public Order MakeOrder(Client client, ITradeable product, OrderType type, int count)
{
Order order = new Order();
order.Client = client;
order.Product = product;
order.Type = type;
order.Count = count;
Order tempOrder = (Order)order.Clone();
Order [] brokerOrders = new Order[brokers.Count];
bool [] rtnCdes = new bool[brokers.Count];
int modCount = order.Count;
int idx = 0;
int maxCount = 0;
decimal minBrokerValue = 0;
int brokerValueIdx = -1;
while (modCount > 0)
{
tempOrder.Count = modCount;
maxCount = 0;
idx = 0;
foreach (Broker broker in brokers)
{
rtnCdes[idx] = broker.PrepareOrder(tempOrder, out brokerOrders[idx]);
if (rtnCdes[idx])
{
if (brokerOrders[idx].Count > maxCount)
maxCount = brokerOrders[idx].Count;
}
idx++;
}
if (maxCount == 0)
return order;
minBrokerValue = decimal.MaxValue;
brokerValueIdx = -1;
for(idx = 0; idx < brokers.Count; ++idx)
{
if (rtnCdes[idx])
{
if (brokerOrders[idx].Count == maxCount)
{
if (brokerOrders[idx].BrokerValue < minBrokerValue)
{
minBrokerValue = brokerOrders[idx].BrokerValue;
brokerValueIdx = idx;
}
}
}
}
if (brokerValueIdx == -1)
return order;
brokers[brokerValueIdx].AddOrder(brokerOrders[brokerValueIdx]);
order.TotalValue += brokerOrders[brokerValueIdx].BrokerValue;
modCount -= brokerOrders[brokerValueIdx].Count;
}
client.AddOrder(order);
return order;
}
public bool PrepareOrder(Order order, out Order newOrder)
{
newOrder = (Order)order.Clone();
if (order.Count < MinCount)
{
return false;
}
if (order.Count > MaxCount)
{
newOrder.Count = MaxCount;
}
else
{
int countMod = order.Count % Multiplicity;
if (countMod != 0)
{
newOrder.Count -= countMod;
}
}
Quotation quotation = GetQuote(newOrder.Product);
newOrder.Quote = quotation.Value;
newOrder.Commission = GetCommission(newOrder);
return true;
}