// PUT: api/Security/5 public void Put(BrokerSecurity brData) { IBroker <BrokerSecurity> b = new Broker <BrokerSecurity>(context); b.Edit(brData); context.SaveChanges(); }
public static void Execute() { List <ExternalBlock> blocks = new List <ExternalBlock>(); blocks = context.ExternalBlocks.ToList(); CompareByTime sortBlock = new CompareByTime(); blocks.Sort(sortBlock); Random r1 = new Random(); for (int i = 0; i < blocks.Count; i++) // 10000 -> 1-5000 -> 2222 { // fetching max execution limit for a block // BrokerSecurity bs = new BrokerSecurity(); string symbol = blocks[i].symbol; var x = (from n in context.BrokerSecurities where n.securitySymbol.Equals(symbol) select n).FirstOrDefault(); //fetching market data for the symbol while (blocks[i].openQuantity > 0 && !(blocks[i].blockStatus.Equals("Expired"))) { int randomMaxOrderPerIteration = r1.Next(1, x.maxExeOrder); //1-5000 -> 2222 if (randomMaxOrderPerIteration > blocks[i].openQuantity) { randomMaxOrderPerIteration = (int)blocks[i].openQuantity; //make sure that open quantity is not null } //while(true) //it's looping only once int randomOrderToExecute = r1.Next(1, randomMaxOrderPerIteration); // 1-2222 -> 1111 //entering new data in trade execution decimal tempTradePrice = GetTradePrice(blocks[i]); //check for price match int priceMatchStatus = CheckPriceMatch(tempTradePrice, blocks[i]); if (priceMatchStatus == -1) { continue; } TradeExecution te = new TradeExecution(); te.symbol = blocks[i].symbol; te.tradedQuantity = 0; te.remainingOrderQuantity = randomMaxOrderPerIteration; te.tradePrice = tempTradePrice; te.blockId = blocks[i].blockId; te.status = "Execution"; te.timestamp = DateTime.Now; blocks[i].updatedTStamp = te.timestamp; x.tradePrice = tempTradePrice; context.TradeExecutions.Add(te); context.SaveChanges(); AutoAllocate(te, randomOrderToExecute); //call auto alocate function with randomOrderToExecute as parameter int randomContinueExecution = r1.Next(0, 100); // random value to determine whether to continue if (randomContinueExecution > (100 - x.perFullyExe)) { TradeExecution Te = context.TradeExecutions.Find(te.tradeId); Te.tradedQuantity = randomMaxOrderPerIteration; Te.remainingOrderQuantity = 0; blocks[i].executedQuantity += randomMaxOrderPerIteration; Te.remainingOrderQuantity = 0; Te.status = "Fully"; // context.SaveChanges(); //break; } else { TradeExecution Te = context.TradeExecutions.Find(te.tradeId); Te.status = "Partially"; blocks[i].executedQuantity += randomOrderToExecute; // context.SaveChanges(); //break; } blocks[i].openQuantity -= randomMaxOrderPerIteration; if (blocks[i].executedQuantity == blocks[i].totalQuantity) { blocks[i].blockStatus = "Fully"; } else { blocks[i].blockStatus = "Partial"; } context.SaveChanges(); } blocks[i].openQuantity = blocks[i].totalQuantity - blocks[i].executedQuantity; context.SaveChanges(); } //return 1; //return status }
public void Execute() { List <ExternalBlock> blocks = new List <ExternalBlock>(); blocks = context.ExternalBlocks.ToList(); CompareByTime sortBlock = new CompareByTime(); blocks.Sort(sortBlock); Random r1 = new Random(); for (int i = 0; i < blocks.Count; i++) // 10000 -> 1-5000 -> 2222 { // fetching max execution limit for a block // BrokerSecurity bs = new BrokerSecurity(); var x = (from n in context.BrokerSecurities where n.securitySymbol.Equals(blocks[i].symbol) select n).FirstOrDefault(); //fetching market data for the symbol while (blocks[i].openQuantity > 0) { int randomMaxOrderPerIteration = r1.Next(1, x.maxExeOrder); //1-5000 -> 2222 if (randomMaxOrderPerIteration > blocks[i].openQuantity) { randomMaxOrderPerIteration = (int)blocks[i].openQuantity; //make sure that open quantity is not null } while (true) //it's looping only once { int randomOrderToExecute = r1.Next(1, randomMaxOrderPerIteration); // 1-2222 -> 1111 //entering data in trade execution TradeExecution te = new TradeExecution(); te.symbol = blocks[i].symbol; te.tradedQuantity = 0; te.remainingOrderQuantity = randomMaxOrderPerIteration; te.tradePrice = GetTradePrice(blocks[i]); te.blockId = blocks[i].blockId; te.status = "Execution"; te.timestamp = DateTime.Now; //if (blocks[i].createTStamp == null) //{ // te.timestamp = DateTime.Now; //} //else //{ // te.timestamp = (DateTime)blocks[i].createTStamp; //} context.TradeExecutions.Add(te); AutoAllocate(te, randomOrderToExecute); //call auto alocate function with randomOrderToExecute as parameter blocks[i].executedQuantity = randomOrderToExecute; int randomContinueExecution = r1.Next(0, 100); // random value to determine whether to continue if (randomContinueExecution > (100 - x.perFullyExe)) { te.tradedQuantity = randomMaxOrderPerIteration; blocks[i].executedQuantity = randomMaxOrderPerIteration; te.remainingOrderQuantity = 0; te.status = "Fully Executed"; context.SaveChanges(); break; } else { te.status = "Partially Executed"; context.SaveChanges(); break; } } blocks[i].openQuantity -= randomMaxOrderPerIteration; } } }