///<inheritdoc />
public Order AddOrder(Order orderToAdd)
{
if (_companyContext.GetCompany(orderToAdd.CompanySymbol) == null)
{
return(null);
}
var outstandingOrdersForSymbolInPriceRange = _orderContext.GetOutstandingOrders()
.Where(x => x.CompanySymbol == orderToAdd.CompanySymbol) // Match orders for company which matches
.Where(x => x.OrderType != orderToAdd.OrderType) // Only show buy orders if current is sell and vice versa
.Where(x => x.MinOrderPrice <= orderToAdd.MaxOrderPrice && x.MaxOrderPrice >= orderToAdd.MinOrderPrice) // Price ranges overlap
.OrderBy(x => x.Created); // Fill oldest orders first
foreach (var outstandingOrder in outstandingOrdersForSymbolInPriceRange)
{
// Find the lower value of quantity remaining
var numberOfShares = Math.Min(orderToAdd.QuantityRemaining, outstandingOrder.QuantityRemaining);
// Update the remaining quantity on both orders
outstandingOrder.QuantityRemaining -= numberOfShares;
orderToAdd.QuantityRemaining -= numberOfShares;
// Update existing order
_orderContext.UpdateOrder(outstandingOrder);
// Exit if no more can be filled
if (orderToAdd.QuantityRemaining == 0)
{
break;
}
}
return(_orderContext.AddOrder(orderToAdd));
}
///<inheritdoc />
public Company GetCompany(string companySymbol)
{
return(_companyContext.GetCompany(companySymbol));
}