public void OnPrice(IDictionary <string, PriceDto> priceCache, bool wasTraded)
{
var isLong = _baseTradedAmount >= 0;
var isUsdBased = CurrencyPair.StartsWith("USD");
PriceDto monitoredPrice, crossedPrice = null;
if (!priceCache.TryGetValue(CurrencyPair, out monitoredPrice) ||
(!isUsdBased && !priceCache.TryGetValue(CrossedPair, out crossedPrice)))
{
return;
}
_baseSpot = isLong
? _counterTradedAmount / monitoredPrice.Bid
: _counterTradedAmount / monitoredPrice.Ask;
var basePnl = _baseTradedAmount - _baseSpot;
decimal usdPnl;
if (isUsdBased)
{
usdPnl = basePnl;
}
else
{
usdPnl = isLong
? basePnl * crossedPrice.Bid
: basePnl * crossedPrice.Ask;
}
_currentPosition = new CurrencyPairPositionReport
{
Symbol = CurrencyPair,
BaseTradedAmount = _baseTradedAmount,
BasePnl = basePnl,
UsdPnl = usdPnl,
WasTraded = wasTraded
};
}
