public string Transfer(DataRow sideA, DataRow sideB, IContractCall contract, bool isPartial)
{
//SELLER SHOWS DECREASE IN UNITS AND INCREASE IN TOKEN BALANCE
//BUYER SHOWS INCREASE IN UNITS AND DECREASE IN TOKEN BALANCE
//TOKENS MOVED FROM BUYER ACCOUNT TO SELLER ACCOUNT
//WHO IS THE BUYER/SELLER
DataRow buyer = Convert.ToInt32(sideA["TradeTypeId"]) == (int)TradeType.Buy ? sideA : sideB;
DataRow seller = Convert.ToInt32(sideA["TradeTypeId"]) == (int)TradeType.Sell ? sideA : sideB;
int buyerQuantity = Convert.ToInt32(buyer["UnsetQuantity"]);
int sellerQuantity = Convert.ToInt32(seller["UnsetQuantity"]);
if (isPartial)
{
//IF SELLER IS SELLING MORE THAN ASKING, SELLER QUANTITY IS THE BUYERS QUANTITY
if (buyerQuantity < sellerQuantity)
{
sellerQuantity = buyerQuantity;
}
//IF BUYER IS BUYING MORE THAN ASKING, BUYER QUANTITY IS THE SELLERS QUANTITY
else if (buyerQuantity > sellerQuantity)
{
buyerQuantity = sellerQuantity;
}
}
string buyerPK = Convert.ToString(buyer["PublicKey"]);
int buyerUserId = Convert.ToInt32(buyer["UserId"]);
int buyerEntityId = Convert.ToInt32(buyer["EntityId"]);
double buyerAmount = Convert.ToDouble(buyer["Price"]) * buyerQuantity;
string sellerPK = Convert.ToString(seller["PublicKey"]);
int sellerUserId = Convert.ToInt32(seller["UserId"]);
int sellerEntityId = Convert.ToInt32(seller["EntityId"]);
Task <string> txResult = contract.SendTokensFromAsync(buyerPK, sellerPK, buyerAmount, opts.GasAmount);
txResult.Wait();
var result = txResult.Result;
SetUnits(buyerUserId, buyerEntityId, buyerQuantity);
SetUnits(sellerUserId, sellerEntityId, sellerQuantity * -1);
return(result);
}
public void MarginTransfer(Order newOrder, int userId, int entityId, IContractCall contract, Guid orderId)
{
//SHORT SELL: FOR EVERY 1 UNIT LETS TRANSFER $100 INTO THEIR MARGIN ACCOUNT
if (newOrder.TradeTypeId == (int)TradeType.ShortSell)
{
double transferAmount = Convert.ToDouble(newOrder.Quantity) * 100D;
Task <string> txResult = contract.TransferMargin(newOrder.PublicKey, newOrder.PublicKey, transferAmount, (int)MarginMove.BalanceToMargin, opts.GasAmount);
txResult.Wait();
var result = txResult.Result;
//INSERT INTO DATABASE
List <SqlParameter> prms = new List <SqlParameter>
{
new SqlParameter("@ORDERID", orderId),
new SqlParameter("@USERID", userId),
new SqlParameter("@PUBLICKEY", newOrder.PublicKey),
new SqlParameter("@ENTITYID", entityId),
new SqlParameter("@TRADETYPEID", newOrder.TradeTypeId),
new SqlParameter("@PRICE", newOrder.Price),
new SqlParameter("@QUANTITY", newOrder.Quantity),
new SqlParameter("@TXHASH", result),
};
DBUtility.ExecuteQuery(opts.ConnectionString, "spInsertMargin", prms);
}
}
public DataTable MatchOrders(IContractCall contract, int entityId, DataRow newOrder, DataTable orderBook, out bool updated, out MarketData marketData)
{
updated = false;
DataTable updatedOrders = orderBook.Clone();
marketData = new MarketData();
marketData.EntityId = entityId;
marketData.Volume = 0;
marketData.MarketPrice = null;
foreach (DataRow dr in orderBook.Rows)
{
int quant = Convert.ToInt32(dr["Quantity"]);
int newQuant = Convert.ToInt32(newOrder["Quantity"]);
decimal price = Convert.ToDecimal(dr["Price"]);
decimal newPrice = Convert.ToDecimal(newOrder["Price"]);
marketData.LastTradeTime = Convert.ToDateTime(newOrder["Date"]);
marketData.LastTradePrice = Convert.ToDecimal(newOrder["Price"]);
updated = true;
//SAFETY CHECK, LETS CHECK IF QUANTITY == 0, THEN IT'S FILLED, BREAK
