private bool IsInputValid(AssetWithAmount @from, string assetTo, IDictionary <string, IAsset> assets)
{
if (from.Amount <= 0 || !assets.ContainsKey(assetTo) || !assets.ContainsKey(from.AssetId))
{
return(false);
}
return(true);
}
private bool IsInputValid(
AssetWithAmount assetFrom,
string assetTo,
IReadOnlyDictionary <string, Assets.Client.Models.v3.Asset> assets)
{
if (assetFrom.Amount <= 0 || !assets.ContainsKey(assetTo) || !assets.ContainsKey(assetFrom.AssetId))
{
return(false);
}
return(true);
}
private ConversionResult GetMarketAmountInBase(OrderAction orderAction, IEnumerable <ILimitOrder> limitOrders, AssetWithAmount from,
string assetTo, IDictionary <string, IAsset> assetsDict, IEnumerable <IAssetPair> assetPairs, MarketProfile marketProfile)
{
var result = new ConversionResult();
var assetPair = assetPairs.PairWithAssets(from.AssetId, assetTo);
if (!IsInputValid(from, assetTo, assetsDict) || assetPair == null)
{
result.SetResult(OperationResult.InvalidInputParameters);
return(result);
}
if (from.AssetId == assetTo)
{
result.From = result.To = from;
result.Price = result.VolumePrice = 1;
result.SetResult(OperationResult.Ok);
return(result);
}
limitOrders = limitOrders.Where(x => x.AssetPairId == assetPair.Id).GetAsync(orderAction, assetPair.IsInverted(assetTo));
double sum = 0;
double priceSum = 0;
int n = 0;
var neededSum = double.MaxValue;
foreach (var order in limitOrders)
{
if (n != 0 && sum >= neededSum)
{
break;
}
sum += Math.Abs(order.Volume);
priceSum += order.Price;
n++;
neededSum = from.Amount * GetRate(assetTo, assetPair, priceSum / n);
}
if (n == 0)
{
result.SetResult(OperationResult.NoLiquidity);
return(result);
}
var price = priceSum / n;
result.From = from;
var rate = GetRate(assetTo, assetPair, price);
var displayRate = GetRate(from.AssetId, assetPair, price);
result.To = new AssetWithAmount
{
AssetId = assetTo,
Amount = (rate * from.Amount).TruncateDecimalPlaces(assetsDict[assetTo].Accuracy, orderAction == OrderAction.Buy)
};
result.SetResult(sum < neededSum ? OperationResult.NoLiquidity : OperationResult.Ok);
result.Price = GetRate(from.AssetId, assetPair, marketProfile.GetPrice(assetPair.Id, orderAction).GetValueOrDefault());
result.VolumePrice = displayRate;
return(result);
}
private ConversionResult GetMarketAmountInBase(
OrderAction orderAction,
IEnumerable <IOrderBook> orderBooks,
AssetWithAmount from,
string assetTo,
IReadOnlyDictionary <string, Assets.Client.Models.v3.Asset> assetsDict,
IEnumerable <Assets.Client.Models.v3.AssetPair> assetPairs,
Core.Domain.MarketProfile marketProfile)
{
var result = new ConversionResult();
var assetPair = GetPairWithAssets(assetPairs, from.AssetId, assetTo);
if (!IsInputValid(from, assetTo, assetsDict) || assetPair == null)
{
result.Result = OperationResult.InvalidInputParameters;
return(result);
}
if (from.AssetId == assetTo)
{
result.From = result.To = from;
result.Price = result.VolumePrice = 1;
result.Result = OperationResult.Ok;
return(result);
}
orderAction = IsInverted(assetPair, assetTo) ? orderAction.ViceVersa() : orderAction;
var isBuy = orderAction == OrderAction.Buy;
var orderBook = orderBooks.FirstOrDefault(x => x.AssetPair == assetPair.Id && x.IsBuy == isBuy);
if (orderBook == null)
{
result.Result = OperationResult.NoLiquidity;
return(result);
}
if (IsInverted(assetPair, assetTo))
{
orderBook.Invert();
}
orderBook.Order();
double sum = 0;
double priceSum = 0;
int n = 0;
var neededSum = double.MaxValue;
foreach (var line in orderBook.Prices)
{
if (n != 0 && sum >= neededSum)
{
break;
}
sum += Math.Abs(line.Volume);
priceSum += line.Price;
n++;
neededSum = from.Amount * GetRate(assetTo, assetPair, priceSum / n);
}
if (n == 0)
{
result.Result = OperationResult.NoLiquidity;
return(result);
}
var price = priceSum / n;
result.From = from;
var rate = GetRate(assetTo, assetPair, price);
var displayRate = GetRate(from.AssetId, assetPair, price);
result.To = new AssetWithAmount
{
AssetId = assetTo,
Amount = (rate * from.Amount).TruncateDecimalPlaces(assetsDict[assetTo].Accuracy,
orderAction == OrderAction.Buy)
};
result.Result = sum < neededSum ? OperationResult.NoLiquidity : OperationResult.Ok;
result.Price = GetRate(
from.AssetId,
assetPair,
marketProfile.GetPrice(assetPair.Id, orderAction).GetValueOrDefault());
result.VolumePrice = displayRate;
return(result);
}
