private void createStockMatch(stocks_action sell, stocks_action buy, float i_Average)
{
if (buy.quantity >= sell.quantity)
{
UpdateActionLog(sell, buy, sell.quantity, i_Average);
updatePrice(buy, sell.quantity, i_Average);
updatePrice(sell, sell.quantity, i_Average);
buy.quantity -= sell.quantity;
sell.quantity = 0;
sell.status = StockStatusGetter.GetDescription(eStatus.Done);
sell.is_updatable = 0;
if (buy.quantity == 0)
{
buy.status = StockStatusGetter.GetDescription(eStatus.Done);
buy.is_updatable = 0;
}
}
else
{
UpdateActionLog(sell, buy, buy.quantity, i_Average);
updatePrice(buy, buy.quantity, i_Average);
updatePrice(sell, buy.quantity, i_Average);
sell.quantity -= buy.quantity;
buy.quantity = 0;
buy.status = StockStatusGetter.GetDescription(eStatus.Done);
buy.is_updatable = 0;
}
UpdateStockAsMatch(sell);
UpdateStockAsMatch(buy);
}
public void AddNewStockAction(stocks_action i_StocksDataManager)
{
using (Entities _context = new Entities())
{
i_StocksDataManager.status = StockStatusGetter.GetDescription(eStatus.InProgress);
_context.stocks_action.Add(i_StocksDataManager);
_context.SaveChanges();
}
}
private void RemoveNotReleventStocks(ConcurrentDictionary <string, List <stocks_action> > remove)
{
foreach (var item in remove)
{
remove[item.Key].RemoveAll(
y =>
y.status == StockStatusGetter.GetDescription(eStatus.Deleted) ||
y.status == StockStatusGetter.GetDescription(eStatus.Done));
}
}
private void checkStocksThread(Object stateInfo)
{
try
{
var marketStocksStatus = _xmlStockSerializer.XmlDarkPoolStockModel;
foreach (var stockGroup in _sell)
{
var marketStockStatus = marketStocksStatus.FirstOrDefault(x => x.Symbol == stockGroup.Key);
if (marketStockStatus == null)
{
continue;
}
float marketAverage = (marketStockStatus.Bid + marketStockStatus.Ask) / 2;
foreach (var sell in stockGroup.Value)
{
float sellPrice;
double buyPrice = getBuyNumberMatch(marketStockStatus, sell, marketAverage, out sellPrice);
if (_buy.ContainsKey(stockGroup.Key))
{
var buyMatches = _buy[stockGroup.Key].Where(x => x.user_id != sell.user_id &&
x.limit <= buyPrice && x.limit >= sellPrice &&
x.status == StockStatusGetter.GetDescription(eStatus.InProgress)).ToList();
if (sellPrice <= marketAverage)
{
buyMatches.AddRange(_buy[stockGroup.Key]
.Where(x => x.user_id != sell.user_id && x.market_limit == 1 &&
x.status == StockStatusGetter.GetDescription(eStatus.InProgress))
.ToList());
}
buyMatches = buyMatches.OrderBy(x => x.date_time).ToList();
foreach (var buyMatch in buyMatches)
{
float average = GetAvragePrice(sellPrice, buyMatch, marketAverage, marketStockStatus);
createStockMatch(sell, buyMatch, average);
if (sell.status == StockStatusGetter.GetDescription(eStatus.Done))
{
break;
}
}
}
}
}
}
catch (Exception ex)
{
Log.ErrorFormat("Error : {0}", ex.Message);
}
RemoveNotReleventStocks(_sell);
RemoveNotReleventStocks(_buy);
}
public stocks_action DeleteStockAction(string i_Id)
{
using (Entities _context = new Entities())
{
var stockToDelete = _context.stocks_action.FirstOrDefault(x => x.Id == i_Id);
if (stockToDelete == null)
{
throw new Exception("Stock Action not found");
}
stockToDelete.status = StockStatusGetter.GetDescription(eStatus.Deleted);
stockToDelete.is_updatable = 0;
_context.SaveChanges();
return(stockToDelete);
}
}
private void deleteStockFromDictionray(stocks_action i_StockToDelete)
{
if (i_StockToDelete.sell_action == 1)
{
if (_sell.ContainsKey(i_StockToDelete.stock_name))
{
var stock = _sell[i_StockToDelete.stock_name].FirstOrDefault(x => x.Id == i_StockToDelete.Id);
stock.status = StockStatusGetter.GetDescription(eStatus.Deleted);
}
}
else
{
if (_buy.ContainsKey(i_StockToDelete.stock_name))
{
var stock = _buy[i_StockToDelete.stock_name].FirstOrDefault(x => x.Id == i_StockToDelete.Id);
stock.status = StockStatusGetter.GetDescription(eStatus.Deleted);
}
}
}
public void StartFindStocksMatches()
{
Log.Error("start the thread of finding stock that match");
Entities _context = new Entities();
var stockslst = _context.stocks_action.AsEnumerable()
.Where(x => x.status == StockStatusGetter.GetDescription(eStatus.InProgress)).ToList();
var sellLst = stockslst.Where(x => x.sell_action == 1);
var buyLst = stockslst.Where(x => x.sell_action == 0);
var grpSell = sellLst.GroupBy(x => x.stock_name);
var grpbuy = buyLst.GroupBy(x => x.stock_name);
foreach (var grp in grpSell)
{
addToDictionary(_sell, grp.Key, grp.OrderBy(x => x.date_time).ToList());
}
foreach (var grp in grpbuy)
{
addToDictionary(_buy, grp.Key, grp.OrderBy(x => x.date_time).ToList());
}
_timer = new System.Threading.Timer(new TimerCallback(checkStocksThread), null, 0, _intervalTime);
}
