private List<CpTrade> CheckMultitradesBack(Ctrade ctrade, List<CpTrade> ABNtrades)
{
List<long> sequence = null;
List<CpTrade> listBoTrades = null;
if (ctrade != null)
{
//var sameqty = ABNtrades.Where(item => (item.BOSymbol == ctrade.symbol_id && item.Price == ctrade.price&&));
IEnumerable<CpTrade> possibletrades =
ABNtrades.Where(item => (item.BOSymbol == ctrade.symbol_id && item.Price == ctrade.price));
//var accounts = possibletrades.GroupBy(x => x.).Select(g => g.First().account_id).ToList();
if (ctrade.qty > 0)
{
possibletrades = possibletrades.Where(item => item.Qty > 0);
possibletrades = possibletrades.OrderByDescending(o => o.Qty);
}
else
{
possibletrades = possibletrades.Where(item => item.Qty < 0);
possibletrades = possibletrades.OrderBy(o => o.Qty);
}
sequence = new List<long>();
if (possibletrades.Count() > 0)
{
if (ctrade.qty == possibletrades.ElementAt(0).Qty)
{
if (possibletrades.ElementAt(0).BOTradeNumber != null)
{
sequence.Add(possibletrades.ElementAt(0).FullId);
listBoTrades.Add(possibletrades.ElementAt(0));
}
}
else
{
int i = 0;
double qty = 0;
while ((i < possibletrades.Count()) && (qty != ctrade.qty))
{
if (Math.Abs((double) possibletrades.ElementAt(i).Qty) < Math.Abs((double) ctrade.qty))
{
qty = (double) possibletrades.ElementAt(i).Qty;
if (sequence.Count == 0) sequence.Add(i);
else sequence[0] = i;
qty = calculateQtyBack(ctrade.qty, qty, i + 1, possibletrades.ToList(), sequence, 1);
if (qty != ctrade.qty) i++;
}
else i++;
}
if ((qty == ctrade.qty) && (sequence.Count > 0))
{
listBoTrades = new List<CpTrade> {possibletrades.ElementAt((int) sequence[0])};
for (i = 1; i < sequence.Count; i++)
{
listBoTrades.Add(possibletrades.ElementAt((int) sequence[i]));
}
}
}
}
}
return listBoTrades;
}
private List<long> workeithCS(Ctrade ctrade, List<CpTrade> abnTradeslist, Boolean mtytrades)
{
int inndexcs = ctrade.symbol_id.IndexOf(".CS/");
int mty = 1;
if (inndexcs == -1)
{
inndexcs = ctrade.symbol_id.IndexOf(".RS/");
mty = -1;
}
int indexseparate = ctrade.symbol_id.IndexOf("-");
string leftside = ctrade.symbol_id.Substring(0, inndexcs + 1) +
ctrade.symbol_id.Substring(inndexcs + 4, indexseparate - inndexcs - 4);
string vd = getValueDate(leftside);
double Cqty = (double) ctrade.qty*mty;
double? spreadprice = ctrade.price*mty;
string rightside = ctrade.symbol_id.Substring(0, inndexcs + 1) +
ctrade.symbol_id.Substring(indexseparate + 1, ctrade.symbol_id.Length - indexseparate - 1);
var leftalltrades =
abnTradeslist.Where(item => ((item.BOSymbol == leftside) && (item.BOTradeNumber == null)))
.Select(item => new {qty = item.Qty, price = item.Price, id = item.FullId});
if (!mtytrades)
leftalltrades = leftalltrades.Where(item => (Math.Abs((double) item.qty) == Math.Abs(Cqty)));
var righttalltrades =
abnTradeslist.Where(item => ((item.BOSymbol == rightside) && (item.BOTradeNumber == null)))
.Select(item => new {qty = item.Qty, price = item.Price, id = item.FullId});
if (!mtytrades)
righttalltrades = righttalltrades.Where(item => (Math.Abs((double) item.qty) == Math.Abs(Cqty)));
List<double?> pricelist = leftalltrades.Select(item => item.price).Distinct().ToList();
int indexprice = 0;
bool pairfound = false;
var reclist = new List<long>();
while (indexprice < pricelist.Count && !pairfound)
{
double? currentprice = pricelist[indexprice];
List<Trade> leftossibleletrades =
