public override void ProcessTrades(Trade[] trades)
{
if (trades.Length == 0)
return;
XDocument document = XDocument.Load(FileName);
XElement tradesElement = document.Root.Element(TradesElementName);
XElement ordersElement = document.Root.Element(OrdersElementName);
XElement stocksElement = document.Root.Element(StocksElementName);
UpdateStockPrice(trades.First().StockId, trades.First().Price, stocksElement);
foreach (Trade trade in trades)
{
XElement tradeElement = PrepareTradeElement(trade);
tradesElement.Add(tradeElement);
XElement buyOrderElement = GetOrderElement(trade.BuyOrderId, ordersElement);
ProcessOrderElement(buyOrderElement, trade);
XElement sellOrderElement = GetOrderElement(trade.SellOrderId, ordersElement);
ProcessOrderElement(sellOrderElement, trade);
}
using (XmlWriter writer = new XmlTextWriter(FileName, Encoding.UTF8))
{
document.WriteTo(writer);
}
}
public override void ProcessTrade(Trade trade)
{
string serializedTrade = Format(trade);
string query = string.Format("SELECT process_trades((ARRAY[{0}])::t_trade[]);", serializedTrade);
using (OdbcCommand command = new OdbcCommand())
{
command.Connection = connection;
command.CommandText = query;
command.ExecuteNonQuery();
}
}
public override void ProcessTrade(Trade trade)
{
OdbcCommand command = new OdbcCommand();
OdbcTransaction transaction = null;
DateTime now = DateTime.Now;
try
{
transaction = connection.BeginTransaction();
command.Connection = connection;
command.Transaction = transaction;
// stock
command.CommandText =
"UPDATE stocks SET price = " + trade.StockId + " WHERE id = " + trade.StockId;
command.ExecuteNonQuery();
// trade
command.CommandText =
"INSERT INTO trades (boid, soid, sid, buyer, seller, amount, price, executed) VALUES " +
string.Format("({0}, {1}, {2}, {3}, {4}, {5}, {6}, TIMESTAMP '{7}');",
trade.BuyOrderId, trade.SellOrderId, trade.StockId, trade.BuyerId, trade.SellerId,
trade.Amount, trade.Price.ToString(CultureInfo.CreateSpecificCulture("en-US")), now);
command.ExecuteNonQuery();
// buy order
ProcessTradeOrder(trade.Amount, command, now, trade.BuyOrderId);
// sell order
ProcessTradeOrder(trade.Amount, command, now, trade.SellOrderId);
transaction.Commit();
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
try
{
transaction.Rollback();
}
catch { }
}
}
public override void ProcessTrade(Trade trade)
{
XDocument document = XDocument.Load(FileName);
XElement tradesElement = document.Root.Element(TradesElementName);
XElement ordersElement = document.Root.Element(OrdersElementName);
XElement stocksElement = document.Root.Element(StocksElementName);
UpdateStockPrice(trade.StockId, trade.Price, stocksElement);
XElement tradeElement = PrepareTradeElement(trade);
tradesElement.Add(tradeElement);
XElement buyOrderElement = GetOrderElement(trade.BuyOrderId, ordersElement);
ProcessOrderElement(buyOrderElement, trade);
XElement sellOrderElement = GetOrderElement(trade.SellOrderId, ordersElement);
ProcessOrderElement(sellOrderElement, trade);
using (XmlWriter writer = new XmlTextWriter(FileName, Encoding.UTF8))
{
document.WriteTo(writer);
}
}
public override void ProcessTrades(Trade[] trades)
{
string[] serializedTrades = new string[trades.Length];
for (int index = 0; index < trades.Length; index++)
serializedTrades[index] = Format(trades[index]);
string query = string.Format("SELECT process_trades((ARRAY[{0}])::t_trade[]);",
string.Join(", ", serializedTrades));
using (OdbcCommand command = new OdbcCommand())
{
try
