private static void UpdateAgent(OrderUpdate update)
{
var agentIndex = int.Parse(update.Order.UserID);
switch (update.Order.Type)
{
case OrderType.LimitOrder:
if (update.Matches != null)
{
switch (update.Order.Side)
{
case OrderSide.Buy:
_agents[agentIndex].StockHeld += (int)update.Matches.Sum(m => m.Quantity);
_agents[agentIndex].CashHeld -= update.Matches.Sum(m => m.Price * m.Quantity);
break;
case OrderSide.Sell:
_agents[agentIndex].StockHeld -= (int)update.Matches.Sum(m => m.Quantity);
_agents[agentIndex].CashHeld += update.Matches.Sum(m => m.Price * m.Quantity);
break;
default:
break;
}
}
break;
//case OrderType.MarketOrder:
// switch (update.Order.Side)
// {
// case OrderSide.Buy:
// _agents[agentIndex].StockHeld += (int)update.Order.Quantity;
// _agents[agentIndex].CashHeld -= update.Order.Quantity * update.Order.Price;
// break;
// case OrderSide.Sell:
// _agents[agentIndex].StockHeld -= (int)update.Order.Quantity;
// _agents[agentIndex].CashHeld += update.Order.Quantity * update.Order.Price;
// break;
// default:
// break;
// }
// break;
default:
break;
}
}
public bool PushOrderInstructionUpdate(OrderUpdate order, string userID)
{
var connID = ConnectionIDs[userID];
_clientsInstance.Value.Client(connID).UpdateOrder(order);
return true;
}