public async Task <IActionResult> GetVolatility(string assetPairId)
{
if (string.IsNullOrWhiteSpace(assetPairId))
{
return(BadRequest(ErrorResponse.Create($"{nameof(assetPairId)} has invalid value")));
}
try
{
VolatilityModel volatility =
await _payVolatilityClient.Volatility.GetDailyVolatilityAsync(assetPairId);
return(Ok(Mapper.Map <VolatilityResponseModel>(volatility)));
}
catch (Exception ex)
{
_log.Error(ex, null, assetPairId);
if (ex is Refit.ApiException refitEx)
{
if (refitEx.StatusCode == HttpStatusCode.NotFound)
{
return(NotFound(ErrorResponse.Create("Asset pair volatility not found")));
}
if (refitEx.StatusCode == HttpStatusCode.BadRequest)
{
return(BadRequest(ErrorResponse.Create(refitEx.Message)));
}
}
}
return(StatusCode((int)HttpStatusCode.InternalServerError));
}
private void SetDeltaSpread(IMarkup markup, VolatilityModel volatilityModel, bool isDeltaSpreadFixed)
{
markup.DeltaSpread = isDeltaSpreadFixed
? Math.Max(markup.DeltaSpread, volatilityModel.HighPriceVolatilityShield)
: volatilityModel.HighPriceVolatilityShield;
}
