/// <summary>
/// Adds the base currency conversion feed.
/// </summary>
/// <param name="security">The security.</param>
private void AddBaseCurrencyConversionFeed(Security security)
{
//get both ways
string tickerbase = $"{security.BaseCurrency}/{_basecurrency}";
string tickerreversed = $"{_basecurrency}/{security.BaseCurrency}";
//Check both subscriptions
var tickerbasesubscription =
DataSubscriptionRequest.CreateSubscriptionRequest(new TickerSymbol(tickerbase, _basecurrency.ToString(), security.BaseCurrency), _datafeed.DataSource, null, DataType.Tick);
var tickerreversesubscription =
DataSubscriptionRequest.CreateSubscriptionRequest(new TickerSymbol(tickerreversed, security.BaseCurrency.ToString(), _basecurrency), _datafeed.DataSource, null, DataType.Tick);
//Add to subscription if needed possible
string warningmessage(string ticker) =>
$"Cannot get live updates for currency {ticker} from feed {_datafeed.Name}, currency conversion will not be based on live data as the feed does not provide this conversion";
if (_datafeed.CanSubscribe(tickerbasesubscription.Ticker))
{
AddSubscription(tickerbasesubscription);
}
else
{
_log.Warn(warningmessage(tickerbase));
}
if (_datafeed.CanSubscribe(tickerreversesubscription.Ticker))
{
AddSubscription(tickerreversesubscription);
}
else
{
_log.Warn(warningmessage(tickerreversed));
}
}
