public void AddNewOrder(TOrder O)
{
if (Orders != null)
{
TickList.Add(new TTick(O.Price, O.Quantity));
if (LastInsertedOrder == null)
{
LastInsertedOrder = Orders.AddFirst(O);
}
else
{
LastInsertedOrder = Orders.AddAfter(LastInsertedOrder, O);
}
SetTOBChangeState(true);
}
}
/// <summary>
/// Engine.Check Order for trade
/// </summary>
/// <param name="O">Check Order for trade.</param>
public static bool CheckOrderForTrade(TOrder O)
{
bool res = false;
try
{
List <TOrder> Orders4Del = new List <TOrder>();
int qty = O.Quantity;
var OBook = _OB.Orders.Where(w => (w.Side != O.Side && w.Symbol == O.Symbol && (O.Side == TOrderSide.Sell ? w.Price >= O.Price : w.Price <= O.Price)));
if (OBook.Any())
{
foreach (var OiB in OBook)
{
bool ONeMoreOrder = false;
while (qty > 0 && !ONeMoreOrder)
{
if (qty >= OiB.Quantity)
{
TTrade NewTrade = new TTrade();
NewTrade.BuyUserID = O.UserID;
NewTrade.SellUserID = OiB.UserID;
NewTrade.Symbol = O.Symbol;
NewTrade.Price = OiB.Price;
NewTrade.Quantity = OiB.Quantity;
_TRH.MakeTrade(NewTrade);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {OiB.Quantity}!!");
Console.ForegroundColor = ConsoleColor.White;
Logger.Log.Info($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {OiB.Quantity}!!");
qty -= OiB.Quantity;
Orders4Del.Add(OiB);
res = true;
ONeMoreOrder = true;
}
else
{
TTrade NewTrade = new TTrade();
NewTrade.BuyUserID = O.UserID;
NewTrade.SellUserID = OiB.UserID;
NewTrade.Symbol = O.Symbol;
NewTrade.Price = OiB.Price;
NewTrade.Quantity = qty;
_TRH.MakeTrade(NewTrade);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {qty} !!");
Logger.Log.Info($"{NewTrade.BuyUserID} buy lot from {NewTrade.SellUserID} - {qty} !!");
Console.ForegroundColor = ConsoleColor.White;
OiB.Quantity -= qty;
qty = 0;
res = true;
}
}
}
if (qty > 0)
{
O.Quantity = qty;
_OB.AddNewOrder(O);
}
foreach (var OD in Orders4Del)
{
Console.ForegroundColor = ConsoleColor.Cyan;
Console.WriteLine($"Close Order from {OD.UserID} side/symbol/qty/price {OD.Side}/{OD.Symbol}/{OD.Quantity}/{O.Price}");
Logger.Log.Info($"Close Order from {OD.UserID} side/symbol/qty/price {OD.Side}/{OD.Symbol}/{OD.Quantity}/{O.Price}");
Console.ForegroundColor = ConsoleColor.White;
_OB.Orders.Remove(OD);
}
}
}
catch (Exception ex)
{
ErrorCatcher(ex, "CheckOrderForTrade");
}
return(res);
}
/// <summary>
/// Read Command from Client
/// </summary>
/// <param name="client">TCPCLIENT</param>
/// <param name="clientid">ClientID.</param>
/// <param name="sCommand">received command text.</param>
/// <param name="byte_count">received length of sCommand.</param>
public static void readCommand(TcpClient client, string clientid, byte[] sCommand, int byte_count)
{
string exception4send = "";
string ReadData = Encoding.ASCII.GetString(sCommand, 0, byte_count);
Console.WriteLine(client.Client.RemoteEndPoint + ":" + ReadData);
switch (ReadData.Split(';').First())
{
case "/UPDATELASTGUIDORDERS":
string guid4update = ReadData.Split(';')[1].ToString();
_OB.UpdateLastGuid(guid4update, clientid);
_TRH.UpdateLastGuid(guid4update, clientid);
break;
case "/GETORDERBOOK":
SendOrderBooktoClients(_OB, client);
SendTradeHistorytoClients(_TRH);
break;
case "/ADDNEWORDER":
string OrderStr = ReadData.Split(';')[1].ToString();
if (OrderStr.Length > 0)
{
var O = TOrder.Deserialize(OrderStr);
bool TradeDone = CheckOrderForTrade(O);
if (!TradeDone)
{
_OB.AddNewOrder(O);
}
else
{
SendTradeHistorytoClients(_TRH);
}
SendOrderBooktoClients(_OB);
}
break;
case "/REMOVEORDER":
SendOrderBooktoClients(_OB);
break;
case "/CLIENTNUMBER":
clientid = ReadData.Split(';')[1]?.ToString();
SetCurrentUserID(clientid);
if (_LastUserID.Length > 0)
{
Sendbuf2Client(client, Encoding.ASCII.GetBytes("/UPDATELASTGUIDORDERS;" + _LastUserID));
}
File.WriteAllText("_lastguid", clientid);
Sendbuf2Client(client, Encoding.ASCII.GetBytes("/GETORDERBOOK;"));
break;
case "/ORDERBOOK":
string jsdataOB = ReadData.Split(';')[1]?.ToString();
_OB = JsonConvert.DeserializeObject <TOrderBook>(jsdataOB);
break;
case "/TRADEHISTORYBOOK":
string jsdataTH = ReadData.Split(';')[1]?.ToString();
_TRH = JsonConvert.DeserializeObject <TTradeHistory>(jsdataTH);
break;
}
if (exception4send.Length > 0)
{
Sendbuf2Client(client, Encoding.ASCII.GetBytes("/ERROR;" + exception4send));
}
}
public void RemoveOrder(TOrder O)
{
Orders.Remove(O);
SetTOBChangeState(true);
}
