public OrderCompleted(OrderCompleted rhs)
: this(rhs.OrderId, rhs.Fund, rhs.Pair, rhs.TradeType)
{
foreach (var fill in rhs.Trades)
{
Trades.AddOrUpdate(new TradeCompleted(fill));
}
}
public bool Equals(OrderCompleted rhs)
{
return
(rhs != null &&
OrderId == rhs.OrderId &&
TradeType == rhs.TradeType &&
Pair == rhs.Pair &&
Trades.SequenceEqual(rhs.Trades));
}
/// <summary>Apply the implied changes to the current balance by the given order and completed order</summary>
private void ApplyToBalance(Order ord, OrderCompleted his)
{
if (his != null)
{
foreach (var trade in his.Trades)
{
{ // Debt from CoinIn
var bal = m_bal[trade.CoinIn];
bal.Total -= trade.AmountIn;
if (bal.Total < 0)
{
throw new Exception($"Total balance of {bal.Coin} is {bal.Total}");
}
}
{ // Credit to CoinOut
var bal = m_bal[trade.CoinOut];
bal.Total += trade.AmountOut;
if (bal.Total < 0)
{
throw new Exception($"Total balance of {bal.Coin} is {bal.Total}");
}
}
{ // Debt the commission
var bal = m_bal[trade.CommissionCoin];
bal.Total -= trade.Commission;
if (bal.Total < 0)
{
throw new Exception($"Total balance of {bal.Coin} is {bal.Total}");
}
}
}
{ // Remove the hold
var bal = m_bal[his.CoinIn];
bal.Holds.Remove(his.OrderId);
}
}
if (ord != null)
{
// Update the hold for the trade
var bal = m_bal[ord.CoinIn];
bal.Holds[ord.OrderId] = ord.RemainingIn;
if (bal.Held > bal.Total)
{
throw new Exception($"Held balance of {bal.Coin} exceeds total. Held {bal.Held}, Total {bal.Total}");
}
}
}
/// <summary>Attempt to make a trade on 'pair' for the given 'price' and base 'amount'</summary>
private void TryFillOrder(TradePair pair, Fund fund, long order_id, ETradeType tt, EOrderType ot, Unit <decimal> amount_in, Unit <decimal> amount_out, Unit <decimal> remaining_in, out Order ord, out OrderCompleted his)
{
// The order can be filled immediately, filled partially, or not filled and remain as an 'Order'.
// Also, exchanges use the base currency as the amount to fill, so for Q2B trades it's possible
// that 'amount_in' is less than the trade asked for.
var market = m_depth[pair];
// Consume orders
var price_q2b = tt.PriceQ2B(amount_out / amount_in);
var amount_base = tt.AmountBase(price_q2b, amount_in: remaining_in);
var filled = market.Consume(pair, tt, ot, price_q2b, amount_base, out var remaining_base);
// The order is partially or completely filled...
Debug.Assert(Misc.EqlAmount(amount_base, filled.Sum(x => x.AmountBase) + remaining_base));
ord = remaining_base != 0 ? new Order(order_id, fund, pair, ot, tt, amount_in, amount_out, tt.AmountIn(remaining_base, price_q2b), Model.UtcNow, Model.UtcNow) : null;
his = remaining_base != amount_base ? new OrderCompleted(order_id, fund, pair, tt) : null;
// Add 'TradeCompleted' entries for each order book offer that was filled
foreach (var fill in filled)
{
his.Trades.AddOrUpdate(new TradeCompleted(his.OrderId, ++m_history_id, pair, tt, fill.AmountIn(tt), fill.AmountOut(tt), Exchange.Fee * fill.AmountOut(tt), tt.CoinOut(pair), Model.UtcNow, Model.UtcNow));
}
}
public TradeCompletedCollection(OrderCompleted order)
{
m_order = order;
m_trades = new Dictionary <long, TradeCompleted>();
}
