using System;
using System.ComponentModel;
namespace sharp.trading
{
	public abstract class OrderBook : MarshalByRefObject
	{
		public VolumeRate[] Bids { get; protected set; }
		public VolumeRate[] Asks { get; protected set; }

		public Market Market { get; private set; }

		public OrderBook(Market market)
		{
			Market = market;
		}

		public abstract void Refresh();

		public string MarketName { get; private set; }
		public string MarketCurrency { get; private set; }
		public string BaseCurrency { get; private set; }

		public double CurrentBid
		{
			get { return this.Bids[this.Bids.Length - 1].Price; }
		}
		public double CurrentAsk
		{
			get { return this.Asks[0].Price; }
		}


		public Tuple<double,double> getVolumePrice(double volume){
			double volbuy = volume;
			double volsell = volume;

			double pricebuy = 0;
			double pricesell = 0;

			for (int n = 0; ;n++){
				double avail;

				if (volbuy > 0)
				{
					avail = volbuy < Asks[n].Volume ? volbuy : Asks[n].Volume;
					pricebuy += avail * Asks[n].Price;
					volbuy -= avail;
				}
				if (volsell > 0)
				{
					avail = volsell < Bids[Bids.Length - 1 - n].Volume ? volsell : Bids[Bids.Length - 1 - n].Volume;
					pricesell += avail * Bids[Bids.Length - 1 - n].Price;
					volsell -= avail;
				}
				if ((volbuy <= 0) && (volsell <= 0))
				{
					break;
				}
			}

			return new Tuple<double, double>(pricebuy, pricesell);
		}

		public OrderbookVolume[] calculateVolumes(double[] volumes)
		{
			OrderbookVolume[] ovl = new OrderbookVolume[volumes.Length];
			int bidend = Bids.Length - 1;

			for (int vn = 0; vn < volumes.Length; vn++){
				ovl[vn] = new OrderbookVolume();
			}

			for (int n = 0; ; n++)
			{
				bool done = true;

				for (int vn = 0; vn < volumes.Length; vn++)
				{
					double toBuy = volumes[vn] - ovl[vn].VolumeBuy;
					double toSell = volumes[vn] - ovl[vn].VolumeSell;

					if ((toBuy <= 0) && (toSell <= 0)){
						continue;
					}

					if (toBuy > Asks[n].Volume){
						toBuy = Asks[n].Volume;
					}
					if (toSell > Bids[bidend - n].Volume){
						toSell = Bids[bidend - n].Volume;
					}

					ovl[vn].PriceBuy += Asks[n].Price * toBuy;
					ovl[vn].VolumeBuy += toBuy;

					ovl[vn].PriceSell += Bids[bidend - n].Price * toSell;
					ovl[vn].VolumeSell += toSell;

					done = false;
				}

				if (done){
					break;
				}
			}

			return ovl;
		}

	}
}