{
command.Connection = connection;
command.CommandText = query;
command.ExecuteNonQuery();
}
catch (Exception ex)
{
Recorder.Instance.WriteLine("Exception occured during processing trades: " + ex.Message +
". No ownership changes were made.");
}
}
}
public Trade[] MatchOrders(Order[] buyList, Order[] sellList, decimal price)
{
// TODO: razeni by se dalo delat jen jednou, vyuziva to i IosPriceCalculator... - nejaky preprocesor
// Tady se akorat navic rovna podle druhyho kriteria: casu
// TODO: a vubec, stacilo by seznam zkratit podle spocitane price (je serazeny, tak useknout)
Order[] sortedBuyList = buyList.Where(o => o.ProposedPrice >= price)
.OrderByDescending(o => o.ProposedPrice).ThenBy(o => o.Received).ToArray();
Order[] sortedSellList = sellList.Where(o => o.ProposedPrice <= price)
.OrderBy(o => o.ProposedPrice).ThenBy(o => o.Received).ToArray();
if (sortedBuyList.Length == 0) // pak je i sortedSellList.Length == 0
return new Trade[0];
IList<Trade> result = new List<Trade>();
int buyListIndex = 0;
int sellListIndex = 0;
do
{
Order buyOrder = sortedBuyList[buyListIndex];
Order sellOrder = sortedSellList[sellListIndex];
if (buyOrder.Amount > sellOrder.Amount)
{
int amount = sellOrder.Amount;
Trade trade = new Trade(amount, price, buyOrder, sellOrder);
result.Add(trade);
buyOrder.Amount -= amount;
sellOrder.Amount = 0;
sellListIndex++;
}
else if (buyOrder.Amount < sellOrder.Amount)
{
int amount = buyOrder.Amount;
Trade trade = new Trade(amount, price, buyOrder, sellOrder);
result.Add(trade);
sellOrder.Amount -= buyOrder.Amount;
buyOrder.Amount = 0;
buyListIndex++;
}
else // ==
{
int amount = buyOrder.Amount;
Trade trade = new Trade(amount, price, buyOrder, sellOrder);
result.Add(trade);
buyOrder.Amount = 0;
buyListIndex++;
sellOrder.Amount = 0;
sellListIndex++;
}
}
while (buyListIndex < sortedBuyList.Length && sellListIndex < sortedSellList.Length);
// NAPAD: zapis do DB, co se prodalo komu. Tam, kde zbylo Q = 0, to je jasny,
// k tomu zapsat zvlast posledni pouzity indexy, pokud Q != 0. ... To ale nepouzivam.
return result.ToArray();
}
public override Trade[] SelectTrades(int stockId)
{
IList<Trade> trades = new List<Trade>();
string query = "SELECT id, boid, soid, sid, buyer, seller, amount, price FROM trades WHERE sid = " + stockId;
OdbcCommand command = new OdbcCommand(query, connection);
OdbcDataReader reader = command.ExecuteReader();
while (reader.Read())
{
Trade trade = new Trade();
trade.Id = reader.GetInt32(0);
trade.BuyOrderId = reader.GetInt32(1);
trade.SellOrderId = reader.GetInt32(2);
trade.StockId = reader.GetInt32(3);
trade.BuyerId = reader.GetInt32(4);
trade.SellerId = reader.GetInt32(5);
trade.Amount = reader.GetInt32(6);
trade.Price = reader.GetDecimal(7);
trades.Add(trade);
}
reader.Close();
return trades.ToArray();
}
private void ProcessOrderElement(XElement orderElement, Trade trade)
{
int orderAmount = int.Parse(orderElement.Element("amount").Value);
if (orderAmount == trade.Amount)
orderElement.Remove();
else
orderElement.Element("amount").Value = (orderAmount - trade.Amount).ToString();
}
//public override Order[] SelectCrossedBuyOrders(int stockId)
//{
// Order[] sellList = SelectSellOrders(stockId)./*Where(o => o.StockId == stockId).*/ToArray();
// if (sellList.Length == 0)
// return null;
// decimal minPrice = sellList.Min(o => o.ProposedPrice);
// return SelectBuyOrders(stockId).Where(o => /*o.StockId == stockId &&*/ o.ProposedPrice >= minPrice).ToArray();
//}
