/// <summary>
/// Factory Constructor for limit order
/// </summary>
/// <param name="orderId"> </param>
/// <param name="pair"></param>
/// <param name="price"></param>
/// <param name="orderSide"></param>
/// <param name="orderType"></param>
/// <param name="volume"></param>
/// <param name="traderId"></param>
public Order(OrderId orderId, string pair, Price price, OrderSide orderSide, OrderType orderType, Volume volume,
TraderId traderId)
{
OrderId = orderId;
CurrencyPair = pair;
if (orderType == OrderType.Limit)
{
AssertionConcern.AssertGreaterThanZero(price.Value, "Limit order price must be greater than 0");
}
Price = price;
OrderSide = orderSide;
OrderType = orderType;
Volume = volume;
TraderId = traderId;
this.DateTime = DateTime.Now;
FilledQuantity = new Volume(0);
_filledCost = new Price(0);
OpenQuantity = Volume;
}
public static Order CreateOrder(string traderId, string currencyPair, string type, string side, decimal volume, decimal limitPrice, IOrderIdGenerator orderIdGenerator)
{
Order order = null;
TraderId id = new TraderId(traderId);
OrderId orderId = orderIdGenerator.GenerateOrderId();
Volume orderVolume = new Volume(volume);
if (side.Equals(Constants.ORDER_SIDE_BUY, StringComparison.CurrentCultureIgnoreCase) &&
type.Equals(Constants.ORDER_TYPE_MARKET, StringComparison.CurrentCultureIgnoreCase))
{
Price price = new Price(0);
order = BuyMarketOrder(orderId, currencyPair, OrderType.Market, orderVolume, price, id);
}
else if (side.Equals(Constants.ORDER_SIDE_SELL, StringComparison.CurrentCultureIgnoreCase) &&
type.Equals(Constants.ORDER_TYPE_MARKET, StringComparison.CurrentCultureIgnoreCase))
{
Price price = new Price(0);
order = SellMarketOrder(orderId, currencyPair, OrderType.Market, orderVolume, price, id);
}
else if (side.Equals(Constants.ORDER_SIDE_BUY, StringComparison.CurrentCultureIgnoreCase) &&
type.Equals(Constants.ORDER_TYPE_LIMIT, StringComparison.CurrentCultureIgnoreCase))
{
Price price = new Price(limitPrice);
order = BuyLimitOrder(orderId, currencyPair, price, OrderType.Limit, orderVolume, id);
}
else if (side.Equals(Constants.ORDER_SIDE_SELL, StringComparison.CurrentCultureIgnoreCase) &&
type.Equals(Constants.ORDER_TYPE_LIMIT, StringComparison.CurrentCultureIgnoreCase))
{
Price price = new Price(limitPrice);
order = SellLimitOrder(orderId, currencyPair, price, OrderType.Limit, orderVolume, id);
}
//TODO:Validation of funds and other things
return(order);
}
private static Order SellLimitOrder(OrderId orderId, string pair, Price limitPrice, OrderType orderType, Volume volume, TraderId traderId)
{
return(new Order(orderId, pair, limitPrice, OrderSide.Sell, orderType, volume, traderId));
}
private static Order SellMarketOrder(OrderId orderId, string pair, OrderType orderType, Volume volume, Price price, TraderId traderId)
{
return(new Order(orderId, pair, price, OrderSide.Sell, orderType, volume, traderId));
}
public OrderCancellation(OrderId orderId, TraderId traderId, string currencyPair)
{
OrderId = orderId;
TraderId = traderId;
CurrencyPair = currencyPair;
}