コード例 #1
0
        public MarketOrders AddNewOrder(Order newOrder, IContractCall contract)
        {
            Guid     orderId  = Guid.NewGuid();
            DBMarket dBMarket = new DBMarket(opts, this.userId, this.entityId);

            //BEFORE WE MATCH, LETS CHECK IF WE NEED TO MOVE MONEY TO MARGIN (SHORT SELLS)
            MarginTransfer(newOrder, this.userId, this.entityId, contract, orderId);

            using (SqlConnection con = new SqlConnection(opts.ConnectionString))
            {
                using (SqlCommand cmd = new SqlCommand("spSelectOrdersForMatch", con))
                {
                    cmd.CommandType = CommandType.StoredProcedure;
                    cmd.Parameters.Add(new SqlParameter("@ENTITYID", entityId));
                    cmd.Parameters.Add(new SqlParameter("@TRADETYPEID", newOrder.TradeTypeId));
                    cmd.Parameters.Add(new SqlParameter("@PRICE", newOrder.Price));
                    using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
                    {
                        using (DataTable dt = new DataTable())
                        {
                            sda.Fill(dt);

                            DataRow row = dt.NewRow();
                            row["OrderId"]       = orderId;
                            row["UserId"]        = userId;
                            row["EntityId"]      = entityId;
                            row["TradeTypeId"]   = newOrder.TradeTypeId;
                            row["Price"]         = newOrder.Price;
                            row["Date"]          = DateTime.Now;
                            row["Quantity"]      = newOrder.Quantity;
                            row["UnsetQuantity"] = newOrder.UnsetQuantity;
                            row["PublicKey"]     = newOrder.PublicKey;
                            row["Status"]        = (int)Status.Open;

                            bool       updated;
                            MarketData marketData;
                            DataTable  updatedOrders = MatchOrders(contract, entityId, row, dt, out updated, out marketData);

                            //NEW ORDERS (SOME MAY ALREADY HAVE MATCHES)
                            sda.InsertCommand = new SqlCommandBuilder(sda).GetInsertCommand();

                            //ORDERS NEED TO BE UPDATED
                            if (updated)
                            {
                                sda.UpdateCommand = new SqlCommandBuilder(sda).GetUpdateCommand();
                            }

                            //RUNNING NEW ORDERS AND UPDATES AGAINST DB
                            sda.Update(dt);

                            //UPDATE THE MARKET DATA DATABASE TABLE, RETURNING CHANGE IN PRICE + VOLUME
                            marketData = dBMarket.UpdateMarketData(marketData);

                            //MARKET DATA AND FINAL ORDERBOOK RETURN
                            return(new MarketOrders {
                                MarketData = marketData, Orders = updatedOrders
                            });
                        }
                    }
                }
            }
        }