public static int CheckPriceMatch(decimal tempTradePrice, ExternalBlock b)
{
if (b.symbol.Equals("Buy") && b.price != -1) //buy at limit price
{
if (tempTradePrice < b.price)
{
return(1);
}
else
{
return(-1);
}
}
else if (b.symbol.Equals("Sell") && b.price != -1) // sell at limit price
{
if (tempTradePrice > b.price)
{
return(1);
}
else
{
return(-1);
}
}
else // market price buy or sell will always go through
{
return(1);
}
}
public static decimal GetTradePrice(ExternalBlock b)
{
Random r = new Random();
decimal finalTradePrice;
//BrokerSecurity bs = new BrokerSecurity();
var bs = (from n in context.BrokerSecurities
where n.securitySymbol.Equals(b.symbol)
select n).FirstOrDefault();
var x = (from n in context.BrokerSecurities
where n.securitySymbol.Equals(b.symbol)
select n).FirstOrDefault();
if (b.side.Equals("Buy"))
{
if (b.price == -1) //market price buy side
{
//market price
int randomSpread = r.Next(0, bs.maxSpread);
int randomSign = r.Next(0, 1);
// = r.NextDouble((bs.tradePrice * (1 - (randomSpread / 100) )), (bs.tradePrice * (randomSpread / 100 + 1)));
if (randomSign == 0)
{
finalTradePrice = bs.tradePrice * ((100 - randomSpread) / 100);
}
else
{
finalTradePrice = bs.tradePrice * (randomSpread + 100) / 100;
}
}
else //limit price buy side
{
//limit price
int ran = r.Next(0, bs.maxSpread);
finalTradePrice = (bs.tradePrice * (100 - ran)) / 100;
}
}
else //sell side
{
if (b.price != -1) //limit price
{
//sell side with limit price
finalTradePrice = (bs.tradePrice * (100 + r.Next(0, bs.maxSpread))) / 100;
}
else
{
//sell side with market price
//no change to trade price required
finalTradePrice = bs.tradePrice;
}
}
return(finalTradePrice);
}
public void EOD()
{
var x = from n in context.ExternalBlocks
where n.blockStatus.Equals("Partial")
select n;
List <ExternalBlock> blocks = new List <ExternalBlock>();
blocks = x.ToList();
foreach (var item in blocks)
{
ExternalBlock bb = context.ExternalBlocks.Find(item.blockId);
item.blockStatus = "Expired";
}
context.SaveChanges();
}
