// TODO no tuple?
public static async Task <(decimal purchaseAmount, decimal quantity)> CalcPurchasePrice(
this TradingPair tradingPair,
decimal purchasePriceInBase)
{
decimal purchaseAmount = 0;
decimal quantity = 0;
OrderBook orderBook = await tradingPair.GetOrderBook();
for (int i = 0; i < orderBook.asksOrOffersYouCanBuy.Length; i++)
{
Order order = orderBook.asksOrOffersYouCanBuy[i];
decimal purchaseAmountFromOrder = Math.Min(purchasePriceInBase,
order.price * order.volume);
purchaseAmount += purchaseAmountFromOrder;
quantity += purchaseAmountFromOrder / order.price;
purchasePriceInBase -= purchaseAmountFromOrder;
if (purchasePriceInBase <= 0)
{
break;
}
}
return(purchaseAmount, quantity);
}
public async Task OrderBook()
{
CrypnosticConfig config = new CrypnosticConfig(exchangeName);
monitor = new CrypnosticController(config);
await monitor.Start();
TradingPair tradingPair = popularQuoteCoin.GetTradingPair(popularBaseCoin, exchangeName);
OrderBook orderBook = await tradingPair.GetOrderBook();
Assert.IsTrue(orderBook.asksOrOffersYouCanBuy.Length > 0);
Assert.IsTrue(orderBook.asksOrOffersYouCanBuy[0].price > 0);
Assert.IsTrue(orderBook.asksOrOffersYouCanBuy[0].volume > 0);
Assert.IsTrue(orderBook.bidsOrOffersYouCanSell.Length > 0);
Assert.IsTrue(orderBook.bidsOrOffersYouCanSell[0].price > 0);
Assert.IsTrue(orderBook.bidsOrOffersYouCanSell[0].volume > 0);
Assert.IsTrue(orderBook.asksOrOffersYouCanBuy[0].price >= orderBook.bidsOrOffersYouCanSell[0].price);
Assert.IsTrue(orderBook.asksOrOffersYouCanBuy[1].price >= orderBook.asksOrOffersYouCanBuy[0].price);
Assert.IsTrue(orderBook.bidsOrOffersYouCanSell[0].price >= orderBook.bidsOrOffersYouCanSell[1].price);
}
public static async Task <decimal> CalcSellPrice(
this TradingPair tradingPair,
decimal quantityOfCoin)
{
decimal sellAmount = 0;
OrderBook orderBook = await tradingPair.GetOrderBook();
for (int i = 0; i < orderBook.bidsOrOffersYouCanSell.Length; i++)
{
Order order = orderBook.bidsOrOffersYouCanSell[i];
decimal sellAmountFromOrder = Math.Min(quantityOfCoin, order.volume);
sellAmount += sellAmountFromOrder * order.price;
quantityOfCoin -= sellAmountFromOrder;
if (quantityOfCoin <= 0)
{
break;
}
}
return(sellAmount);
}
