public void TestPriceDecimals()
{
//BTC
Assert.AreEqual(1, CUtilConv.GetPriceDecimals(8894.9m));
//AIDUSD
Assert.AreEqual(5, CUtilConv.GetPriceDecimals(0.3204m));
}
private void UpdatePriceDecimalsAndMinStep(CSharedStocks sourceStock)
{
int maxCalcedPriceDecimals = 0;
int numEl = 0;
bool bChanged = false;
Dictionary <int, int> _dictAmount = new Dictionary <int, int>();
// Specific algorithm for PriceDecimals and min step calculation.
//
//
// 2018-06-21 Algo changed. Do count all amounts of decimals
// and save to dictionary. Use amount of decimals wich has more elements.
// Perform analyze only for elements that are near spread,
// for this purpose using "window" which determines an area near spread.
//
// If current value change - do trigger update of client
//
lock (sourceStock.Lck)
{
foreach (Direction dir in Enum.GetValues(typeof(Direction)))
{
int i = 0;
int windowSize = 50;
//2018-06-22 temprorary only for precision 0
foreach (var el in sourceStock[dir][0])
{
if (el.Price == 0)
{
continue;
}
if (i > windowSize)
{
break;
}
int calcedPriceDecimals = CUtilConv.GetPriceDecimals(el.Price);
if (_dictAmount.ContainsKey(calcedPriceDecimals))
{
_dictAmount[calcedPriceDecimals]++;
}
else
{
_dictAmount[calcedPriceDecimals] = 1;
}
numEl++;
if (calcedPriceDecimals > maxCalcedPriceDecimals)
{
maxCalcedPriceDecimals = calcedPriceDecimals;
}
i++;
}
}
}
//nothing to do - get out
if (numEl == 0)
{
return;
}
int maxDecimalsAmount = 0;
int decimalsPriceUse = 0;
foreach (var kvp in _dictAmount)
{
if (kvp.Value > maxDecimalsAmount)
{
maxDecimalsAmount = kvp.Value;
decimalsPriceUse = kvp.Key;
}
}
// if (Instrument == "IOTUSD")
// bDbgFirst = true;
if (decimalsPriceUse != _currentPriceDecimals)
{
Log(String.Format("Changed pirce decimals {0} --> {1}",
_currentPriceDecimals, decimalsPriceUse));
_currentPriceDecimals = decimalsPriceUse;
//2018-04-05 temporary disabled
//2018-04-23 enabled after change to 4 decimals
_clientStockConvCrypto.UpdatePriceDecimals(Instrument, _currentPriceDecimals);
bChanged = true;
}
decimal calcedMinStep = CUtil.GetDecimalMult(_currentPriceDecimals);
if (calcedMinStep != _currentMinStep)
{
Log(String.Format("Changed min_steps {0} --> {1}",
_currentMinStep, calcedMinStep));
_currentMinStep = calcedMinStep;
//2018-04-05 temporary disabled
//2018-04-23 enabled after change to 4 decimals
_clientStockConvCrypto.UpdateCurrentMinSteps(Instrument, _currentMinStep);
bChanged = true;
}
// Thread.Sleep(30000);
if (bChanged)
{
_clientStockConvCrypto.TriggerUpdateInstrumentParams(Instrument);
}
//for (int i=0; i<sourceStock[TradingLib.Enums.Direction.
//CBfxUtils.GetPriceDecimals(
sourceStock.LstStockConf = new List <CStockConf>();
int dcmlCurr = _currentPriceDecimals;
var lst = _client.GetPricePrecisions();
int count = lst.Count;
for (int i = 0; i < count; i++)
{
// if (Instrument == "IOTUSD")
// bDbgFirst = true;
decimal currMinStep = CUtil.GetDecimalMultUnlim(dcmlCurr);
CStockConf stockConf = new CStockConf()
{
PrecissionNum = i,
DecimalsPrice = Math.Max(dcmlCurr, 0),
MinStep = currMinStep
};
sourceStock.LstStockConf.Add(stockConf);
dcmlCurr--;
}
}
