public static void Execute()
{
List <ExternalBlock> blocks = new List <ExternalBlock>();
blocks = context.ExternalBlocks.ToList();
CompareByTime sortBlock = new CompareByTime();
blocks.Sort(sortBlock);
Random r1 = new Random();
for (int i = 0; i < blocks.Count; i++) // 10000 -> 1-5000 -> 2222
{
// fetching max execution limit for a block
// BrokerSecurity bs = new BrokerSecurity();
string symbol = blocks[i].symbol;
var x = (from n in context.BrokerSecurities
where n.securitySymbol.Equals(symbol)
select n).FirstOrDefault();
//fetching market data for the symbol
while (blocks[i].openQuantity > 0 && !(blocks[i].blockStatus.Equals("Expired")))
{
int randomMaxOrderPerIteration = r1.Next(1, x.maxExeOrder); //1-5000 -> 2222
if (randomMaxOrderPerIteration > blocks[i].openQuantity)
{
randomMaxOrderPerIteration = (int)blocks[i].openQuantity; //make sure that open quantity is not null
}
//while(true) //it's looping only once
int randomOrderToExecute = r1.Next(1, randomMaxOrderPerIteration); // 1-2222 -> 1111
//entering new data in trade execution
decimal tempTradePrice = GetTradePrice(blocks[i]);
//check for price match
int priceMatchStatus = CheckPriceMatch(tempTradePrice, blocks[i]);
if (priceMatchStatus == -1)
{
continue;
}
TradeExecution te = new TradeExecution();
te.symbol = blocks[i].symbol;
te.tradedQuantity = 0;
te.remainingOrderQuantity = randomMaxOrderPerIteration;
te.tradePrice = tempTradePrice;
te.blockId = blocks[i].blockId;
te.status = "Execution";
te.timestamp = DateTime.Now;
blocks[i].updatedTStamp = te.timestamp;
x.tradePrice = tempTradePrice;
context.TradeExecutions.Add(te);
context.SaveChanges();
AutoAllocate(te, randomOrderToExecute); //call auto alocate function with randomOrderToExecute as parameter
int randomContinueExecution = r1.Next(0, 100); // random value to determine whether to continue
if (randomContinueExecution > (100 - x.perFullyExe))
{
TradeExecution Te = context.TradeExecutions.Find(te.tradeId);
Te.tradedQuantity = randomMaxOrderPerIteration;
Te.remainingOrderQuantity = 0;
blocks[i].executedQuantity += randomMaxOrderPerIteration;
Te.remainingOrderQuantity = 0;
Te.status = "Fully";
// context.SaveChanges();
//break;
}
else
{
TradeExecution Te = context.TradeExecutions.Find(te.tradeId);
Te.status = "Partially";
blocks[i].executedQuantity += randomOrderToExecute;
// context.SaveChanges();
//break;
}
blocks[i].openQuantity -= randomMaxOrderPerIteration;
if (blocks[i].executedQuantity == blocks[i].totalQuantity)
{
blocks[i].blockStatus = "Fully";
}
else
{
blocks[i].blockStatus = "Partial";
}
context.SaveChanges();
}
blocks[i].openQuantity = blocks[i].totalQuantity - blocks[i].executedQuantity;
context.SaveChanges();
}
//return 1; //return status
}
public void Execute()
{
List <ExternalBlock> blocks = new List <ExternalBlock>();
blocks = context.ExternalBlocks.ToList();
CompareByTime sortBlock = new CompareByTime();
blocks.Sort(sortBlock);
Random r1 = new Random();
for (int i = 0; i < blocks.Count; i++) // 10000 -> 1-5000 -> 2222
{
// fetching max execution limit for a block
// BrokerSecurity bs = new BrokerSecurity();
var x = (from n in context.BrokerSecurities
where n.securitySymbol.Equals(blocks[i].symbol)
select n).FirstOrDefault();
//fetching market data for the symbol
while (blocks[i].openQuantity > 0)
{
int randomMaxOrderPerIteration = r1.Next(1, x.maxExeOrder); //1-5000 -> 2222
if (randomMaxOrderPerIteration > blocks[i].openQuantity)
{
randomMaxOrderPerIteration = (int)blocks[i].openQuantity; //make sure that open quantity is not null
}
while (true) //it's looping only once
{
int randomOrderToExecute = r1.Next(1, randomMaxOrderPerIteration); // 1-2222 -> 1111
//entering data in trade execution
TradeExecution te = new TradeExecution();
te.symbol = blocks[i].symbol;
te.tradedQuantity = 0;
te.remainingOrderQuantity = randomMaxOrderPerIteration;
te.tradePrice = GetTradePrice(blocks[i]);
te.blockId = blocks[i].blockId;
te.status = "Execution";
te.timestamp = DateTime.Now;
//if (blocks[i].createTStamp == null)
//{
// te.timestamp = DateTime.Now;
//}
//else
//{
// te.timestamp = (DateTime)blocks[i].createTStamp;
//}
context.TradeExecutions.Add(te);
AutoAllocate(te, randomOrderToExecute); //call auto alocate function with randomOrderToExecute as parameter
blocks[i].executedQuantity = randomOrderToExecute;
int randomContinueExecution = r1.Next(0, 100); // random value to determine whether to continue
if (randomContinueExecution > (100 - x.perFullyExe))
{
te.tradedQuantity = randomMaxOrderPerIteration;
blocks[i].executedQuantity = randomMaxOrderPerIteration;
te.remainingOrderQuantity = 0;
te.status = "Fully Executed";
context.SaveChanges();
break;
}
else
{
te.status = "Partially Executed";
context.SaveChanges();
break;
}
}
blocks[i].openQuantity -= randomMaxOrderPerIteration;
}
}
}