public Market(string mnemonic, KTASimulator parent)
{
m_Parent = parent;
m_Mnemonic = mnemonic;
m_Product = parent.Facade.GetProductManager().GetProductMnemonic(mnemonic);
m_OrderContextOrdID = new Dictionary<string, DriverBase.OrderContext>();
m_OrderContextClOrdID = new Dictionary<string, DriverBase.OrderContext>();
StartTimer();
}
private void fillOrder(DriverBase.OrderContext cntx)
{
try
{
if (m_Product == null)
{
m_Product = m_Parent.Facade.GetProductManager().GetProductMnemonic(m_Mnemonic);
if (m_Product == null)
{
return;
}
}
IL1PX L1PX = m_Parent.Facade.PriceHandler.GetPXPublisher(m_Product) as IL1PX;
if (cntx.OrderType == KaiTrade.Interfaces.OrderType.MARKET)
{
if (cntx.Side == KaiTrade.Interfaces.Side.BUY)
{
fillOrder(cntx, L1PX.OfferSize.Value, L1PX.OfferPrice);
}
else if (cntx.Side == KaiTrade.Interfaces.Side.SELL)
{
fillOrder(cntx, L1PX.BidSize.Value, L1PX.BidPrice.Value);
}
}
else
{
if (cntx.Side == KaiTrade.Interfaces.Side.BUY)
{
if (cntx.Price >= L1PX.OfferPrice.Value)
{
fillOrder(cntx, L1PX.OfferSize.Value, L1PX.OfferPrice);
}
}
else if (cntx.Side == KaiTrade.Interfaces.Side.SELL)
{
if (cntx.Price <= L1PX.BidPrice.Value)
{
fillOrder(cntx, L1PX.BidSize.Value, L1PX.BidPrice);
}
}
else
{
}
}
}
catch (Exception myE)
{
m_Parent.Log.Error("fillOrder", myE);
}
}