//public override Order[] SelectCrossedSellOrders(int stockId)
//{
// Order[] buyList = SelectBuyOrders(stockId)./*Where(o => o.StockId == stockId).*/ToArray();
// if (buyList.Length == 0)
// return null;
// decimal maxPrice = buyList.Max(o => o.ProposedPrice);
// return SelectSellOrders(stockId).Where(o => /*o.StockId == stockId &&*/ o.ProposedPrice <= maxPrice).ToArray();
//}
private XElement PrepareTradeElement(Trade trade)
{
XElement tradeElement = new XElement("trade");
tradeElement.Add(new XElement("amount", trade.Amount));
tradeElement.Add(new XElement("price", trade.Price));
tradeElement.Add(new XElement("stockId", trade.StockId));
tradeElement.Add(new XElement("buyerId", trade.BuyerId));
tradeElement.Add(new XElement("sellerId", trade.SellerId));
tradeElement.Add(new XElement("buyOrderId", trade.BuyOrderId));
tradeElement.Add(new XElement("sellOrderId", trade.SellOrderId));
tradeElement.Add(new XElement("executed", trade.Executed));
return tradeElement;
}
public override Trade[] SelectTrades(int stockId)
{
XDocument document = XDocument.Load(FileName);
XElement tradesElement = document.Root.Element(TradesElementName);
IList<Trade> tradeList = new List<Trade>();
foreach (XElement tradeElement in tradesElement.Elements())
{
Trade trade = new Trade();
trade.Amount = int.Parse(tradeElement.Element("amount").Value);
trade.Price = decimal.Parse(tradeElement.Element("price").Value, new CultureInfo("en-US"));
trade.StockId = int.Parse(tradeElement.Element("stockId").Value);
trade.BuyerId = int.Parse(tradeElement.Element("buyerId").Value);
trade.SellerId = int.Parse(tradeElement.Element("sellerId").Value);
trade.BuyOrderId = int.Parse(tradeElement.Element("buyOrderId").Value);
trade.SellOrderId = int.Parse(tradeElement.Element("sellOrderId").Value);
trade.Executed = DateTime.Parse(tradeElement.Element("executed").Value);
if (trade.StockId == stockId)
tradeList.Add(trade);
}
return tradeList.ToArray();
}
private string Format(Trade trade)
{
// example: $$(1, 3, 1, 1, 1, 20, 11.5)$$
return string.Format("$$({0}, {1}, {2}, {3}, {4}, {5}, {6})$$",
trade.BuyOrderId, trade.SellOrderId, trade.StockId, trade.BuyerId, trade.SellerId,
trade.Amount, trade.Price.ToString(CultureInfo.CreateSpecificCulture("en-US")));
}
public override Trade[] SelectTrades(int stockId)
{
IList<Trade> trades = new List<Trade>();
using (OdbcCommand command = new OdbcCommand())
{
command.Connection = connection;
command.CommandText = string.Format(
"SELECT id, buy_order_id, sell_order_id, stock_id, buyer_id, seller_id, amount, price, executed " +
"FROM get_trades({0});", stockId);
using (OdbcDataReader reader = command.ExecuteReader())
{
while (reader.Read())
{
Trade trade = new Trade();
trade.Id = reader.GetInt32(0);
trade.BuyOrderId = reader.GetInt32(1);
trade.SellOrderId = reader.GetInt32(2);
trade.StockId = reader.GetInt32(3);
trade.BuyerId = reader.GetInt32(4);
trade.SellerId = reader.GetInt32(5);
trade.Amount = reader.GetInt32(6);
trade.Price = reader.GetDecimal(7);
trade.Executed = reader.GetDateTime(8);
trades.Add(trade);
}
reader.Close();
}
}
return trades.ToArray();
}
/// <summary>
/// Zapíše uzavřené obchody.
/// </summary>
/// <param name="trades">Uzavřené obchody.</param>
public virtual void ProcessTrades(Trade[] trades)
{
foreach (Trade trade in trades)
ProcessTrade(trade);
}
/// <summary> /// Zapíše uzavřený obchod. /// </summary> /// <param name="trade">Uzavřený obchod.</param> public abstract void ProcessTrade(Trade trade);