public decimal CalculateEma(List <TickerFormattedDto> tickers, Domain.Dtos.EcoIndex.EcoIndex lastEMA)
{
if (tickers.Count > 0)
{
decimal SMA = tickers.Average(t => t.Last);
decimal multiplier = 2M / (tickers.Count + 1M);
TickerFormattedDto lastTickerFormattedDto = tickers?.LastOrDefault();
if (lastTickerFormattedDto == null)
{
return(0M);
}
decimal lastEMAValue = 0M;
if (lastEMA != null)
{
lastEMAValue = lastEMA.Value;
}
decimal EMA = (lastTickerFormattedDto.Last - lastEMAValue) * multiplier + lastEMAValue;
if (EMA < 0)
{
return(0M);
}
return(EMA);
}
return(0M);
}
private void SaveEMAValue(decimal EMAValue, ExchangePairTypeEnum pairTypeEnum)
{
if (EMAValue == 0)
{
return;
}
Domain.Dtos.EcoIndex.EcoIndex ecoIndex = new Domain.Dtos.EcoIndex.EcoIndex
{
Id = EcoIndexEnum.EMA,
Name = ResolvePairTypeName(pairTypeEnum),
Time = DateTime.Now,
Value = EMAValue
};
_elasticClient.SaveEcoIndexData(ecoIndex);
}
public void CalculateValue()
{
List <ExchangePairTypeEnum> exchangePairTypeEnums = new List <ExchangePairTypeEnum>
{
ExchangePairTypeEnum.ETH_BTC,
ExchangePairTypeEnum.BTC_EUR,
ExchangePairTypeEnum.BTC_USD,
ExchangePairTypeEnum.ETH_EUR,
ExchangePairTypeEnum.ETH_USD
};
foreach (ExchangePairTypeEnum exchangePairTypeEnum in exchangePairTypeEnums)
{
List <TickerFormattedDto> tickers = LoadTickerFormattedDtos(exchangePairTypeEnum);
Domain.Dtos.EcoIndex.EcoIndex lastEMA = GetLastEmaValue(exchangePairTypeEnum);
decimal EMA = CalculateEma(tickers, lastEMA);
SaveEMAValue(EMA, exchangePairTypeEnum);
}
}
