public void TestAddOrder()
{
Trader trader = new TraderService().FindTraderById(1);
Strategy strategy = new StrategyService().FindStrategyById(1);
OrderBook orderBook = new OrderBookService().FindOrderBookById(1);
Order order = new Order {
DateTime = DateTime.Now, Execution = null, IsBuy = true, Price = 12.3, Quantity = 12, Trader = trader
};
new OrderService().AddOrder(order);
}
public Execution buyorsell(Order order)
{
OrderBookService orderBookService = new OrderBookService();
OrderBook orderBook = orderBookService.FindOrderBookById(order.OrderBookId);
List <OrderBook> orderBookList = orderBookService.FindOrderBookBySymbol(orderBook.Symbol);
if (order.IsBuy)
{
var total = 0;
foreach (OrderBook Q in orderBookList)
{
if (order.Price == Q.Price)
{
total += Q.Quantity;
}
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
exection.OrderId = order.Id;
exection.Order = order;
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Pending";
}
else
{
int i = 0;
exection.Trades.Add(new Trade {
Id = i, Price = order.Price, Quantity = order.Quantity, IsSuccess = true
});
i++;
order.Status = "Completed";
}
exection.DateTime = DateTime.Now;
return(exection);
}
//卖
else
{
var total = 0;
foreach (OrderBook Q in orderBookList)
{
if (order.Price == Q.Price)
{
total += Q.Quantity;
}
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
exection.OrderId = order.Id;
exection.Order = order;
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Pending";
}
else
{
int i = 0;
exection.Trades.Add(new Trade {
Id = i, Price = order.Price, Quantity = order.Quantity, IsSuccess = true
});
i++;
order.Status = "Completed";
}
exection.DateTime = DateTime.Now;
return(exection);
}
}
/// <summary>
/// 获得订单
/// </summary>
/// <param name="id"></param>
/// <returns></returns>
public static IList <OrderBook> GetDetailOrderById(int id)
{
return(OrderBookService.GetDetailOrderById(id));
}
/// <summary>
/// 添加订单中的图书
/// </summary>
/// <param name="order"></param>
public static void AddOrderBook(OrderBook order)
{
OrderBookService.AddOrderBook(order);
}
//通过Id或得订单
public static IList <OrderBook> GetOrderBookById(int Id)
{
return(OrderBookService.GetOrderBookById(Id));
}
public static OrderBook GetOrderBookById(int id)
{
return(OrderBookService.GetOrderBookById(id));
}
public static IList <OrderBook> GetAllOrderBooks()
{
return(OrderBookService.GetAllOrderBooks());
}
public static void ModifyOrderBook(OrderBook orderBook)
{
OrderBookService.ModifyOrderBook(orderBook);
}
public static void DeleteOrderBookById(int id)
{
OrderBookService.DeleteOrderBookById(id);
}
public static void DeleteOrderBook(OrderBook orderBook)
{
OrderBookService.DeleteOrderBook(orderBook);
}
public static OrderBook AddOrderBook(OrderBook orderBook)
{
return(OrderBookService.AddOrderBook(orderBook));
}
public Execution buyorsell(Order order)
{
OrderBookService orderBookService = new OrderBookService();
OrderBook orderBook = orderBookService.FindOrderBookById(order.OrderBookId);
List <OrderBook> orderBookList = orderBookService.FindOrderBookBySymbol(orderBook.Symbol);
int orginQuantity = order.Quantity;
if (order.IsBuy)
{
orderBookList.Sort(delegate(OrderBook x, OrderBook y)
{
return(x.Price.CompareTo(y.Price));
});
var total = 0;
foreach (OrderBook Q in orderBookList)
{
total += Q.Quantity;
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Rejected";
}
else
{
int i = 0;
while (order.Quantity > 0)
{
if (order.Quantity < orderBookList[i].Quantity)
{
exection.Trades.Add(new Trade {
Id = i, Price = orderBookList[i].Price, Quantity = order.Quantity, IsSuccess = true
});
}
else
{
exection.Trades.Add(new Trade {
Id = i, Price = orderBookList[i].Price, Quantity = orderBookList[i].Quantity, IsSuccess = true
});
}
order.Quantity = order.Quantity - orderBookList[i].Quantity;
i++;
}
order.Status = "Completed";
order.Quantity = orginQuantity;
}
exection.DateTime = DateTime.Now;
return(exection);
}
//卖
else
{
orderBookList.Sort(delegate(OrderBook x, OrderBook y)
{
return(y.Price.CompareTo(x.Price));
});
var total = 0;
foreach (OrderBook Q in orderBookList)
{
total += Q.Quantity;
}
Execution exection = new Execution();
exection.Trades = new List <Trade>();
if (order.Quantity > total)
{
exection.Trades.Add(new Trade {
Id = order.Id, Price = order.Price, Quantity = order.Quantity, IsSuccess = false
});
order.Status = "Rejected";
}
else
{
int i = 0;
while (order.Quantity > 0)
{
if (order.Quantity < orderBookList[i].Quantity)
{
exection.Trades.Add(new Trade {
Price = orderBookList[i].Price, Quantity = order.Quantity, IsSuccess = true
});
}
else
{
exection.Trades.Add(new Trade {
Price = orderBookList[i].Price, Quantity = orderBookList[i].Quantity, IsSuccess = true
});
}
order.Quantity = order.Quantity - orderBookList[i].Quantity;
i++;
}
order.Status = "Completed";
order.Quantity = orginQuantity;
}
exection.DateTime = DateTime.Now;
return(exection);
}
}