leftalltrades.Where(item => (item.price == currentprice))
.Select(item => new Trade {id = item.id, qty = (double) item.qty})
.ToList();
leftossibleletrades = Samesidetrades(Cqty, leftossibleletrades);
double sum = 0;
foreach (Trade sumtrade in leftossibleletrades)
{
sum = sum + sumtrade.qty;
}
if (Math.Abs(sum) >= Math.Abs(Cqty))
{
List<int> leftreclist = CheckMultitradesNew(Cqty, leftossibleletrades);
if (leftreclist != null)
{
reclist.Clear();
for (int i = 0; i < leftreclist.Count; i++)
{
reclist.Add(leftossibleletrades[leftreclist[i]].id);
}
double? rightpathprice = (currentprice - spreadprice);
rightpathprice = Math.Round((double) rightpathprice, 8);
List<Trade> rightpossibleletrades =
righttalltrades.Where(item => (item.price == rightpathprice))
.Select(item => new Trade {id = item.id, qty = (double) item.qty})
.ToList();
rightpossibleletrades = Samesidetrades(-Cqty, rightpossibleletrades);
double rightsum = 0;
foreach (Trade sumtrade in rightpossibleletrades)
{
rightsum = rightsum + sumtrade.qty;
}
if (Math.Abs(rightsum) >= Math.Abs(Cqty))
{
double rightcty = -Cqty;
List<int> rightreclist = CheckMultitradesNew(rightcty, rightpossibleletrades);
if (rightreclist != null)
{
for (int i = 0; i < rightreclist.Count; i++)
{
reclist.Add(rightpossibleletrades[rightreclist[i]].id);
}
pairfound = true;
}
else
{
reclist.Clear();
}
// var indexReclist = 0;
// pairfound = true;
/* while ((indexReclist < leftreclist.Count) && (pairfound))
{
var testid = (int) leftreclist[indexReclist];
var CrtRecListQty = -leftossibleletrades.ElementAt((int) leftreclist[indexReclist]).qty;
// var rightid = rightpossibleletrades.Where(item => (item.qty == CrtRecListQty)).Select(item => item.id).FirstOrDefault();
var rightidtrade = rightpossibleletrades.Where(item => (item.qty == CrtRecListQty)).Select(item => item).FirstOrDefault();
// var rightqty = rightidtrade.qty;
var rightid = rightidtrade.id;
// List<Trade> righttrade = rightpossibleletrades.Where(item => (item.id == rightid)).Select(item => item).ToList(); //new Trade { id = item.id, qty = (double)item.qty }).ToList();
double rightqty = 0;
rightqty=rightidtrade.qty;
if (rightid != 0)
{
reclist.Add(rightid);
rightpossibleletrades =
rightpossibleletrades.Where(item => (item.id != rightid)).Select(item => item).ToList();//new Trade { id = item.id, qty = (double)item.qty }).ToList();
// .RemoveAt(0);
indexReclist++;
}
else
{
pairfound = false;
}
}
if (!pairfound)
{
var rightreclist = CheckMultitradesNew(-Cqty, rightpossibleletrades);
reclist.Clear();
if (rightreclist != null)
{
for (var i = 0; i < rightreclist.Count; i++)
{
reclist.Add(rightpossibleletrades[i].id);
}
}
}*/
}
else reclist.Clear();
}
}
indexprice++;
}
/* if (pairfound)
{
/* var templist = new List<Ctrade> {ctrade};
// var cpTrade= abnTradeslist.Where(item => (item.FullId == leftalltrades. )
// UpdateRecTrades(reclist[i], templist, db, boTradeslist, recon);
var n = reclist.Count;
for (var i = 0; i < n; i++)
{
var keysWithMatchingValues =
abnTradeslist.Where(p => p.Value[0].fullid == reclist[0].fullid)
.Select(p => p.Key)
.FirstOrDefault();
UpdateRecTrades(cpTrade, reclist, db, boTradeslist, recon);
reclist.RemoveAt(0);
if (abnTradeslist[keysWithMatchingValues].Count == 1)
{
abnTradeslist.Remove(keysWithMatchingValues);
}
else
{
abnTradeslist[keysWithMatchingValues].RemoveAt(0);
}
}
return reclist;
}*/
return reclist;
}
