private void RemoveWorstOrderLeg(ThreadSafeAsk ask, ProposedOrder propOrder, bool useLock = false)
{
while (propOrder.IsValidOrder && propOrder.BuyRatio < ask.GetBuyRatio(propOrder.SellCommodityID, propOrder.BuyCommodityID) && propOrder.ProposedQuanityBuy > 0)
{
var worstPerfomingOrderLeg = propOrder.RemoveWorstPerforming(useLock);
if (worstPerfomingOrderLeg == null)
{
break;
}
RebalanceOrder(propOrder, useLock);
propOrder.CleanUpOrder();
}
}
private ProposedOrder BuildProposedOrder(ThreadSafeAsk ask, long askQuantity, IEnumerable <ProposedOrderLeg> orderLegs, bool useLock = false, bool isMarketOrder = false)
{
ProposedOrder propOrder = new ProposedOrder(ask);
if (ask.IsBuy)
{
BuildProposedOrderForBuy(ask, askQuantity, orderLegs, propOrder, useLock);
}
else
{
BuildProposedOrderForSell(ask, askQuantity, orderLegs, propOrder, useLock);
}
propOrder.CleanUpOrder();
if (!isMarketOrder && ask.AllowPartialFill && propOrder.IsValidOrder)
{
RemoveWorstOrderLeg(ask, propOrder, useLock);
}
orderLegs = null;
return(propOrder);
}
