public void SetClosedHedgeOf(IOrderInfo order)
{
_closedHedgeOf = order.Ticket();
var orderImpl = order as OrderImpl;
Debug.Assert(orderImpl != null, "orderImpl != null");
orderImpl._closedBy = Ticket();
_str = null;
}
public void SetNext(IOrderInfo nextP)
{
_next = nextP.Ticket();
nextP.SetWasEverLiveOrder(_wasLiveOrder);
//
var orderImpl = nextP as OrderImpl;
Debug.Assert(orderImpl != null, "orderImpl != null");
orderImpl._prev = Ticket();
_str = null;
}
public void SetPrev(IOrderInfo prev)
{
_prev = prev.Ticket();
_wasLiveOrder = prev.WasEverLiveOrder();
//
var orderImpl = prev as OrderImpl;
Debug.Assert(orderImpl != null, "orderImpl != null");
orderImpl._next = Ticket();
_str = null;
}
private bool CheckHedges(Stack <IOrderInfo> bStack)
{
Stack <IOrderInfo> cbStack = null;
Stack <IOrderInfo> hdgStack = null;
long tmpTicket;
if (_closedBy.TryGetValue(bStack.Peek().Ticket(), out tmpTicket))
{
cbStack = bStack;
if (_sellAtTop.ContainsKey(tmpTicket))
{
hdgStack = _sellSide.FirstOrDefault(sellStack => sellStack.Peek().Ticket() == tmpTicket);
}
}
if (_hedgedBy.TryGetValue(bStack.Peek().Ticket(), out tmpTicket))
{
hdgStack = bStack;
if (_sellAtTop.ContainsKey(tmpTicket))
{
cbStack = _sellSide.FirstOrDefault(sellStack => sellStack.Peek().Ticket() == tmpTicket);
}
}
if (cbStack != null && hdgStack != null)
{
var cbOrder = cbStack.Pop();
var hdgOrder = hdgStack.Pop();
//
_history.Add(hdgOrder);
_history.Add(cbOrder);
//
IOrderInfo cbNext = null;
IOrderInfo hdgNext = null;
//
Dictionary <long, bool> cbTop = cbOrder.GetTradeOperation() == TradeOperation.OP_BUY ? _buyAtTop : _sellAtTop;
Dictionary <long, bool> hdgTop = hdgOrder.GetTradeOperation() == TradeOperation.OP_BUY ? _buyAtTop : _sellAtTop;
cbTop.Remove(cbOrder.Ticket());
hdgTop.Remove(hdgOrder.Ticket());
if (cbStack.Count > 0)
{
cbTop[(cbNext = cbStack.Peek()).Ticket()] = true;
}
if (hdgStack.Count > 0)
{
hdgTop[(hdgNext = hdgStack.Peek()).Ticket()] = true;
}
//
cbOrder.SetClosedBy(hdgOrder);
if (cbNext == null && hdgNext == null)
{
//check live orders for next
var cbC = new OComparator(cbOrder);
var hdgC = new OComparator(hdgOrder);
cbNext =
_live.FirstOrDefault(
order => order.Ticket() > cbOrder.Ticket() && cbC.IsSameLiveOrder(order));
hdgNext =
_live.FirstOrDefault(
order => order.Ticket() > hdgOrder.Ticket() && hdgC.IsSameLiveOrder(order));
}
var next = cbNext == null
? hdgNext
: (hdgNext == null
? cbNext
: (cbNext.Ticket() > hdgNext.Ticket() ? hdgNext : cbNext)); // use minimal ticket number for next order
if (next != null)
{
if (ReferenceEquals(next, cbNext))
{
cbOrder.SetNext(next);
}
if (ReferenceEquals(next, hdgNext))
{
hdgOrder.SetNext(next);
}
}
//
// remove empty stack from a side
if (cbStack.Count == 0)
{
(cbOrder.GetTradeOperation() == TradeOperation.OP_BUY ? _buySide : _sellSide).Remove(cbStack);
}
if (hdgStack.Count == 0)
{
(hdgOrder.GetTradeOperation() == TradeOperation.OP_BUY ? _buySide : _sellSide).Remove(hdgStack);
}
//
return(true);
}
return(false);
}
