// Returns merge amount
public MergeResultData MergeWith(OpenTrade secondTrade)
{
MergeResultData mergeResultData;
if (Amount > secondTrade.Amount)
{
var amountResidue = Amount - secondTrade.Amount;
var mergeFee = Fee * (secondTrade.Amount / Amount);
var feeResidue = Fee - mergeFee;
mergeResultData = new MergeResultData(secondTrade.Amount, mergeFee + secondTrade.Fee);
SetResidue(amountResidue, feeResidue);
secondTrade.SetResidue(decimal.Zero, decimal.Zero);
}
else
{
var secondTradeAmountResidue = secondTrade.Amount - Amount;
var secondTradeMergeFee = secondTrade.Fee * (Amount / secondTrade.Amount);
var secondTradeFeeResidue = secondTrade.Fee - secondTradeMergeFee;
mergeResultData = new MergeResultData(Amount, secondTradeMergeFee + Fee);
secondTrade.SetResidue(secondTradeAmountResidue, secondTradeFeeResidue);
SetResidue(decimal.Zero, decimal.Zero);
}
return(mergeResultData);
}
public MergeResultData GetPotentialMergeData(OpenTrade secondTrade)
{
MergeResultData mergeResultData;
if (Amount > secondTrade.Amount)
{
var mergeFee = Fee * (secondTrade.Amount / Amount) + secondTrade.Fee;
mergeResultData = new MergeResultData(secondTrade.Amount, mergeFee);
}
else
{
var mergeFee = secondTrade.Fee * (Amount / secondTrade.Amount) + Fee;
mergeResultData = new MergeResultData(Amount, mergeFee);
}
return(mergeResultData);
}
public static ClosedTrade Create(OpenTrade firstTrade, OpenTrade secondTrade, MergeResultData mergeResult, decimal traderFee)
{
OpenTrade buyTrade = default;
OpenTrade sellTrade = default;
switch (firstTrade.Side)
{
case TradeSide.Buy:
buyTrade = firstTrade;
sellTrade = secondTrade;
break;
case TradeSide.Sell:
buyTrade = secondTrade;
sellTrade = firstTrade;
break;
}
return(new ClosedTrade
(
accountId: sellTrade.AccountId,
datetime: sellTrade.Datetime,
firstCurrency: sellTrade.FirstCurrency,
secondCurrency: sellTrade.SecondCurrency,
openPrice: buyTrade.Price,
closePrice: sellTrade.Price,
amount: mergeResult.Amount,
roundFee: mergeResult.ExchangeFee,
exchangeFeeCurrency: Currency.USD,
traderFee: traderFee
));
}