コード例 #1
0
ファイル: OrderBook.cs プロジェクト: nagyist/mkbiltek.trading
        }//constructor

        //
        //
        // *********************************************************
        // ****                 TryCreate()                     ****
        // *********************************************************
        //
        public static bool TryCreate(OrderBookEventArgs eventArgs, out OrderBook createdBook)
        {
            bool isSuccess = false;

            createdBook = null;
            if (eventArgs.EventType == OrderBookEventArgs.EventTypes.CreatedBook)
            {
                createdBook = new OrderBook(eventArgs.ParentOrderHub, eventArgs.Instrument);
                isSuccess   = true;
            }
            // Exit.
            return(isSuccess);
        }
コード例 #2
0
        // *****************************************************************
        // ****                     Members                             ****
        // *****************************************************************
        //
        #endregion// members


        #region Constructors
        // *****************************************************************
        // ****                     Constructors                        ****
        // *****************************************************************
        //
        //
        //
        #endregion//Constructors


        #region no Properties
        // *****************************************************************
        // ****                     Properties                          ****
        // *****************************************************************
        //
        //
        #endregion//Properties


        #region Public Methods
        // *****************************************************************
        // ****                     Public Methods                      ****
        // *****************************************************************
        //
        //
        public bool TryUpdate(OrderBookEventArgs eventArg)//, out Order initialOrder, out Order finalOrder)
        {
            //initialOrder = null;
            //finalOrder = null;
            bool      isSuccess = false;
            OrderBook orderBook;

            switch (eventArg.EventType)
            {
            case OrderBookEventArgs.EventTypes.NewOrder:
                if (this.TryGetValue(eventArg.Instrument, out orderBook))
                {
                    isSuccess = orderBook.TryAddOrder(eventArg.Order);
                    //finalOrder = eventArg.Order;
                }
                break;

            case OrderBookEventArgs.EventTypes.DeletedOrder:
                Order deletedOrder;
                if (this.ContainsKey(eventArg.Instrument))
                {
                    isSuccess = this[eventArg.Instrument].TryDeleteOrder(eventArg.Order.Tag, out deletedOrder);
                    //initialOrder = deletedOrder;
                }
                break;

            case OrderBookEventArgs.EventTypes.ChangedOrder:


                break;

            case OrderBookEventArgs.EventTypes.CreatedBook:
                if (!this.ContainsKey(eventArg.Instrument))
                {
                    if (OrderBook.TryCreate(eventArg, out orderBook))
                    {
                        this.Add(eventArg.Instrument, orderBook);
                        isSuccess = true;
                    }
                }
                break;

            default:
                return(false);
            }//switch()
            // Exit
            return(isSuccess);
        }//TryUpdate;