void MoneyTransaction(ref Bids bid, long quanity)
{
//if (bid.Price != offer.Price) {
// Console.WriteLine("Bid Price and Offer Price not the same!");
//}
_TradePrice = bid.Price;
}
public void ProRata(ref Bids bid, ref List <Offers> offers, int ProRataMinimumAlloaction)
{
long TotalQuanityOfOffers = 0;
long BidQuanity = bid.Quanity;
foreach (Offers o in offers)
{
TotalQuanityOfOffers += o.Quanity;
}
for (int i = 0; i < offers.Count; i++)
{
offers[i].ProRata = (float)offers[i].Quanity / (float)TotalQuanityOfOffers;
int ProRataAmount = (int)(offers[i].ProRata * BidQuanity);
if (ProRataAmount >= ProRataMinimumAlloaction)
{
if (ProRataAmount > offers[i].Quanity)
{
Offers o2 = offers[i];
new Trade(ref bid, ref o2, offers[i].quanity);
offers[i] = o2;
}
else
{
Offers o2 = offers[i];
new Trade(ref bid, ref o2, ProRataAmount);
offers[i] = o2;
}
}
}
}
public Trade(ref Bids bid, long quanity)
{
UpdateQuanities(ref bid, quanity);
MoneyTransaction(ref bid, quanity);
UpdateDatabase(ref bid, quanity);
AddToTransactionList(ref bid, quanity);
}
void UpdateQuanities(ref Bids bid, long quanity)
{
bid.Quanity -= quanity;
if (bid.Owner.OnBuy != null)
{
bid.Owner.OnBuy(quanity);
}
}
void DisplayDetails(Bids bid, List <Offers> offers)
{
Console.WriteLine();
Console.WriteLine("Price: {0} Bid Qaunity: {1}", bid.Price, bid.Quanity);
Console.WriteLine("Offers:");
foreach (Offers o in offers)
{
Console.WriteLine("Client {0} is offering {1}", o.Owner.ID, o.Quanity);
}
}
void UpdateQuanities(ref Bids bid, ref Offers offer, long quanity)
{
bid.Quanity -= quanity;
offer.quanity -= quanity;
if (bid.Owner.OnBuy != null)
{
bid.Owner.OnBuy(quanity);
}
if (offer.Owner.OnSell != null)
{
offer.Owner.OnSell(quanity);
}
}
public void ProRataWithLMM(List <BidPriceLevel> BidsPool, List <OfferPriceLevel> OffersPool)
{
BidsPool = BidsPool.OrderBy((BidPriceLevel b) => b.Price).ToList();
OffersPool = OffersPool.OrderByDescending((OfferPriceLevel o) => o.Price).ToList();
foreach (BidPriceLevel BPL in BidsPool)
{
for (int j = 0; j < OffersPool.Count; j++)
{
if (OffersPool[j].Price <= BPL.Price)
{
while (BPL.bids.Count != 0 && OffersPool[j].offers.Count != 0)
{
Bids b = BPL.bids[0];
List <Offers> offers = OffersPool[j].offers;
//DisplayDetails(b, offers);
LMMRound(ref b, ref offers);
//DisplayDetails(b, offers);
ProRata(ref b, ref offers, 1);
//DisplayDetails(b, offers);
FIFO(ref b, ref offers);
//DisplayDetails(b, offers);
BPL.bids[0] = b;
OffersPool[j].offers = offers;
if (BPL.bids[0].Quanity == 0)
{
BPL.bids.RemoveAt(0);
}
OffersPool[j].offers.RemoveAll((Offers o) => o.Quanity == 0);
}
}
}
}
foreach (BidPriceLevel BPL in BidsPool)
{
foreach (Bids b in BPL.bids)
{
b.TurnsInPool++;
}
}
foreach (OfferPriceLevel OPL in OffersPool)
{
foreach (Offers o in OPL.offers)
{
o.TurnsInPool++;
}
}
UpdatePools(BidsPool, OffersPool);
}
public static void AddBid(Bids bid)
{
for (int i = 0; i < BidsPool.Count; i++)
{
if (bid.Price == BidsPool[i].Price)
{
BidsPool[i].bids.Add(bid);
return;
}
}
BidsPool.Add(new BidPriceLevel {
Price = bid.Price, bids = new List <Bids>()
{
bid
}
});
BidsPool = BidsPool.OrderBy((BidPriceLevel b) => b.Price).ToList();
}
public void FIFO(ref Bids bid, ref List <Offers> offers)
{
//foreach (Offers o in offers) {
for (int i = 0; i < offers.Count; i++)
{
if (offers[i].Quanity > bid.Quanity)
{
Offers o2 = offers[i];
new Trade(ref bid, ref o2, bid.Quanity);
offers[i] = o2;
break;
}
else
{
Offers o2 = offers[i];
new Trade(ref bid, ref o2, offers[i].quanity);
offers[i] = o2;
}
}
}
public void LMMRound(ref Bids bid, ref List <Offers> offers)
{
long BidQuanity = bid.Quanity;
for (int i = 0; i < offers.Count; i++)
{
if (offers[i].Owner.LMMPercentage > 0f)
{
int LMMAmount = (int)(BidQuanity * offers[i].Owner.LMMPercentage);
if (LMMAmount > offers[i].Quanity)
{
Offers o2 = offers[i];
new Trade(ref bid, ref o2, offers[i].quanity);
offers[i] = o2;
}
else
{
Offers o2 = offers[i];
new Trade(ref bid, ref o2, LMMAmount);
offers[i] = o2;
}
}
}
}
public void AddJob(Bids bid)
{
Queue.Add(new Job(JobType.Bid, bid));
}
public Job(JobType jobType, Bids Bid = null, Offers Offer = null)
{
this.jobType = jobType;
this.Bid = Bid;
this.Offer = Offer;
}
void AddToTransactionList(ref Bids bid, long quanity)
{
StockTicker.TradesThisTurn.Add(this);
}
void UpdateDatabase(ref Bids bid, long quanity)
{
}
void UpdateDatabase(ref Bids bid, ref Offers offer, long quanity)
{
}