public decimal GetQuoteRateForBaseAsset(string accountAssetId, string assetPairId, string legalEntity,
bool useAsk)
{
var assetPair = _assetPairsCache.GetAssetPairById(assetPairId);
// two step transform: base -> quote from QuoteCache, quote -> account from FxCache
// if accountAssetId == assetPair.BaseAssetId, rate != 1, because trading and fx rates can be different
var assetPairQuote = _quoteCacheService.GetQuote(assetPairId);
var tradingRate = useAsk ? assetPairQuote.Ask : assetPairQuote.Bid;
if (assetPair.QuoteAssetId == accountAssetId)
{
return(tradingRate);
}
var fxPair =
_assetPairsCache.FindAssetPair(assetPair.QuoteAssetId, accountAssetId, legalEntity);
var fxQuote = _fxRateCacheService.GetQuote(fxPair.Id);
var rate = fxPair.BaseAssetId == assetPair.QuoteAssetId
? fxQuote.Ask * tradingRate
: 1 / fxQuote.Bid * tradingRate;
return(rate);
}
public decimal GetQuoteRateForBaseAsset(string accountAssetId, string instrument)
{
var asset = _assetPairsCache.GetAssetPairById(instrument);
var baseAssetId = asset.BaseAssetId;
if (accountAssetId == baseAssetId)
{
return(1);
}
var inst = _assetPairsCache.FindAssetPair(baseAssetId, accountAssetId);
var quote = _quoteCacheService.GetQuote(inst.Id);
if (inst.BaseAssetId == baseAssetId)
{
return(quote.Ask);
}
return(1.0M / quote.Bid);
}
public decimal GetQuoteRateForBaseAsset(string accountAssetId, string assetPairId, string legalEntity,
bool metricIsPositive = true)
{
var assetPair = _assetPairsCache.GetAssetPairById(assetPairId);
if (accountAssetId == assetPair.BaseAssetId)
{
return(1);
}
var assetPairSubst = _assetPairsCache.FindAssetPair(assetPair.BaseAssetId, accountAssetId, legalEntity);
var rate = metricIsPositive
? assetPairSubst.BaseAssetId == assetPair.BaseAssetId
? _quoteCacheService.GetQuote(assetPairSubst.Id).Ask
: 1 / _quoteCacheService.GetQuote(assetPairSubst.Id).Bid
: assetPairSubst.BaseAssetId == assetPair.BaseAssetId
? _quoteCacheService.GetQuote(assetPairSubst.Id).Bid
: 1 / _quoteCacheService.GetQuote(assetPairSubst.Id).Ask;
return(rate);
}