public MarketOrders AddNewOrder(Order newOrder, IContractCall contract)
{
Guid orderId = Guid.NewGuid();
DBMarket dBMarket = new DBMarket(opts, this.userId, this.entityId);
//BEFORE WE MATCH, LETS CHECK IF WE NEED TO MOVE MONEY TO MARGIN (SHORT SELLS)
MarginTransfer(newOrder, this.userId, this.entityId, contract, orderId);
using (SqlConnection con = new SqlConnection(opts.ConnectionString))
{
using (SqlCommand cmd = new SqlCommand("spSelectOrdersForMatch", con))
{
cmd.CommandType = CommandType.StoredProcedure;
cmd.Parameters.Add(new SqlParameter("@ENTITYID", entityId));
cmd.Parameters.Add(new SqlParameter("@TRADETYPEID", newOrder.TradeTypeId));
cmd.Parameters.Add(new SqlParameter("@PRICE", newOrder.Price));
using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
{
using (DataTable dt = new DataTable())
{
sda.Fill(dt);
DataRow row = dt.NewRow();
row["OrderId"] = orderId;
row["UserId"] = userId;
row["EntityId"] = entityId;
row["TradeTypeId"] = newOrder.TradeTypeId;
row["Price"] = newOrder.Price;
row["Date"] = DateTime.Now;
row["Quantity"] = newOrder.Quantity;
row["UnsetQuantity"] = newOrder.UnsetQuantity;
row["PublicKey"] = newOrder.PublicKey;
row["Status"] = (int)Status.Open;
bool updated;
MarketData marketData;
DataTable updatedOrders = MatchOrders(contract, entityId, row, dt, out updated, out marketData);
//NEW ORDERS (SOME MAY ALREADY HAVE MATCHES)
sda.InsertCommand = new SqlCommandBuilder(sda).GetInsertCommand();
//ORDERS NEED TO BE UPDATED
if (updated)
{
sda.UpdateCommand = new SqlCommandBuilder(sda).GetUpdateCommand();
}
//RUNNING NEW ORDERS AND UPDATES AGAINST DB
sda.Update(dt);
//UPDATE THE MARKET DATA DATABASE TABLE, RETURNING CHANGE IN PRICE + VOLUME
marketData = dBMarket.UpdateMarketData(marketData);
//MARKET DATA AND FINAL ORDERBOOK RETURN
return(new MarketOrders {
MarketData = marketData, Orders = updatedOrders
});
}
}
}
}
}