private void AddToTradeResult(BuySellOperation buyOperation, BuySellOperation sellOperation,
ICollection <BuySellOperation> buysToBeRemoved, ICollection <BuySellOperation> sellsToBeRemoved)
{
if (sellOperation.Quantity == buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, sellOperation.Quantity);
sellsToBeRemoved.Add(sellOperation);
buysToBeRemoved.Add(buyOperation);
}
else if (sellOperation.Quantity < buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, sellOperation.Quantity);
if (BuyPriceToQuantityMap.TryGetValue(buyOperation.Price, out _))
{
BuyPriceToQuantityMap[buyOperation.Price] -= sellOperation.Quantity;
}
buyOperation.Quantity -= sellOperation.Quantity;
sellsToBeRemoved.Add(sellOperation);
}
else if (sellOperation.Quantity > buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, buyOperation.Quantity);
if (SellPriceToQuantityMap.TryGetValue(sellOperation.Price, out _))
{
SellPriceToQuantityMap[sellOperation.Price] -= buyOperation.Quantity;
}
sellOperation.Quantity -= buyOperation.Quantity;
buysToBeRemoved.Add(buyOperation);
}
}
private void BalancePriceToQuantityMap(BuySellOperation operation)
{
if (operation.OperationType == OperationType.Buy && BuyPriceToQuantityMap.TryGetValue(operation.Price, out _))
{
BuyPriceToQuantityMap[operation.Price] -= operation.Quantity;
}
else if (operation.OperationType == OperationType.Sell &&
SellPriceToQuantityMap.TryGetValue(operation.Price, out _))
{
SellPriceToQuantityMap[operation.Price] -= operation.Quantity;
}
}
public void Process(BuySellOperation buySellOperation)
{
if (buySellOperation.Price <= 0 || buySellOperation.Quantity < 0)
{
return;
}
if (buySellOperation.OperationType == OperationType.Buy)
{
// Put the current buy / sell operation on the queue.
BuyOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && BuyPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
BuyPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if (buySellOperation.OrderType != OrderType.Ioc)
{
BuyPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
else
{
// Put the current buy / sell operation on the queue.
SellOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && SellPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
SellPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if (buySellOperation.OrderType != OrderType.Ioc)
{
SellPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
}