if (newQuant == 0)
{
break;
}
//1. NEW ORDER HAS SAME AMOUNT AS THE FIRST ROW IN THE BOOK
else if (newQuant == quant)
{
var txResult = Transfer(newOrder, dr, contract, false);
dr["Quantity"] = 0;
dr["Status"] = (int)Status.Filled;
dr["TxHash"] = txResult;
updatedOrders.ImportRow(dr);
newOrder["Quantity"] = 0;
newOrder["Status"] = (int)Status.Filled;
newOrder["TxHash"] = txResult;
marketData.Volume = marketData.Volume + quant;
marketData.MarketPrice = (price < newPrice) ? price : newPrice;
break;
}
//2. NEW ORDER HAS MORE SHARES THAN THE FIRST ROW IN THE BOOK
else if (newQuant > quant)
{
var txResult = Transfer(newOrder, dr, contract, true);
dr["Quantity"] = 0;
dr["Status"] = (int)Status.Filled;
dr["TxHash"] = txResult;
updatedOrders.ImportRow(dr);
newOrder["Quantity"] = newQuant - quant;
newOrder["Status"] = (int)Status.Partial;
newOrder["TxHash"] = txResult;
marketData.Volume = marketData.Volume + quant;
marketData.MarketPrice = (price < newPrice) ? price : newPrice;
}
//3. NEW ORDER HAS LESS SHARES THAN THE FIRST ROW IN THE BOOK
else if (newQuant < quant)
{
var txResult = Transfer(newOrder, dr, contract, true);
dr["Quantity"] = quant - newQuant;
dr["Status"] = (int)Status.Partial;
dr["TxHash"] = txResult;
updatedOrders.ImportRow(dr);
newOrder["Quantity"] = 0;
newOrder["Status"] = (int)Status.Filled;
newOrder["TxHash"] = txResult;
marketData.Volume = marketData.Volume + newQuant;
marketData.MarketPrice = (price < newPrice) ? price : newPrice;
break;
}
}
orderBook.Rows.Add(newOrder);
updatedOrders.ImportRow(newOrder);
return(updatedOrders);
}
public MarketOrders AddNewOrder(Order newOrder, IContractCall contract)
{
Guid orderId = Guid.NewGuid();
DBMarket dBMarket = new DBMarket(opts, this.userId, this.entityId);
//BEFORE WE MATCH, LETS CHECK IF WE NEED TO MOVE MONEY TO MARGIN (SHORT SELLS)
MarginTransfer(newOrder, this.userId, this.entityId, contract, orderId);
using (SqlConnection con = new SqlConnection(opts.ConnectionString))
{
using (SqlCommand cmd = new SqlCommand("spSelectOrdersForMatch", con))
{
cmd.CommandType = CommandType.StoredProcedure;
cmd.Parameters.Add(new SqlParameter("@ENTITYID", entityId));
cmd.Parameters.Add(new SqlParameter("@TRADETYPEID", newOrder.TradeTypeId));
cmd.Parameters.Add(new SqlParameter("@PRICE", newOrder.Price));
using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
{
using (DataTable dt = new DataTable())
{
sda.Fill(dt);
DataRow row = dt.NewRow();
row["OrderId"] = orderId;
row["UserId"] = userId;
row["EntityId"] = entityId;
row["TradeTypeId"] = newOrder.TradeTypeId;
row["Price"] = newOrder.Price;
row["Date"] = DateTime.Now;
row["Quantity"] = newOrder.Quantity;
row["UnsetQuantity"] = newOrder.UnsetQuantity;
row["PublicKey"] = newOrder.PublicKey;
row["Status"] = (int)Status.Open;
bool updated;
MarketData marketData;
DataTable updatedOrders = MatchOrders(contract, entityId, row, dt, out updated, out marketData);
//NEW ORDERS (SOME MAY ALREADY HAVE MATCHES)
sda.InsertCommand = new SqlCommandBuilder(sda).GetInsertCommand();
//ORDERS NEED TO BE UPDATED
if (updated)
{
sda.UpdateCommand = new SqlCommandBuilder(sda).GetUpdateCommand();
}
//RUNNING NEW ORDERS AND UPDATES AGAINST DB
sda.Update(dt);
//UPDATE THE MARKET DATA DATABASE TABLE, RETURNING CHANGE IN PRICE + VOLUME
marketData = dBMarket.UpdateMarketData(marketData);
//MARKET DATA AND FINAL ORDERBOOK RETURN
return(new MarketOrders {
MarketData = marketData, Orders = updatedOrders
});
}
}
}
}
}
