private TradeResult MakeMatch(BidOrder bid, List <AskOrder> asks)
{
asks = asks.OrderBy(e => e.Price).ThenBy(e => e.Date).ToList();
var items = new List <TradeLog>();
foreach (var ask in asks)
{
if (bid.Remain() == 0)
{
break;
}
var item = MakeMatch(bid, ask);
items.Add(item);
}
return(items.Count > 0 ? TradeResult.Success(items) : TradeResult.None());
}
private TradeResult MakeMatch(AskOrder ask, List <BidOrder> bids)
{
bids = bids.OrderByDescending(e => e.Price).ThenBy(e => e.Date).ToList();
var items = new List <TradeLog>();
foreach (var bid in bids)
{
if (ask.Remain() == 0)
{
break;
}
var item = MakeMatch(bid, ask);
items.Add(item);
}
return(items.Count > 0 ? TradeResult.Success(items) : TradeResult.None());
}
public TradeResult Do()
{
TradeOrder order;
if (TradeQueue.Instance.TryDequeue(out order))
{
var result = MakeMacth(order);
//如果交易未完成,则重新加入待交易队列
if (order.Remain() > 0)
{
TradeQueue.Instance.Add(order);
}
return(result);
}
else
{
TradeLogger.Instance.Update();
}
return(TradeResult.None());
}
