private void AddToTradeResult(BuySellOperation buyOperation, BuySellOperation sellOperation,
ICollection <BuySellOperation> buysToBeRemoved, ICollection <BuySellOperation> sellsToBeRemoved)
{
if (sellOperation.Quantity == buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, sellOperation.Quantity);
sellsToBeRemoved.Add(sellOperation);
buysToBeRemoved.Add(buyOperation);
}
else if (sellOperation.Quantity < buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, sellOperation.Quantity);
if (BuyPriceToQuantityMap.TryGetValue(buyOperation.Price, out _))
{
BuyPriceToQuantityMap[buyOperation.Price] -= sellOperation.Quantity;
}
buyOperation.Quantity -= sellOperation.Quantity;
sellsToBeRemoved.Add(sellOperation);
}
else if (sellOperation.Quantity > buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, buyOperation.Quantity);
if (SellPriceToQuantityMap.TryGetValue(sellOperation.Price, out _))
{
SellPriceToQuantityMap[sellOperation.Price] -= buyOperation.Quantity;
}
sellOperation.Quantity -= buyOperation.Quantity;
buysToBeRemoved.Add(buyOperation);
}
}
private void BalancePriceToQuantityMap(BuySellOperation operation)
{
if (operation.OperationType == OperationType.Buy && BuyPriceToQuantityMap.TryGetValue(operation.Price, out _))
{
BuyPriceToQuantityMap[operation.Price] -= operation.Quantity;
}
else if (operation.OperationType == OperationType.Sell &&
SellPriceToQuantityMap.TryGetValue(operation.Price, out _))
{
SellPriceToQuantityMap[operation.Price] -= operation.Quantity;
}
}
private static void PrintTrade(BuySellOperation input, BuySellOperation tradeResult, long quantity)
{
var outPut = new StringBuilder();
outPut.Append("TRADE ");
if (tradeResult.TimeStamp > input.TimeStamp)
{
outPut.Append($"{input} {quantity} {tradeResult} {quantity}").Append(Environment.NewLine);
}
else
{
outPut.Append($"{tradeResult} {quantity} {input} {quantity}").Append(Environment.NewLine);
}
Console.Write(outPut.ToString());
}
private void ReInsertModifiedBuySellOperation(BuySellOperation previousBuySellOperation, ModifyOperation modifyOperation)
{
if (previousBuySellOperation.OrderType == OrderType.Ioc)
{
return;
}
var newOperation = new BuySellOperation(modifyOperation.BuyOrSell, previousBuySellOperation.OrderType,
modifyOperation.NewPrice, modifyOperation.NewQuantity, modifyOperation.OrderId);
if (modifyOperation.BuyOrSell == OperationType.Sell)
{
Process(newOperation);
}
else
{
Process(newOperation);
}
}
public void Trade(BuySellOperation operation)
{
var buysToBeRemoved = new List <BuySellOperation>();
var sellsToBeRemoved = new List <BuySellOperation>();
if (operation.OperationType == OperationType.Buy)
{
for (var i = 0; i < SellOperations.Count; i++)
{
if (operation.Quantity <= 0)
{
break;
}
if (operation.Price >= SellOperations.ElementAt(i).Price)
{
AddToTradeResult(operation, SellOperations.ElementAt(i), buysToBeRemoved, sellsToBeRemoved);
}
}
}
else
{
for (var i = 0; i < BuyOperations.Count; i++)
{
if (operation.Quantity <= 0)
{
break;
}
if (operation.Price <= BuyOperations.ElementAt(i).Price)
{
AddToTradeResult(BuyOperations.ElementAt(i), operation, buysToBeRemoved, sellsToBeRemoved);
}
}
}
foreach (var sellToBeRemoved in sellsToBeRemoved)
{
CancelSellOperation(sellToBeRemoved);
}
foreach (var buyToBeRemoved in buysToBeRemoved)
{
CancelBuyOperation(buyToBeRemoved);
}
}
public void Process(BuySellOperation buySellOperation)
{
if (buySellOperation.Price <= 0 || buySellOperation.Quantity < 0)
{
return;
}
if (buySellOperation.OperationType == OperationType.Buy)
{
// Put the current buy / sell operation on the queue.
BuyOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && BuyPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
BuyPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if (buySellOperation.OrderType != OrderType.Ioc)
{
BuyPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
else
{
// Put the current buy / sell operation on the queue.
SellOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && SellPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
SellPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if (buySellOperation.OrderType != OrderType.Ioc)
{
SellPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
}
public void CancelSellOperation(BuySellOperation operation)
{
BalancePriceToQuantityMap(operation);
SellOperations.Remove(operation);
}
