internal double GetImpliedXChangeRate(CurrencyPair cp)
{
if (cp.IsIdentity)
{
return(1.0);
}
if (Total.Ccy != cp.Ccy2)
{
throw new NotImplementedException();
}
AllocationElement ae = GetElement(cp.Ccy1);
if (ae.Price.Amount == 0)
{
return(0);
}
double rate = Total.Amount * ae.Share / ae.Price.Amount;
return(rate);
}
public Allocation(Currency ccyRef, List <AllocationElement> data = null,
AllocationElement fees = null)
{
CcyRef = ccyRef;
if (data == null)
{
Data = new List <AllocationElement>();
}
else
{
Data = data;
}
if (fees == null)
{
Fees = new AllocationElement(0, Currency.None);
}
else
{
Fees = fees;
}
Total = new Price(0, Currency.None);
}
public void CancelFee()
{
Fees = new AllocationElement(0, Currency.None);
}
public Allocation AddTransaction(Transaction tx)//, FXMarket fxMarket)
{
Allocation res = (Allocation)Clone();
res.CancelFee();
//// Changing the Amounts
// Received
if ((tx.Type == TransactionType.Deposit && tx.Received.Ccy.IsFiat()) || tx.Type == TransactionType.Trade || tx.Type == TransactionType.Transfer)
{
AllocationElement RecElement = res.GetElement(tx.Received.Ccy);
if (RecElement != null)
{
//AllocationElement allocIn = res.Dictionary[tx.Received.Ccy];
RecElement.Price.Amount += tx.Received.Amount;
}
else
{
res.Data.Add(new AllocationElement(tx.Received.Amount, tx.Received.Ccy));
}
}
if (tx.Type == TransactionType.Deposit && !tx.Received.Ccy.IsFiat())
{
//Console.WriteLine("");
}
//TODO: Find Transaction fees
if (tx.Type == TransactionType.WithDrawal && tx.Paid.Ccy.IsFiat())
{
AllocationElement PaidElmt = res.GetElement(tx.Paid.Ccy);
if (PaidElmt != null)
{
PaidElmt.Price.Amount -= tx.Paid.Amount;
}
else
{
throw new Exception("Paid in unavailable currency");
}
if (PaidElmt.Price.Amount < 0)
{
throw new Exception("Paid more than available");
}
}
// Paid
if (tx.Type == TransactionType.Trade && tx.Paid.Ccy != Currency.None)
{
AllocationElement PaidElement = res.GetElement(tx.Paid.Ccy);
if (PaidElement != null)
{
//AllocationElement alloc = res.Dictionary[tx.Paid.Ccy];
PaidElement.Price.Amount -= tx.Paid.Amount;
}
else
{
throw new Exception("Paid in unavailable currency");
}
if (PaidElement.Price.Amount < 0)
{
throw new Exception("Paid more than available");
}
}
// Fees
if (!tx.Fees.IsNull)
{
AllocationElement FeesElement = res.GetElement(tx.Fees.Ccy);
if (FeesElement != null)
{
//AllocationElement fAlloc = res.Dictionary[tx.Fees.Ccy];
FeesElement.Price.Amount -= tx.Fees.Amount;
if (FeesElement.Price.Amount < 0)
{
throw new Exception("Paid more than available (fees)");
}
res.Fees = new AllocationElement(tx.Fees.Amount, tx.Fees.Ccy);
}
else
{
throw new Exception("Paid in unavailable currency (fees)");
}
}
else
{
res.Fees = new AllocationElement(0, Currency.None);
}
//res.Update(fxMarket);
return(res);
}
