToMatch = order.GetOrderType().GetOrderTypeToMatchInOrderBook();
var matchedOrders =
_orderBooks.Match(order, orderBookTypeToMatch, Math.Abs(order.Volume));
if (matchedFunc(matchedOrders))
{
_orderBooks.Update(order, orderBookTypeToMatch, matchedOrders);
ProduceBestPrice(order.Instrument);
}
}
}
public Task <MatchedOrderCollection> MatchOrderAsync(Order order, bool shouldOpenNewPosition,
OrderModality modality = OrderModality.Regular)
{
using (_contextFactory.GetWriteSyncContext(
$"{nameof(MarketMakerMatchingEngine)}.{nameof(MatchOrderAsync)}"))
{
var orderBookTypeToMatch = order.Direction.GetOrderDirectionToMatchInOrderBook();
//TODO: validate opposite direction if will open new position
var matchedOrders =
_orderBooks.Match(order.AssetPairId, orderBookTypeToMatch, Math.Abs(order.Volume));
_orderBooks.Update(order.AssetPairId, orderBookTypeToMatch, matchedOrders);
ProduceBestPrice(order.AssetPairId);
return(Task.FromResult(matchedOrders));
}
}