private void HandlerOrder(Order order, Action onSuccess, Action <string> onFailure)
{
var validation = ValidateOrder(order);
if (!validation.IsValid)
{
onFailure?.Invoke(validation.Reason);
return;
}
var bestBidPrice = _orderStore.BestBid;
var bestAskPrice = _orderStore.BestAsk;
// Accept bid (buy) and ask (sell) orders of a specified quantity and price for 1 stock
var tradingOrder = TradingOrder.New(order);
_orderStore.Add(tradingOrder);
onSuccess?.Invoke();
// Publishes an event when an order has been accepted (not necessarily matched)
NotifyOrderPlaced(order);
// Find if any matched, Publishes an event when a bid order has been settled with a matching ask order, partially or otherwise
ResolveMatching(tradingOrder);
// Publishes an event when the best bid and ask price changes
if (IsPriceChanging(bestBidPrice, bestAskPrice))
{
NotifyPriceChanged();
}
}
private void ResolveMatching(TradingOrder tradingOrder)
{
if (tradingOrder.IsBid)
{
ResolveBidMatching(tradingOrder);
}
else
{
ResolveAskMatching(tradingOrder);
}
}
private static void ResolveMatching(TradingOrder tradingOrder, IEnumerable <TradingOrder> matchingOrders, Action <TradingOrder, int> onFound)
{
foreach (var matchingBid in matchingOrders)
{
if (tradingOrder.FullFilled)
{
break;
}
var shareToTrade = Math.Min(tradingOrder.TradableUnits, matchingBid.TradableUnits);
matchingBid.TradableUnits -= shareToTrade;
tradingOrder.TradableUnits -= shareToTrade;
onFound?.Invoke(matchingBid, shareToTrade);
}
}
private void ResolveAskMatching(TradingOrder tradingOrder)
{
var matchingBids = _orderStore
.Bids
.Where(a => a.Price >= tradingOrder.Price)
.OrderByDescending(_ => _.Price) // best price comes first
.ToList();
ResolveMatching(tradingOrder, matchingBids, (matchingBid, shareToTrade) =>
{
var trade = new TradeSettled
{
Price = tradingOrder.Price,
Units = shareToTrade,
AskOrderId = tradingOrder.OrderId,
StockId = _stockId,
BidOrderId = matchingBid.OrderId
};
_tradeSettled.Add(trade);
});
}
private void ResolveBidMatching(TradingOrder tradingOrder)
{
var matchingAsks = _orderStore
.Asks
.Where(a => a.Price <= tradingOrder.Price)
.OrderBy(_ => _.Price)
.ToList(); // best price comes first
ResolveMatching(tradingOrder, matchingAsks, (matchingAsk, shareToTrade) =>
{
var trade = new TradeSettled
{
Price = tradingOrder.Price,
Units = shareToTrade,
AskOrderId = matchingAsk.OrderId,
StockId = _stockId,
BidOrderId = tradingOrder.OrderId
};
_tradeSettled.Add(trade);
});
}