public static double Convert(this ProtoOAAsset symbolQuoteAsset, IEnumerable <Tuple <ProtoOAAsset, ProtoOAAsset, double> > conversionAssets)
{
_ = conversionAssets ?? throw new ArgumentNullException(nameof(conversionAssets));
if (!conversionAssets.Any())
{
throw new ArgumentOutOfRangeException(nameof(conversionAssets), conversionAssets, $"The {nameof(conversionAssets)} is empty");
}
if (conversionAssets.Any(asset => asset.Item3 is 0))
{
throw new ArgumentOutOfRangeException(nameof(conversionAssets), conversionAssets, $"Some of the '{nameof(conversionAssets)}' price values or zero");
}
double result = 1;
var asset = symbolQuoteAsset;
foreach (var(baseAsset, quoteAsset, price) in conversionAssets)
{
if (asset.AssetId == baseAsset.AssetId)
{
result *= price;
asset = quoteAsset;
}
else
{
result /= price;
asset = baseAsset;
}
}
return(result);
}
public static double GetTickValue(this ProtoOASymbol symbol, ProtoOAAsset symbolQuoteAsset, ProtoOAAsset accountDepositAsset, IEnumerable <Tuple <ProtoOAAsset, ProtoOAAsset, double> > conversionAssets)
{
_ = symbol ?? throw new ArgumentNullException(nameof(symbol));
_ = symbolQuoteAsset ?? throw new ArgumentNullException(nameof(symbolQuoteAsset));
_ = accountDepositAsset ?? throw new ArgumentNullException(nameof(accountDepositAsset));
double tickValue;
var symbolTickSize = symbol.GetTickSize();
if (symbolQuoteAsset.AssetId == accountDepositAsset.AssetId)
{
tickValue = symbolTickSize;
}
else
{
tickValue = symbolTickSize * Convert(symbolQuoteAsset, conversionAssets);
}
return(tickValue);
}
