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

Inheritance: IPriceSlot

Mostrar archivo Open project: ThomasVestergaard/MemExchange Class Usage Examples

Public Methods

Method	Description
AddOrder ( ILimitOrder order ) : void
ContainsOrder ( ILimitOrder order ) : bool
PriceSlot ( double price, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm ) : System.Collections.Generic
RemoveOrder ( ILimitOrder order ) : void
TryMatchLimitOrder ( ILimitOrder order ) : void
TryMatchMarketOrder ( IMarketOrder order ) : void

Private Methods

Method	Description
HandleDeleteOrFilled ( ILimitOrder order ) : void

Method Details

AddOrder() public method

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

ContainsOrder() public method

public ContainsOrder ( ILimitOrder order ) : bool
order	ILimitOrder
return	bool

PriceSlot() public method

public PriceSlot ( double price, ILimitOrderMatchingAlgorithm limitOrderMatchingAlgorithm, IMarketOrderMatchingAlgorithm marketOrderMatchingAlgorithm ) : System.Collections.Generic
price	double
limitOrderMatchingAlgorithm	ILimitOrderMatchingAlgorithm
marketOrderMatchingAlgorithm	IMarketOrderMatchingAlgorithm
return	System.Collections.Generic

RemoveOrder() public method

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

TryMatchLimitOrder() public method

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

TryMatchMarketOrder() public method

public TryMatchMarketOrder ( IMarketOrder order ) : void
order	IMarketOrder
return	void