/// <summary>
/// Gets or creates the order queue.
/// </summary>
/// <param name="currencyPair">The currency pair.</param>
/// <param name="side">The side.</param>
/// <returns>Order queue for currency pair and side.</returns>
public OrderQueue GetOrCreateQueue(CurrencyPair currencyPair, Side side)
{
var foundQueue =
_queues.FirstOrDefault(q => Equals(q.Key.CurrencyPair, currencyPair) && q.Key.Side == side);
if (foundQueue == null)
{
var newQueue = new OrderQueue(currencyPair, side);
_queues.Add(newQueue);
return(newQueue);
}
return(foundQueue);
}
private void ProcessOrders(
Order order1,
OrderQueue order1Queue,
Order order2,
OrderQueue order2Queue)
{
var amountToSubtract = Math.Min(order1.RemainingAmount, order2.RemainingAmount);
order1.RemainingAmount -= amountToSubtract;
order2.RemainingAmount -= amountToSubtract;
if (order1.IsClosed)
{
order1Queue.Remove(order1);
RaiseOrderClosed(order1);
}
if (order2.IsClosed)
{
order2Queue.Remove(order2);
RaiseOrderClosed(order2);
}
}