public decimal?GetPriceForClose(Order order)
{
using (_contextFactory.GetWriteSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(GetPriceForClose)}"))
{
var orderBookTypeToMatch = order.GetCloseType().GetOrderTypeToMatchInOrderBook();
var matchedOrders = _orderBooks.Match(order, orderBookTypeToMatch, Math.Abs(order.GetRemainingCloseVolume()));
return(matchedOrders.Any() ? matchedOrders.WeightedAveragePrice : (decimal?)null);
} // lock
}
public (string externalProviderId, decimal?price) GetBestPriceForOpen(string assetPairId, decimal volume)
{
using (_contextFactory.GetWriteSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(GetBestPriceForOpen)}"))
{
var orderBookTypeToMatch =
volume.GetOrderDirection().GetOrderDirectionToMatchInOrderBook();
var matchedOrders = _orderBooks.Match(assetPairId, orderBookTypeToMatch, Math.Abs(volume));
var price = matchedOrders.Any() ? matchedOrders.WeightedAveragePrice : (decimal?)null;
return(null, price);
} // lock
}