public void HandleStaleSellIocOperations()
{
// This means previous Ioc is still pending and needs to be removed.
if (SellOperations.Count > 0 && SellOperations.ElementAt(0).OrderType == OrderType.Ioc)
{
CancelSellOperation(SellOperations.ElementAt(0));
}
}
public void Trade(BuySellOperation operation)
{
var buysToBeRemoved = new List <BuySellOperation>();
var sellsToBeRemoved = new List <BuySellOperation>();
if (operation.OperationType == OperationType.Buy)
{
for (var i = 0; i < SellOperations.Count; i++)
{
if (operation.Quantity <= 0)
{
break;
}
if (operation.Price >= SellOperations.ElementAt(i).Price)
{
AddToTradeResult(operation, SellOperations.ElementAt(i), buysToBeRemoved, sellsToBeRemoved);
}
}
}
else
{
for (var i = 0; i < BuyOperations.Count; i++)
{
if (operation.Quantity <= 0)
{
break;
}
if (operation.Price <= BuyOperations.ElementAt(i).Price)
{
AddToTradeResult(BuyOperations.ElementAt(i), operation, buysToBeRemoved, sellsToBeRemoved);
}
}
}
foreach (var sellToBeRemoved in sellsToBeRemoved)
{
CancelSellOperation(sellToBeRemoved);
}
foreach (var buyToBeRemoved in buysToBeRemoved)
{
CancelBuyOperation(buyToBeRemoved);
}
}
