public ProposedOrderLeg(ThreadSafeAsk ask, int legLevel, bool doLock = false, ThreadSafeAskLeg leg = null)
{
Ask = ask;
LegLevel = legLevel;
DoLock = doLock;
Leg = leg;
}
public long SetSellQuantity(long targetValue, bool doLock = false, ThreadSafeAskLeg leg = null, long buyCap = long.MaxValue)
{
lock (sync)
{
long sellRatio = leg != null ? leg.SellRatio : SellRatio.Value;
long buyRatio = leg != null ? leg.BuyRatio : BuyRatio.Value;
long aQ = IsBuy ? availableQuantity : (((double)buyRatio / (double)sellRatio) * availableQuantity).ToFlooredInt();
long available = IsBuy ? (((double)sellRatio / (double)buyRatio) * availableQuantity).ToFlooredInt() : availableQuantity;
if (leg != null && leg.AvailableQuantity != null)
{
if (leg.IsBuy)
{
aQ = leg.AvailableQuantity < aQ ? leg.AvailableQuantity.Value : aQ;
}
else
{
aQ = leg.AvailableQuantity < available ? (((double)buyRatio / (double)sellRatio) * leg.AvailableQuantity.Value).ToFlooredInt() : aQ;
}
available = (((double)sellRatio / (double)buyRatio) * aQ).ToFlooredInt();
}
long sellCap = (((double)buyRatio / (double)sellRatio) * available).ToFlooredInt();
available = available > sellCap ? sellCap : available;
long value = available >= targetValue ? targetValue : available;
long buyValue = (((double)buyRatio / (double)sellRatio) * value).ToCeilingInt();
if (value > 0 && (value < MinSellQuantity || buyValue < MinBuyQuantity || (!AllowPartialFill && ((IsBuy && Ask.BuyQuantity != buyValue) || (!IsBuy && Ask.SellQuantity != value))) || buyValue <= 0))
{
value = 0;
buyValue = 0;
}
if (doLock)
{
lockQuantity += IsBuy ? buyValue : value;
if (leg != null)
{
leg.SetLock(leg.IsBuy ? buyValue : value);
}
if (targetValue < 0 && PropertyChanged != null)
{
PropertyChanged(this, new PropertyChangedEventArgs("AvailableQuantity"));
}
}
return(value);
}
}
public void RealizeLock(long quanity, ThreadSafeAskLeg leg = null)
{
lock (sync)
{
if (IsBuy)
{
Ask.BuyQuantity -= quanity;
}
else
{
Ask.SellQuantity -= quanity;
}
lockQuantity -= quanity;
if (leg != null)
{
double ratio = leg.IsBuy ? (double)leg.BuyRatio / (double)leg.SellRatio : (double)leg.SellRatio / (double)leg.BuyRatio;
long legLock = leg.IsBuy ? (ratio * quanity).ToCeilingInt() : (ratio * quanity).ToFlooredInt();
leg.RealizeLock(legLock);
}
}
}