public LimitOrder(Market market, Way way, decimal price, int quantity, bool allowPartialExecution)
{
this.Market = market;
this.AllowPartialExecution = allowPartialExecution;
this.Way = way;
this.Price = price;
this.Quantity = quantity;
}
public OrderDescription(Market targetMarket, Way orderWay, int quantity, decimal orderPrice, bool allowPartial)
{
this.TargetMarket = targetMarket;
this.OrderWay = orderWay;
this.Quantity = quantity;
this.OrderPrice = orderPrice;
this.AllowPartial = allowPartial;
}
public MarketOrder(Market market, Way buy, int quantity)
{
this.Market = market;
this.buy = buy;
this.quantity = quantity;
}
private static SmartOrderRoutingEngine BuildSor()
{
var marketA = new Market
{
SellQuantity = 150,
SellPrice = 100M,
};
var marketB = new Market
{
SellQuantity = 55,
SellPrice = 101M,
};
var markets = new[] { marketA, marketB };
var sor = new SmartOrderRoutingEngine(new MarketProvider(markets), null, new MarketDataProvider(markets));
return sor;
}
/// <summary>
/// Initializes a new instance of the <see cref="MarketInfo"/> class.
/// </summary>
/// <param name="market">The market.</param>
public MarketInfo(Market market)
{
this.Market = market;
}
public void MarketFailed(Market market)
{
// TODO: refactor this so the method accepts IMarket instead
this._lastMarketUpdates.First(m => m.Value.Market == market).Value.OrdersFailureCount++;
}