public static OrderWrapper Create(LimitOrder order)
{
return new OrderWrapper
{
Order = order
};
}
public async Task RegisterLinkedLimitOrders(LimitOrder order1, LimitOrder order2)
{
await HandleCommonStuff(order1);
await HandleCommonStuff(order2);
order2.LinkedLimitOrder = order1.Id;
order1.LinkedLimitOrder = order2.Id;
await _ordersRepository.RegisterOrderAsync(order1);
await _ordersRepository.RegisterOrderAsync(order2);
await _orderExecuter.Execute();
}
private static LimitOrderBookModel ConvertOrderBook(string asset, LimitOrder[] orders)
{
var bid = orders.Where(o => o.Action == OrderAction.Buy)
.GroupBy(o => o.Price)
.Select(
o =>
new LimitOrderBookItem
{
Rate = o.Key,
Volume = o.Sum(i => i.Volume),
Type = BookOrderType.Bid
})
.ToArray();
var ask = orders.Where(o => o.Action == OrderAction.Sell)
.GroupBy(o => o.Price)
.Select(
o =>
new LimitOrderBookItem
{
Rate = o.Key,
Volume = o.Sum(i => i.Volume),
Type = BookOrderType.Ask
})
.ToArray();
var items = new List<LimitOrderBookItem>(bid.Length + ask.Length + 1);
items.AddRange(bid);
items.AddRange(ask);
return new LimitOrderBookModel
{
Asset = asset,
Items = items.OrderByDescending(itm => itm.Rate).ToArray()
};
}
