示例#1
0
        public void UpdateAsk(Ask ask)
        {
            ThreadSafeAsk tAsk;

            if (OpenAsks.TryGetValue(ask.AskID, out tAsk))
            {
                if (ask.SellQuantity > 0 || ask.BuyQuantity > 0)
                {
                    tAsk.Update(ask, AskRepository);
                    ExecuteAsk(tAsk);
                }
                else
                {
                    OpenAsks.TryRemove(ask.AskID, out tAsk);
                    foreach (var buyID in tAsk.CommodityBuyID)
                    {
                        foreach (var sellID in tAsk.CommoditySellID)
                        {
                            OpenAsksByBuyerCommdoity[buyID][sellID].TryRemove(ask.AskID, out tAsk);
                        }
                    }
                }
            }
        }
示例#2
0
        private IEnumerable <Order> ExecuteAsk(ThreadSafeAsk ask, int maxLegDepth = 5)
        {
            long          orderQuantity;
            var           orders = GetQuote(ask, out orderQuantity, maxLegDepth, true);
            ThreadSafeAsk tAsk;

            if (ask.AskID == 0 || !OpenAsks.TryGetValue(ask.AskID, out tAsk))
            {
                this.AskRepository.AddAsk(ask.Ask);
                tAsk = CreateAsk(ask);
                this.OpenAsks[ask.AskID] = tAsk;
                foreach (var buyID in tAsk.CommodityBuyID)
                {
                    foreach (var sellID in tAsk.CommoditySellID)
                    {
                        this.OpenAsksByBuyerCommdoity[buyID][sellID][ask.AskID] = tAsk;
                    }
                }
            }
            List <Ask>    orderLegAsks = new List <Ask>();
            List <AskLeg> legs         = new List <AskLeg>();

            if (orders != null)
            {
                if (!tAsk.FillOrder(orderQuantity))
                {
                    orders = null;
                }
                tAsk.RealizeLockExecuteQuantiy();
                if (tAsk.AskQuantity <= 0)
                {
                    if (this.OpenAsks.TryRemove(tAsk.AskID, out tAsk))
                    {
                        foreach (var buyID in tAsk.CommodityBuyID)
                        {
                            foreach (var sellID in tAsk.CommoditySellID)
                            {
                                this.OpenAsksByBuyerCommdoity[buyID][sellID].TryRemove(tAsk.AskID, out tAsk);
                            }
                        }
                    }
                }

                if (orders != null)
                {
                    foreach (var order in orders)
                    {
                        order.AskID   = tAsk.AskID;
                        order.OrderID = Guid.NewGuid();
                        foreach (var orderLeg in order.OrderLegs)
                        {
                            orderLeg.OrderID    = order.OrderID;
                            orderLeg.OrderLegID = Guid.NewGuid();
                            ThreadSafeAsk orderAsk;
                            if (OpenAsks.TryGetValue(orderLeg.AskID, out orderAsk))
                            {
                                orderAsk.RealizeLock(orderAsk.IsBuy ? orderLeg.SellQuantity : orderLeg.BuyQuantity);
                                if (orderAsk.Legs.Count > 0)
                                {
                                    var leg = orderAsk.Legs.Where(l => orderAsk.IsBuy ? l.CommodityID == orderLeg.CommodityBuyID : l.CommodityID == orderLeg.CommoditySellID).Single();
                                    leg.RealizeLock(orderAsk.IsBuy ? orderLeg.BuyQuantity : orderLeg.SellQuantity);
                                    legs.Add(leg.Leg);
                                }
                                if (orderAsk.AskQuantity <= 0)
                                {
                                    if (this.OpenAsks.TryRemove(orderAsk.AskID, out orderAsk))
                                    {
                                        foreach (var buyID in tAsk.CommodityBuyID)
                                        {
                                            foreach (var sellID in tAsk.CommoditySellID)
                                            {
                                                this.OpenAsksByBuyerCommdoity[buyID][sellID].TryRemove(tAsk.AskID, out orderAsk);
                                            }
                                        }
                                    }
                                    if (orderAsk != null)
                                    {
                                        DisposeAsk(orderAsk);
                                    }
                                }
                                if (orderAsk != null)
                                {
                                    orderLegAsks.Add(orderAsk.Ask);
                                }
                            }
                        }
                    }
                }
            }
            else
            {
                tAsk.RealizeLockExecuteQuantiy();
            }
            AskRepository.ExecuteAsk(ask.Ask, orders, orderLegAsks, legs);
            return(orders);
        }