public static int RoundDealVolume(int srcVolume, VolumeRoundType roundType, int minVolume, int volumeStep)
{
if (srcVolume < minVolume)
{
var хренТорганешь = true;
if (roundType != VolumeRoundType.Вниз)
{
var minThreshold =
roundType == VolumeRoundType.Ближайшее ? minVolume * 3 / 4 : minVolume / 2;
if (srcVolume > minThreshold)
{
хренТорганешь = false;
}
}
if (хренТорганешь)
{
return(0);
}
}
var surVolume = srcVolume - minVolume;
var stepsCount = surVolume / (double)volumeStep;
var stepsInt = roundType == VolumeRoundType.Вниз
? (int)stepsCount
: roundType == VolumeRoundType.Вверх
? (int)Math.Ceiling(stepsCount)
: (int)Math.Round(stepsCount);
surVolume = stepsInt * volumeStep;
srcVolume = minVolume + surVolume;
return(srcVolume);
}
protected int CalculateVolumeInBaseCurrency(decimal volumeDepo, string tradeTicker,
VolumeRoundType roundType, QuoteData quoteByTicker = null)
{
var volumeBase = volumeDepo;
var depoCurx = robotContext.AccountInfo.Currency;
var quotes = QuoteStorage.Instance.ReceiveAllData();
bool inverse, pairsEqual;
var tickerTrans = DalSpot.Instance.FindSymbol(tradeTicker, true, depoCurx,
out inverse, out pairsEqual);
if (!pairsEqual)
{
QuoteData quote;
if (tickerTrans == tradeTicker && quoteByTicker != null)
{
quote = quoteByTicker;
}
else
{
quotes.TryGetValue(tickerTrans, out quote);
}
if (quote == null)
{
var msgError = string.Format(
"Невозможно рассчитать объем - отсутствует котировка \"{0}\"", tickerTrans);
Logger.Info(msgError);
return(0);
}
var priceTrans = inverse ? 1 / quote.bid : quote.ask;
volumeBase /= (decimal)priceTrans;
}
return(MarketOrder.RoundDealVolume((int)volumeBase, roundType, RoundMinVolume, RoundVolumeStep));
}
protected int CalculateVolumeInBaseCurrency(decimal volumeDepo, string tradeTicker,
VolumeRoundType roundType, QuoteData quoteByTicker = null)
{
var volumeBase = volumeDepo;
var depoCurx = robotContext.AccountInfo.Currency;
var quotes = QuoteStorage.Instance.ReceiveAllData();
bool inverse, pairsEqual;
var tickerTrans = DalSpot.Instance.FindSymbol(tradeTicker, true, depoCurx,
out inverse, out pairsEqual);
if (!pairsEqual)
{
QuoteData quote;
if (tickerTrans == tradeTicker && quoteByTicker != null)
quote = quoteByTicker;
else
quotes.TryGetValue(tickerTrans, out quote);
if (quote == null)
{
var msgError = string.Format(
"Невозможно рассчитать объем - отсутствует котировка \"{0}\"", tickerTrans);
Logger.Info(msgError);
return 0;
}
var priceTrans = inverse ? 1 / quote.bid : quote.ask;
volumeBase /= (decimal)priceTrans;
}
return MarketOrder.RoundDealVolume((int)volumeBase, roundType, RoundMinVolume, RoundVolumeStep);
}
public static int RoundDealVolume(int srcVolume, VolumeRoundType roundType, int minVolume, int volumeStep)
{
if (srcVolume < minVolume)
{
var хренТорганешь = true;
if (roundType != VolumeRoundType.Вниз)
{
var minThreshold =
roundType == VolumeRoundType.Ближайшее ? minVolume * 3 / 4 : minVolume / 2;
if (srcVolume > minThreshold) хренТорганешь = false;
}
if (хренТорганешь) return 0;
}
var surVolume = srcVolume - minVolume;
var stepsCount = surVolume / (double)minVolume;
var stepsInt = roundType == VolumeRoundType.Вниз
? (int)stepsCount
: roundType == VolumeRoundType.Вверх
? (int)Math.Ceiling(stepsCount)
: (int)Math.Round(stepsCount);
surVolume = stepsInt * volumeStep;
srcVolume = minVolume + surVolume;
return srcVolume;
}
