private void FillPairs(
GooOperation operation,
ICollection <GooOperationPair> instrumentPairs,
GooDealCompleteStrategy dealCompleteStrategy)
{
var isBuy = operation.OperationType == GooOperationType.Buy;
bool Predicate(GooOperationPair pair) => isBuy
? pair.Sell != null && pair.Buy == null
: pair.Buy != null && pair.Sell == null;
var activePairs = instrumentPairs.Where(Predicate);
var orderedActivePairs = SortActivePairs(isBuy, activePairs, dealCompleteStrategy);
foreach (var activePair in orderedActivePairs)
{
if (operation.Quantity == 0)
{
break;
}
if (operation.Quantity < activePair.Quantity)
{
var pairOperation = isBuy ? activePair.Sell : activePair.Buy;
var splittedOperation = pairOperation.Split(pairOperation.Quantity - operation.Quantity);
if (isBuy)
{
activePair.Buy = operation;
}
else
{
activePair.Sell = operation;
}
var newwPair = new GooOperationPair();
if (isBuy)
{
newwPair.Sell = splittedOperation;
}
else
{
newwPair.Buy = splittedOperation;
}
instrumentPairs.Add(newwPair);
return;
}
var splitOp = operation.Split(activePair.Quantity);
if (isBuy)
{
activePair.Buy = splitOp;
}
else
{
activePair.Sell = splitOp;
}
}
if (operation.Quantity == 0)
{
return;
}
var newPair = new GooOperationPair();
if (isBuy)
{
newPair.Buy = operation;
}
else
{
newPair.Sell = operation;
}
instrumentPairs.Add(newPair);
}
public IncompleteDealItem(GooOperationPair pair) : base(pair)
{
}
