public PriceSlot(double price, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm) { this.limitOrderMatchingAlgorithm = limitOrderMatchingAlgorithm; this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm; Price = price; BuyOrders = new List<ILimitOrder>(); SellOrders = new List<ILimitOrder>(); }
public PriceSlot(double price, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm) { this.limitOrderMatchingAlgorithm = limitOrderMatchingAlgorithm; this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm; Price = price; BuyOrders = new List <ILimitOrder>(); SellOrders = new List <ILimitOrder>(); }
public OrderBook(string symbol, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm, IOrderBookBestBidAsk orderBookBestBidAsk) { this.limitOrderMatchingAlgorithm = limitOrderMatchingAlgorithm; this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm; this.orderBookBestBidAsk = orderBookBestBidAsk; Symbol = symbol; PriceSlots = new Dictionary<double, IPriceSlot>(); BuySideStopLimitOrders = new List<IStopLimitOrder>(); SellSideStopLimitOrders = new List<IStopLimitOrder>(); }
public OrderBook(string symbol, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm, IOrderBookBestBidAsk orderBookBestBidAsk) { this.limitOrderMatchingAlgorithm = limitOrderMatchingAlgorithm; this.marketOrderMatchingAlgorithm = marketOrderMatchingAlgorithm; this.orderBookBestBidAsk = orderBookBestBidAsk; Symbol = symbol; PriceSlots = new Dictionary <double, IPriceSlot>(); BuySideStopLimitOrders = new List <IStopLimitOrder>(); SellSideStopLimitOrders = new List <IStopLimitOrder>(); }
public void Setup() { limitOrderMatchingAlgorithmMock = MockRepository.GenerateMock <ILimitOrderMatchingAlgorithm>(); marketOrderMatchingAlgorithmMock = MockRepository.GenerateMock <IMarketOrderMatchingAlgorithm>(); outgoingQueueMock = MockRepository.GenerateMock <IOutgoingQueue>(); }
public void Setup() { limitOrderMatchingAlgorithmMock = MockRepository.GenerateMock<ILimitOrderMatchingAlgorithm>(); marketOrderMatchingAlgorithmMock = MockRepository.GenerateMock<IMarketOrderMatchingAlgorithm>(); outgoingQueueMock = MockRepository.GenerateMock<IOutgoingQueue>(); }