public void RemoveOrder(EffectProcessorsContainer effectsContainer, OrderbookBase orderbook, Order order)
{
effectsContainer.AddOrderRemoved(orderbook, order);
if (awaitedUpdates != null)
{
var updateTime = new DateTime(((Quantum)effectsContainer.Envelope.Message).Timestamp, DateTimeKind.Utc);
var exchangeItem = new ExchangeUpdate(orderbook.Market, updateTime);
exchangeItem.OrderUpdates.Add(order.ToOrderInfo(OrderState.Deleted));
awaitedUpdates.Add(exchangeItem);
}
}
//TODO: find more elegant and reliable way to validate cross orders count. This method is could have rounding errors.
/// <summary>
/// Prevents too many trade effects.
/// </summary>
private void ValidateCounterOrdersCount(OrderRequest orderRequest, OrderbookBase orderbook)
{
var counterOrdersSum = 0L;
var counterOrdersCount = 0;
foreach (var order in orderbook)
{
counterOrdersSum += order.Amount;
counterOrdersCount++;
if (counterOrdersSum >= orderRequest.Amount)
{
break;
}
if (counterOrdersCount > MaxCrossOrdersCount)
{
throw new BadRequestException("Failed to execute order. Maximum crossed orders length exceeded");
}
}
}
public OrderPlacedEffectProcessor(OrderPlacedEffect effect, OrderbookBase orderBook, Order order)
: base(effect)
{
this.orderBook = orderBook ?? throw new ArgumentNullException(nameof(orderBook));
this.order = order ?? throw new ArgumentNullException(nameof(order));
}
public OrderRemovedEffectProccessor(OrderRemovedEffect effect, OrderbookBase orderbook)
: base(effect)
{
this.orderbook = orderbook ?? throw new ArgumentNullException(nameof(orderbook));
}
public static void AddOrderPlaced(this EffectProcessorsContainer effectProcessors, OrderbookBase orderBook, Order order)
{
var decodedOrderId = OrderIdConverter.Decode(order.OrderId);
var effect = new OrderPlacedEffect
{
Apex = effectProcessors.Apex,
Account = order.AccountWrapper.Id,
AccountWrapper = order.AccountWrapper,
Asset = decodedOrderId.Asset,
Amount = order.Amount,
QuoteAmount = order.QuoteAmount,
Price = order.Price,
OrderId = order.OrderId,
OrderSide = decodedOrderId.Side
};
effectProcessors.Add(new OrderPlacedEffectProcessor(effect, orderBook, order));
}
public static void AddOrderRemoved(this EffectProcessorsContainer effectProcessors, OrderbookBase orderbook, Order order)
{
effectProcessors.Add(new OrderRemovedEffectProccessor(
new OrderRemovedEffect
{
Apex = effectProcessors.Apex,
OrderId = order.OrderId,
Account = order.AccountWrapper.Id,
AccountWrapper = order.AccountWrapper,
Amount = order.Amount,
QuoteAmount = order.QuoteAmount,
Price = order.Price
},
orderbook
));
}
