private void MatchOrders(PlaceOrderData data)
{
if (data.IsBuy)
{
if (_sellPendingOrders.Count > 0)
{
MatchBuyOrder(data);
}
else
{
AddNewDataInTheBuyList(data);
}
}
else
{
if (_buyPendingOrders.Count > 0)
{
MatchSellOrder(data);
}
else
{
AddNewDataInTheSellList(data);
}
}
UpdateMarketOrderBook();
}
public void PlaceOrder(PlaceOrderData data)
{
if (ObjFactory.Instance.CreateRegisterClients().GetClients().ContainsKey(data.ClientId))
{
ObjFactory.Instance.CreateOrder().AddOrderIntoQueue(data);
}
}
private void AddBidQuantity(PlaceOrderData item, MarketOrderData marketData)
{
if (item.ClientId == ClientId)
{
marketData.MyBidQuantity = marketData.MyBidQuantity + item.Quantity;
}
marketData.MrktBidQuantity = marketData.MrktBidQuantity + item.Quantity;
}
private bool IsValidOrder(PlaceOrderData data)
{
if (data != null && data.ClientId > 0 &&
data.Price > 0 && data.Quantity > 0)
{
return(true);
}
return(false);
}
public async Task <IActionResult> Put(PlaceOrderData data)
{
ITradingEngine tradingEngine = new ReliableTradingEngine(
_stateManager,
new OrdersMatchingRule());
await tradingEngine.PlaceAsync(new Order(
new CurrencyPair(data.BaseCurrency, data.QuoteCurrency),
data.Side,
data.Price,
data.Amount));
return(new OkResult());
}
public void AddOrderIntoQueue(PlaceOrderData data)
{
if (IsValidOrder(data))
{
_unprocessed.Enqueue(data);
ObjFactory.Instance.CreateLogger()
.Log(string.Format("Order Enqueue Client Id = {0} Price = {1} Quantity= {2} type ={3}",
data.ClientId, data.Price, data.Quantity, data.IsBuy)
, this.GetType().Name, false);
if (!_unprocessed.IsEmpty && !_alreadyRunning)
{
_alreadyRunning = true;
Task.Run(() => StartProcess_UnProcessedOrder());
}
}
}
private void ExecuteBuyOrder(PlaceOrderData data, PlaceOrderData oldOrderData)
{
if (data.Quantity < oldOrderData.Quantity)
{
int tradeQuantity = data.Quantity;
oldOrderData.Quantity = oldOrderData.Quantity - tradeQuantity;
data.Quantity = 0;
UpdateTrade(data.ClientId, oldOrderData.ClientId, tradeQuantity, oldOrderData.Price);
}
else
{
int tradeQuantity = oldOrderData.Quantity;
oldOrderData.Quantity = oldOrderData.Quantity - tradeQuantity;
data.Quantity = data.Quantity - tradeQuantity;
UpdateTrade(data.ClientId, oldOrderData.ClientId, tradeQuantity, oldOrderData.Price);
}
}
private void MatchBuyOrder(PlaceOrderData data)
{
var list = _sellPendingOrders.Where(x => x.Price <= data.Price).ToList();
foreach (var oldData in list)
{
ExecuteBuyOrder(data, oldData);
if (data.Quantity == 0)
{
break;
}
}
_sellPendingOrders.RemoveAll(x => x.Quantity == 0);
if (data.Quantity > 0)
{
AddNewDataInTheBuyList(data);
}
}
public async Task <IActionResult> PlaceOrder([FromBody] PlaceOrderData data) // TODO: PlaceOrderDto
{
_logger.LogInformation($"PlaceOrderData: {JsonConvert.SerializeObject(data)}.");
var command = new PlaceOrder(Guid.NewGuid(), data.ClientId, data.ProductId, data.Price, DateTime.Now);
try
{
await _commandHandler.HandleAsync(command);
}
catch (InfrastructureException ex)
{
_logger.LogError($"Server error during processing command: {ex.Message}");
return(StatusCode((int)HttpStatusCode.InternalServerError));
}
catch (Exception ex)
{
_logger.LogInformation($"Client error during processing command: {ex.Message}");
return(BadRequest());
}
return(Ok(JsonConvert.SerializeObject(new { orderId = command.Id })));
}
private void AddNewDataInTheSellList(PlaceOrderData data)
{
_sellPendingOrders.Add(data);
}
private void AddNewDataInTheBuyList(PlaceOrderData data)
{
_buyPendingOrders.Add(data);
}
