public void HandleAddLimitOrder(ILimitOrder limitOrder) { string symbol = limitOrder.Symbol; if (!OrderBooks.ContainsKey(symbol)) { var bookMatchingLimitAlgo = new LimitOrderMatchingAlgorithm(dateService); bookMatchingLimitAlgo.AddExecutionsHandler(outgoingQueue.EnqueueClientExecution); var bookMatchingMarketAlgo = new MarketOrderMatchingAlgorithm(dateService); bookMatchingMarketAlgo.AddExecutionsHandler(outgoingQueue.EnqueueClientExecution); var level1 = new OrderBookBestBidAsk(symbol); level1.RegisterUpdateHandler(outgoingQueue.EnqueueLevel1Update); var book = new OrderBook(symbol, bookMatchingLimitAlgo, bookMatchingMarketAlgo, level1); OrderBooks.Add(symbol, book); } outgoingQueue.EnqueueAddedLimitOrder(limitOrder); limitOrder.RegisterDeleteNotificationHandler(OrderBooks[symbol].RemoveLimitOrder); limitOrder.RegisterFilledNotification(OrderBooks[symbol].RemoveLimitOrder); limitOrder.RegisterModifyNotificationHandler(OrderBooks[symbol].HandleLimitOrderModify); OrderBooks[symbol].AddLimitOrder(limitOrder); }
public void HandleAddLimitOrder(ILimitOrder limitOrder) { string symbol = limitOrder.Symbol; if (!OrderBooks.ContainsKey(symbol)) { var bookMatchingLimitAlgo = new LimitOrderMatchingAlgorithm(dateService); bookMatchingLimitAlgo.AddExecutionsHandler(outgoingQueue.EnqueueClientExecution); var bookMatchingMarketAlgo = new MarketOrderMatchingAlgorithm(dateService); bookMatchingMarketAlgo.AddExecutionsHandler(outgoingQueue.EnqueueClientExecution); var level1 = new OrderBookBestBidAsk(symbol); level1.RegisterUpdateHandler(outgoingQueue.EnqueueLevel1Update); var book = new OrderBook(symbol, bookMatchingLimitAlgo, bookMatchingMarketAlgo, level1); OrderBooks.Add(symbol, book); } outgoingQueue.EnqueueAddedLimitOrder(limitOrder); limitOrder.RegisterDeleteNotificationHandler(OrderBooks[symbol].RemoveLimitOrder); limitOrder.RegisterFilledNotification(OrderBooks[symbol].RemoveLimitOrder); limitOrder.RegisterModifyNotificationHandler(OrderBooks[symbol].HandleLimitOrderModify); OrderBooks[symbol].AddLimitOrder(limitOrder); }
public void AddOrder(ILimitOrder order) { if (order.Price != Price) return; switch (order.Way) { case WayEnum.Buy: BuyOrders.Add(order); break; case WayEnum.Sell: SellOrders.Add(order); break; } order.RegisterDeleteNotificationHandler(HandleDeleteOrFilled); order.RegisterFilledNotification(HandleDeleteOrFilled); }
public void AddOrder(ILimitOrder order) { if (order.Price != Price) { return; } switch (order.Way) { case WayEnum.Buy: BuyOrders.Add(order); break; case WayEnum.Sell: SellOrders.Add(order); break; } order.RegisterDeleteNotificationHandler(HandleDeleteOrFilled); order.RegisterFilledNotification(HandleDeleteOrFilled); }