public void HandleStaleSellIocOperations()
{
// This means previous Ioc is still pending and needs to be removed.
if (SellOperations.Count > 0 && SellOperations.ElementAt(0).OrderType == OrderType.Ioc)
{
CancelSellOperation(SellOperations.ElementAt(0));
}
}
public void Cancel(string orderId)
{
var operation = Find(orderId);
if (operation == null)
{
return;
}
BalancePriceToQuantityMap(operation);
if (operation.OperationType == OperationType.Buy)
{
BuyOperations.Remove(operation);
}
else
{
SellOperations.Remove(operation);
}
}
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);
}