private void executeBuying(ExecuteBuyOrderCommand buyCommand) {
OrderBook orderBook = orderBookRepository.load(buyCommand.getOrderBookId());
// buying price >= current buying price
if (orderBook.getHighestBuyPrice().compareTo(buyCommand.getItemPrice()) >= 0) {
return;
}
// refresh current buy price
orderBook.resetHighestBuyPrice(buyCommand.getOrderId().toString(), buyCommand.getItemPrice());
// buying price >= than the current highest selling price
logger.info("Executing Buying order {}", buyCommand);
boolean done = true;
do {
final List<Order> sellOrders =
orderExecutorHelper.findAscPendingOrdersByPriceTime(
buyCommand.getPlaceDate(),
buyCommand.getItemPrice(),
buyCommand.getOrderBookId(),
100);
// no selling order matched
if (isEmpty(sellOrders)) {
return;
}
for (Order sellOrder : sellOrders) {
// should not happen here, coz the repo does not return the right result
if (sellOrder.getItemPrice().compareTo(buyCommand.getItemPrice()) > 0) {
logger.warn(
"Strange here, why sell orders from repo have price greater than current buy price!");
break;
}
final Order buyOrder = orderExecutorHelper.findBuyOrder(buyCommand.getOrderId());
BigMoney matchedTradePrice = sellOrder.getItemPrice();
BigMoney matchedTradeAmount =
min(sellOrder.getItemRemaining(), buyOrder.getItemRemaining());
final BigMoney executedMoney =
convertTo(matchedTradeAmount, matchedTradePrice).toBigMoney();
BigMoney buyCommission =
orderExecutorHelper.calcExecutedBuyCommission(
buyOrder, matchedTradePrice, matchedTradeAmount);
BigMoney sellCommission =
orderExecutorHelper.calcExecutedSellCommission(
sellOrder, matchedTradePrice, matchedTradeAmount);
if (logger.isDebugEnabled()) {
logger.debug(
"Executing orders with amount {}, price {}, buy commission {}, sell commission {}, total money {}: highest buying order {}, lowest selling order {}",
matchedTradeAmount,
matchedTradePrice,
buyCommission,
sellCommission,
executedMoney,
sellOrder,
buyOrder);
orderBook.executeBuying(
matchedTradeAmount,
matchedTradePrice,
executedMoney,
buyOrder.getPrimaryKey(),
sellOrder.getPrimaryKey(),
buyCommission,
sellCommission,
buyOrder.getTransactionId(),
sellOrder.getTransactionId(),
buyOrder.getPortfolioId(),
sellOrder.getPortfolioId(),
buyCommand.getPlaceDate());
}
orderExecutorHelper.recordTraded(
buyOrder,
sellOrder,
buyCommission,
sellCommission,
matchedTradeAmount,
matchedTradeAmount,
buyCommand.getPlaceDate());
if (buyOrder.getItemRemaining().toMoney(RoundingMode.HALF_EVEN).isNegativeOrZero()) {
done = true;
break;
}
}
} while (!done);
orderExecutorHelper.refresh(orderBook);
}
