Exemplo n.º 1
0
 void MoneyTransaction(ref Bids bid, long quanity)
 {
     //if (bid.Price != offer.Price) {
     //    Console.WriteLine("Bid Price and Offer Price not the same!");
     //}
     _TradePrice = bid.Price;
 }
        public void ProRata(ref Bids bid, ref List <Offers> offers, int ProRataMinimumAlloaction)
        {
            long TotalQuanityOfOffers = 0;
            long BidQuanity           = bid.Quanity;

            foreach (Offers o in offers)
            {
                TotalQuanityOfOffers += o.Quanity;
            }
            for (int i = 0; i < offers.Count; i++)
            {
                offers[i].ProRata = (float)offers[i].Quanity / (float)TotalQuanityOfOffers;
                int ProRataAmount = (int)(offers[i].ProRata * BidQuanity);
                if (ProRataAmount >= ProRataMinimumAlloaction)
                {
                    if (ProRataAmount > offers[i].Quanity)
                    {
                        Offers o2 = offers[i];
                        new Trade(ref bid, ref o2, offers[i].quanity);
                        offers[i] = o2;
                    }
                    else
                    {
                        Offers o2 = offers[i];
                        new Trade(ref bid, ref o2, ProRataAmount);
                        offers[i] = o2;
                    }
                }
            }
        }
Exemplo n.º 3
0
 public Trade(ref Bids bid, long quanity)
 {
     UpdateQuanities(ref bid, quanity);
     MoneyTransaction(ref bid, quanity);
     UpdateDatabase(ref bid, quanity);
     AddToTransactionList(ref bid, quanity);
 }
Exemplo n.º 4
0
 void UpdateQuanities(ref Bids bid, long quanity)
 {
     bid.Quanity -= quanity;
     if (bid.Owner.OnBuy != null)
     {
         bid.Owner.OnBuy(quanity);
     }
 }
 void DisplayDetails(Bids bid, List <Offers> offers)
 {
     Console.WriteLine();
     Console.WriteLine("Price: {0}  Bid Qaunity: {1}", bid.Price, bid.Quanity);
     Console.WriteLine("Offers:");
     foreach (Offers o in offers)
     {
         Console.WriteLine("Client {0} is offering {1}", o.Owner.ID, o.Quanity);
     }
 }
Exemplo n.º 6
0
 void UpdateQuanities(ref Bids bid, ref Offers offer, long quanity)
 {
     bid.Quanity   -= quanity;
     offer.quanity -= quanity;
     if (bid.Owner.OnBuy != null)
     {
         bid.Owner.OnBuy(quanity);
     }
     if (offer.Owner.OnSell != null)
     {
         offer.Owner.OnSell(quanity);
     }
 }
 public void ProRataWithLMM(List <BidPriceLevel> BidsPool, List <OfferPriceLevel> OffersPool)
 {
     BidsPool   = BidsPool.OrderBy((BidPriceLevel b) => b.Price).ToList();
     OffersPool = OffersPool.OrderByDescending((OfferPriceLevel o) => o.Price).ToList();
     foreach (BidPriceLevel BPL in BidsPool)
     {
         for (int j = 0; j < OffersPool.Count; j++)
         {
             if (OffersPool[j].Price <= BPL.Price)
             {
                 while (BPL.bids.Count != 0 && OffersPool[j].offers.Count != 0)
                 {
                     Bids          b      = BPL.bids[0];
                     List <Offers> offers = OffersPool[j].offers;
                     //DisplayDetails(b, offers);
                     LMMRound(ref b, ref offers);
                     //DisplayDetails(b, offers);
                     ProRata(ref b, ref offers, 1);
                     //DisplayDetails(b, offers);
                     FIFO(ref b, ref offers);
                     //DisplayDetails(b, offers);
                     BPL.bids[0]          = b;
                     OffersPool[j].offers = offers;
                     if (BPL.bids[0].Quanity == 0)
                     {
                         BPL.bids.RemoveAt(0);
                     }
                     OffersPool[j].offers.RemoveAll((Offers o) => o.Quanity == 0);
                 }
             }
         }
     }
     foreach (BidPriceLevel BPL in BidsPool)
     {
         foreach (Bids b in BPL.bids)
         {
             b.TurnsInPool++;
         }
     }
     foreach (OfferPriceLevel OPL in OffersPool)
     {
         foreach (Offers o in OPL.offers)
         {
             o.TurnsInPool++;
         }
     }
     UpdatePools(BidsPool, OffersPool);
 }
Exemplo n.º 8
0
 public static void AddBid(Bids bid)
 {
     for (int i = 0; i < BidsPool.Count; i++)
     {
         if (bid.Price == BidsPool[i].Price)
         {
             BidsPool[i].bids.Add(bid);
             return;
         }
     }
     BidsPool.Add(new BidPriceLevel {
         Price = bid.Price, bids = new List <Bids>()
         {
             bid
         }
     });
     BidsPool = BidsPool.OrderBy((BidPriceLevel b) => b.Price).ToList();
 }
 public void FIFO(ref Bids bid, ref List <Offers> offers)
 {
     //foreach (Offers o in offers) {
     for (int i = 0; i < offers.Count; i++)
     {
         if (offers[i].Quanity > bid.Quanity)
         {
             Offers o2 = offers[i];
             new Trade(ref bid, ref o2, bid.Quanity);
             offers[i] = o2;
             break;
         }
         else
         {
             Offers o2 = offers[i];
             new Trade(ref bid, ref o2, offers[i].quanity);
             offers[i] = o2;
         }
     }
 }
Exemplo n.º 10
0
        public void LMMRound(ref Bids bid, ref List <Offers> offers)
        {
            long BidQuanity = bid.Quanity;

            for (int i = 0; i < offers.Count; i++)
            {
                if (offers[i].Owner.LMMPercentage > 0f)
                {
                    int LMMAmount = (int)(BidQuanity * offers[i].Owner.LMMPercentage);
                    if (LMMAmount > offers[i].Quanity)
                    {
                        Offers o2 = offers[i];
                        new Trade(ref bid, ref o2, offers[i].quanity);
                        offers[i] = o2;
                    }
                    else
                    {
                        Offers o2 = offers[i];
                        new Trade(ref bid, ref o2, LMMAmount);
                        offers[i] = o2;
                    }
                }
            }
        }
Exemplo n.º 11
0
 public void AddJob(Bids bid)
 {
     Queue.Add(new Job(JobType.Bid, bid));
 }
Exemplo n.º 12
0
 public Job(JobType jobType, Bids Bid = null, Offers Offer = null)
 {
     this.jobType = jobType;
     this.Bid     = Bid;
     this.Offer   = Offer;
 }
Exemplo n.º 13
0
 void AddToTransactionList(ref Bids bid, long quanity)
 {
     StockTicker.TradesThisTurn.Add(this);
 }
Exemplo n.º 14
0
 void UpdateDatabase(ref Bids bid, long quanity)
 {
 }
Exemplo n.º 15
0
 void UpdateDatabase(ref Bids bid, ref Offers offer, long quanity)
 {
 }