private void UpdateTradeItem(TradeTrasaction tradeItem, UInt64 price, double quantity)
{
tradeItem.OrderPrice = price;
tradeItem.OrderQuantity -= quantity;
if (tradeItem.OrderQuantity <= 0)
{
tradeItem = null;
}
}
public void ExecuteCommand(IOrderTransaction command, TradeTrasaction tradeItem)
{
if (command != null)
{
command.ExecuteTrasaction(BuyTradeTransactions, SellTradeTransactions, tradeItem);
//We meet this condition only when OPERATION_TYPE_MODIFY_BUY/OPERATION_TYPE_MODIFY_SELL
if (tradeItem != null && tradeItem.OperationType != command.Id)
{
OrderCommandFactory.Get(tradeItem.OperationType).ExecuteTrasaction(BuyTradeTransactions, SellTradeTransactions, tradeItem);
}
}
}
public void ExecuteTrasaction(Dictionary <string, TradeTrasaction> BuyTradeItems, Dictionary <string, TradeTrasaction> SellTradeItems, TradeTrasaction tradeItem)
{
try
{
foreach (var sellItem in SellTradeItems.Values.Reverse().ToList())
{
if (tradeItem.OrderPrice >= sellItem.OrderPrice)
{
var buyOrderQty = tradeItem.OrderQuantity;
var sellOrderQty = sellItem.OrderQuantity;
if (buyOrderQty == sellOrderQty)
{
PrintTrade(sellItem, tradeItem, buyOrderQty);
SellTradeItems.Remove(sellItem.OrderId);
return;
}
else if (buyOrderQty < sellOrderQty)
{
PrintTrade(sellItem, tradeItem, buyOrderQty);
SellTradeItems[sellItem.OrderId].OrderQuantity = sellOrderQty - buyOrderQty;
return;
}
else
{
PrintTrade(sellItem, tradeItem, sellOrderQty);
tradeItem.OrderQuantity = buyOrderQty - sellOrderQty;
SellTradeItems.Remove(sellItem.OrderId);
continue;
}
}
}
if (tradeItem.OrderType == OrderType.GFD)
{
BuyTradeItems.Add(tradeItem.OrderId, tradeItem);
}
}
catch
{
Console.WriteLine("Buy Error");
}
}
private void PrintTrade(TradeTrasaction Item1, TradeTrasaction Item2, double Quanity)
{
Console.WriteLine("TRADE {0} {1} {2} {3} {4} {5}", Item1.OrderId, Item1.OrderPrice, Quanity, Item2.OrderId, Item2.OrderPrice, Quanity);
}
public OperationType CreateTradeItem(string inputCommandLine)
{
string[] stdInputArgumentsArray = inputCommandLine.Split(' ');
if (stdInputArgumentsArray.Length == 0 || stdInputArgumentsArray.Length > 5)
{
return(OperationType.OPERATION_TYPE_NONE);
}
OperationType operType = ParseOperationTypeEnum <OperationType>(stdInputArgumentsArray[0]);
if (operType == OperationType.OPERATION_TYPE_BUY || operType == OperationType.OPERATION_TYPE_SELL)
{
if ((stdInputArgumentsArray.Length < 5) || !IsInt(stdInputArgumentsArray[2]) || !IsInt(stdInputArgumentsArray[3]))
{
return(OperationType.OPERATION_TYPE_NONE);
}
_tradeItem = new TradeTrasaction(operType, ParseEnum <OrderType>(stdInputArgumentsArray[1]),
Convert.ToUInt64(stdInputArgumentsArray[2]),
Convert.ToUInt64(stdInputArgumentsArray[3]),
stdInputArgumentsArray[4]);
return(_tradeItem.OperationType);
}
else if (operType == OperationType.OPERATION_TYPE_MODIFY)
{
if ((stdInputArgumentsArray.Length < 5) || !IsInt(stdInputArgumentsArray[3]) || !IsInt(stdInputArgumentsArray[4]))
{
return(OperationType.OPERATION_TYPE_NONE);
}
OperationType ModoperType = ParseOperationTypeEnum <OperationType>(stdInputArgumentsArray[2]);
