C# Class MemExchange.Server.Processor.Book.OrderBook

Inheritance: IOrderBook

Mostrar archivo Open project: ThomasVestergaard/MemExchange Class Usage Examples

Private Properties

Property	Type	Description
MoveOrder	void
RemoveSlotIfEmpty	void
SetBestBidAndAsk	void
StopLimitOrderModified	void
TryExecuteTriggers	void
TryMatchMarketOrder	void

Public Methods

Method	Description
AddLimitOrder ( ILimitOrder limitOrder ) : void
AddStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void
HandleLimitOrderModify ( ILimitOrder order, int oldQuantity, double oldPrice ) : void
HandleMarketOrder ( IMarketOrder marketOrder ) : void
OrderBook ( string symbol, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm, IOrderBookBestBidAsk orderBookBestBidAsk ) : System.Collections.Generic
RemoveLimitOrder ( ILimitOrder order ) : void
RemoveStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void
SetSuspendLimitOrderMatchingStatus ( bool isSuspended ) : void
TryMatchLimitOrder ( ILimitOrder limitOrder ) : void

Private Methods

Method	Description
MoveOrder ( double oldPrice, ILimitOrder currentOrder ) : void
RemoveSlotIfEmpty ( double price ) : void
SetBestBidAndAsk ( ) : void
StopLimitOrderModified ( IStopLimitOrder modifiedStopLimitOrder ) : void
TryExecuteTriggers ( ) : void
TryMatchMarketOrder ( IMarketOrder marketOrder ) : void

Method Details

AddLimitOrder() public method

public AddLimitOrder ( ILimitOrder limitOrder ) : void
limitOrder	ILimitOrder
return	void

AddStopLimitOrder() public method

public AddStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void
stopLimitOrder	IStopLimitOrder
return	void

HandleLimitOrderModify() public method

public HandleLimitOrderModify ( ILimitOrder order, int oldQuantity, double oldPrice ) : void
order	ILimitOrder
oldQuantity	int
oldPrice	double
return	void

HandleMarketOrder() public method

public HandleMarketOrder ( IMarketOrder marketOrder ) : void
marketOrder	IMarketOrder
return	void

OrderBook() public method

public OrderBook ( string symbol, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm, IOrderBookBestBidAsk orderBookBestBidAsk ) : System.Collections.Generic
symbol	string
limitOrderMatchingAlgorithm	ILimitOrderMatchingAlgorithm
marketOrderMatchingAlgorithm	IMarketOrderMatchingAlgorithm
orderBookBestBidAsk	IOrderBookBestBidAsk
return	System.Collections.Generic

RemoveLimitOrder() public method

public RemoveLimitOrder ( ILimitOrder order ) : void
order	ILimitOrder
return	void

RemoveStopLimitOrder() public method

public RemoveStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void
stopLimitOrder	IStopLimitOrder
return	void

SetSuspendLimitOrderMatchingStatus() public method

public SetSuspendLimitOrderMatchingStatus ( bool isSuspended ) : void
isSuspended	bool
return	void

TryMatchLimitOrder() public method

public TryMatchLimitOrder ( ILimitOrder limitOrder ) : void
limitOrder	ILimitOrder
return	void