private void OrderBook_TradeCompleted(object sender, TradeCompletedEventArgs e)
{
LastTradedPrice = e.LastTradedPrice;
TradeCompleted?.Invoke(this, e);
System.Diagnostics.Debug.Print(LastTradedPrice.ToString());
}
public void ExecuteTrade(Order order, List <Order> matchingOrders)
{
Trade trade = new Trade(order.Symbol, order.Exchange);
long quantityRequired = order.Quantity;
//if (order.Transaction == TransactionType.Buy)
{
foreach (var sOrder in matchingOrders)
{
//Single seller has sufficient Quantity
if (quantityRequired <= sOrder.Quantity)
{
trade.UpdateTrade(sOrder.Price, quantityRequired);
}
else
{
trade.UpdateTrade(sOrder.Price, sOrder.Quantity);
}
if (quantityRequired == trade.Quantity || sOrder.Quantity == trade.Quantity)
{
//Trade Finished
TradeCompleted?.Invoke(this, new TradeCompletedEventArgs(trade));
if (order.Quantity == trade.Quantity)
{
sOrder.Quantity -= trade.Quantity;
order.Status = OrderStatus.Completed;
order.OrderSubmitted(OrderStatus.Completed);
if (sOrder.Quantity == 0)
{
sOrder.Status = OrderStatus.Completed;
}
}
else
{
order.Quantity -= trade.Quantity;
sOrder.Status = OrderStatus.Completed;
sOrder.OrderSubmitted(OrderStatus.Completed);
}
break;
}
}
TradeList.Add(trade);
}
}
protected virtual void OnTradeCompleted(TradeResult result)
{
TradeCompleted?.Invoke(result);
}