public void addSellOrder(Double sale_price, int sale_size)
{
if (BuyOrders.Count > 0)
{
// var SortedBuyOrders = BuyOrders.OrderByDescending(BuyOrder => BuyOrder.Price).ThenBy(BuyOrder => BuyOrder.TimeStamp).ToList();
// BuyOrders = SortedBuyOrders;
SellOrder sale;
foreach (BuyOrder buy_order in BuyOrders)
{
// if we have buy order with the same price do the trasaction and add it into Transaction list
if (buy_order.Price >= sale_price)
{
if (buy_order.Size == sale_size)
{
// do full transacqion
// do not add to sellOrders list
// remove buyOrder from the buyOrders list
sale = new SellOrder(sale_price, sale_size);
Transactions.Add(sale);
BuyOrders.Remove(buy_order);
lastSale = sale_price;
break;
}
else if (buy_order.Size > sale_size)
{
// do partial transacqion
// do not add to sellOrders list
// update buyOrder size to the remaining size in buyOrders list
int remainingSize = buy_order.Size - sale_size;
sale = new SellOrder(sale_price, sale_size);
Transactions.Add(sale);
buy_order.Size = remainingSize;
lastSale = sale_price;
break;
}
else if (buy_order.Size < sale_size)
{
// do partial transacqion
// remove buyOrder from the buyOrders list
// add to sellOrders for the remaining size in sellOrders list
int remainingSize = sale_size - buy_order.Size;
sale = new SellOrder(sale_price, buy_order.Size);
Transactions.Add(sale);
BuyOrders.Remove(buy_order);
lastSale = sale_price;
addSellOrder(sale_price, remainingSize);
break;
// SellOrder sellOrder = new SellOrder(sale_price, remainingSize);
// SellOrders.Add(sellOrder);
// var SortedSellOrders = SellOrders.OrderBy(SellOrder => SellOrder.Price).ThenBy(SellOrder => SellOrder.TimeStamp).ToList();
// SellOrders = SortedSellOrders;
}
}
else
{
SellOrder sellOrder = new SellOrder(sale_price, sale_size);
SellOrders.Add(sellOrder);
var SortedSellOrders = SellOrders.OrderBy(SellOrder => SellOrder.Price).ThenBy(SellOrder => SellOrder.TimeStamp).ToList();
SellOrders = SortedSellOrders;
break;
}
}
}
else
{
SellOrder sellOrder = new SellOrder(sale_price, sale_size);
SellOrders.Add(sellOrder);
var SortedSellOrders = SellOrders.OrderBy(SellOrder => SellOrder.Price).ThenBy(SellOrder => SellOrder.TimeStamp).ToList();
SellOrders = SortedSellOrders;
}
// market.Notify();
}
