public static void HandleGFDTrade(BuyPriceBookList buyList, SellPriceBookList sellList)
{
var buyBookPeek = buyList.Peek();
var sellBookPeek = sellList.Peek();
if (buyBookPeek == null || sellBookPeek == null)
{
return;
}
if (buyBookPeek.Price >= sellBookPeek.Price)
{
var buy = buyList.GetFirstBuyBook();
var sell = sellList.GetFirstBuyBook();
var quantityTraded = Math.Min(buy.Quantity, sell.Quantity);
if (buyBookPeek.CurrentTime < sellBookPeek.CurrentTime)
{
Console.WriteLine($"TRADE {buy.OrderId} {buy.Price} {quantityTraded} " +
$"{sell.OrderId} {sell.Price} {quantityTraded}");
}
else
{
Console.WriteLine($"TRADE {sell.OrderId} {sell.Price} {quantityTraded} " +
$"{buy.OrderId} {buy.Price} {quantityTraded}");
}
if (buy.Quantity - quantityTraded > 0)
{
buy.Quantity = buy.Quantity - quantityTraded;
buyList.Add(buy.OrderId, buy);
}
if (sell.Quantity - quantityTraded > 0)
{
sell.Quantity = sell.Quantity - quantityTraded;
sellList.Add(sell.OrderId, sell);
}
HandleGFDTrade(buyList, sellList);
}
else
{
return;
}
}
public static void AddBuySellTransaction(BuyPriceBookList buyList, SellPriceBookList sellList, PriceBook book, string priceBookType)
{
if (book.Price <= 0 || book.Quantity <= 0 || string.IsNullOrWhiteSpace(book.OrderId))
{
return;
}
if (priceBookType == "BUY")
{
buyList.Add(book.OrderId, book);
}
if (priceBookType == "SELL")
{
sellList.Add(book.OrderId, book);
}
}
