public void LoadMarketInformations()
{
if (OrderCache == default)
{
return;
}
OrderCache.UpdateActiveOrders();
// Load active parent orders
var parents = OrderCache.GetActiveParentOrders();
foreach (var parent in parents)
{
var xParentOrder = new BfxParentOrder(parent);
var txParent = new BfxParentTransaction(this, xParentOrder);
foreach (var xChildOrder in xParentOrder.Children.Cast <BfxChildOrder>())
{
_childOrderTransactions[xChildOrder.AcceptanceId] = new BfxChildTransaction(this, xChildOrder, txParent);
}
_parentOrderTransactions.TryAdd(parent.AcceptanceId, txParent);
}
;
// Load standalone child orders
var children = OrderCache.GetActiveIndependentChildOrders();
foreach (var child in children)
{
var order = new BfxChildOrder(child);
_childOrderTransactions.TryAdd(child.AcceptanceId, new BfxChildTransaction(this, order));
}
}
public static IBfxOrder Market(BfTradeSide side, decimal size)
{
var request = BfChildOrderRequest.Market(BfProductCode.Unknown, side, size, 0, BfTimeInForce.NotSpecified);
var order = new BfxChildOrder(request);
return(order);
}
public BfxChildTransaction(BfxMarket market, BfxChildOrder order)
: base(market)
{
_order = order;
}
public BfxChildTransaction(BfxMarket market, BfxChildOrder order, BfxParentTransaction parent)
: base(market)
{
_order = order;
Parent = parent;
}
public void Update(IBfChildOrder[] childOrders)
{
if (childOrders.Length == 0) // input is empty
{
return;
}
else if (_childOrders.Length == childOrders.Length) // input it full of content
{
for (int childOrderIndex = 0; childOrderIndex < _childOrders.Length; childOrderIndex++)
{
if (_childOrders[childOrderIndex] == default)
{
_childOrders[childOrderIndex] = new BfxChildOrder(childOrders[childOrderIndex]);
}
else
{
_childOrders[childOrderIndex].Update(childOrders[childOrderIndex]);
}
}
return;
}
else // matching with ID
{
var updatedCount = 0;
foreach (var newOrder in childOrders)
{
foreach (var currentOrder in _childOrders)
{
if (newOrder.AcceptanceId == currentOrder.AcceptanceId)
{
currentOrder.Update(newOrder);
updatedCount++;
}
}
}
if (updatedCount == childOrders.Length)
{
return; // all inputs are matched
}
}
if (childOrders.Length == 1)
{
var childOrder = childOrders[0];
switch (OrderType)
{
case BfOrderType.IFD:
_childOrders[0].Update(childOrder);
if (childOrder.State == BfOrderState.Completed)
{
CompletedCount = 1;
}
return;
case BfOrderType.OCO:
// Probably completed
break;
case BfOrderType.IFDOCO:
_childOrders[0].Update(childOrder);
if (childOrder.State == BfOrderState.Completed)
{
CompletedCount = 1;
}
return;
default:
throw new ArgumentException();
}
}
if (childOrders.Length == 2)
{
switch (OrderType)
{
case BfOrderType.IFDOCO:
_childOrders[0].Update(childOrders[0]);
break;
default:
throw new ArgumentException();
}
}
}
public BfxChildOrderEventArgs(BfxChildOrder order)
{
Order = order;
}