if ((ModoperType == OperationType.OPERATION_TYPE_BUY) || (ModoperType == OperationType.OPERATION_TYPE_SELL))
{
ModoperType += 3; //set to modify buy/sell
_tradeItem = new TradeTrasaction(ModoperType, OrderType.GFD,
Convert.ToUInt64(stdInputArgumentsArray[3]),
Convert.ToUInt64(stdInputArgumentsArray[4]),
stdInputArgumentsArray[1]);
return(operType); //return the orginal operation
}
return(OperationType.OPERATION_TYPE_NONE);
}
else if (operType == OperationType.OPERATION_TYPE_CANCEL)
{
if (stdInputArgumentsArray.Length != 2)
{
return(OperationType.OPERATION_TYPE_NONE);
}
_tradeItem = new TradeTrasaction(OperationType.OPERATION_TYPE_CANCEL, OrderType.None, 0, 0, stdInputArgumentsArray[1]);
return(_tradeItem.OperationType);
}
else if (operType == OperationType.OPERATION_TYPE_PRINT)
{
if (stdInputArgumentsArray.Length != 1)
{
return(OperationType.OPERATION_TYPE_NONE);
}
_tradeItem = new TradeTrasaction(OperationType.OPERATION_TYPE_PRINT);
return(_tradeItem.OperationType);
}
return(OperationType.OPERATION_TYPE_NONE);;
}
public void ExecuteTrasaction(Dictionary <string, TradeTrasaction> BuyTradeItems, Dictionary <string, TradeTrasaction> SellTradeItems, TradeTrasaction tradeItem)
{
Console.WriteLine("SELL:");
foreach (var pritableElement in GetPritableElements(SellTradeItems.Values.OrderByDescending(x => x.OrderPrice).ToList()))
{
if (pritableElement.Value != 0)
{
Console.WriteLine(pritableElement.Key + " " + pritableElement.Value);
}
}
Console.WriteLine("BUY:");
foreach (var pritableElement in GetPritableElements(BuyTradeItems.Values.OrderByDescending(x => x.OrderPrice).ToList()))
{
if (pritableElement.Value != 0)
{
Console.WriteLine(pritableElement.Key + " " + pritableElement.Value);
}
}
}
public void ExecuteTrasaction(Dictionary <string, TradeTrasaction> BuyTradeItems, Dictionary <string, TradeTrasaction> SellTradeItems, TradeTrasaction tradeItem)
{
if (BuyTradeItems.ContainsKey(tradeItem.OrderId))
{
BuyTradeItems.Remove(tradeItem.OrderId);
}
else if (SellTradeItems.ContainsKey(tradeItem.OrderId))
{
SellTradeItems.Remove(tradeItem.OrderId);
}
}
public void ExecuteTrasaction(Dictionary <string, TradeTrasaction> BuyTradeItems, Dictionary <string, TradeTrasaction> SellTradeItems, TradeTrasaction order)
{
try
{
foreach (var buyItem in BuyTradeItems.Values.Reverse().ToList())
{
if (order.OrderPrice <= buyItem.OrderPrice)
{
var OrderQty = order.OrderQuantity;
var buyOrderQty = buyItem.OrderQuantity;
if (OrderQty == buyOrderQty)
{
PrintTrade(buyItem, order, OrderQty);
BuyTradeItems.Remove(buyItem.OrderId);
return;
}
else if (OrderQty < buyOrderQty)
{
PrintTrade(buyItem, order, OrderQty);
BuyTradeItems[buyItem.OrderId].OrderQuantity = buyOrderQty - OrderQty;
return;
}
else
{
PrintTrade(buyItem, order, buyOrderQty);
order.OrderQuantity = OrderQty - buyOrderQty;
BuyTradeItems.Remove(buyItem.OrderId);
continue;
}
}
}
if (order.OrderType == OrderType.GFD)
{
SellTradeItems.Add(order.OrderId, order);
}
}
catch
{
Console.WriteLine("Sell Error");
}
}
