private void RemoveOrderIfComplete(UnmatchedOrder uo)
{
if (uo.OrderStatus == "EC")
{
_unmatchedOrders.Remove(uo.BetId);
}
}
public void Update(UnmatchedOrder unmatchedOrder)
{
var uo = ValidateOrder(unmatchedOrder);
AddOrderToCache(uo);
RemoveOrderIfComplete(uo);
}
private void AddOrderToCache(UnmatchedOrder uo)
{
if (!_unmatchedOrders.ContainsKey(uo.BetId))
{
_unmatchedOrders.Add(uo.BetId, null);
}
_unmatchedOrders[uo.BetId] = uo;
}
private void AddUnmatchedOrder(string betId, string side, string orderStatus, double sizeRemaining)
{
var uo = new UnmatchedOrder
{
BetId = betId,
Side = side,
OrderStatus = orderStatus,
SizeRemaining = sizeRemaining,
};
_unmatchedOrders.Update(uo);
}
private static void AssertOrderIsEqual(
string betId,
string side,
string orderStatus,
double sizeRemaining,
UnmatchedOrder order)
{
Assert.Equal(betId, order.BetId);
Assert.Equal(side, order.Side);
Assert.Equal(orderStatus, order.OrderStatus);
Assert.Equal(sizeRemaining, order.SizeRemaining);
}
private static UnmatchedOrder ValidateOrder(UnmatchedOrder unmatchedOrder)
{
if (unmatchedOrder is null)
{
throw new ArgumentNullException(nameof(unmatchedOrder));
}
if (unmatchedOrder.BetId is null)
{
throw new ArgumentNullException(nameof(unmatchedOrder), "BetId should not be null.");
}
return(unmatchedOrder);
}
public OrderRunnerChangeStub WithUnmatchedLay(
double?price, double?size, string betId = "1", long?placedDate = 0)
{
UnmatchedOrders ??= new List <UnmatchedOrder>();
var uo = new UnmatchedOrder
{
BetId = betId,
Side = "L",
Price = price,
SizeRemaining = size,
PlacedDate = placedDate,
};
UnmatchedOrders.Add(uo);
return(this);
}
private void UpdateUnmatchedLiability(UnmatchedOrder uo)
{
if (uo.SizeRemaining is null)
{
return;
}
var sr = (double)uo.SizeRemaining;
if (uo.Price is null)
{
return;
}
var price = (double)uo.Price;
UnmatchedLiability +=
uo.Side == "B" ? sr : Math.Round((price * sr) - sr, 2);
}