private static decimal GetRate(BestPrices bestPrices, bool bid, bool invert)
{
var needBid = invert ? !bid : bid;
var nonInverted = needBid ? bestPrices.BestBid : bestPrices.BestAsk;
return(invert ? 1 / nonInverted : nonInverted);
}
private static decimal GetCrossRate(BestPrices bba1, BestPrices bba2, CrossRateCalcInfo info, bool bid)
{
var first = GetRate(bba1, bid, !info.Source1.IsTransitoryAssetQuoting);
var second = GetRate(bba2, bid, info.Source2.IsTransitoryAssetQuoting);
return(first * second);
}
private ExtPriceStatusModel Convert(string assetPairId, string exchangeName, ExchangeQuality exchangeQuality, bool isPrimary, BestPrices bestPrice)
{
var model = _convertService.Convert <ExchangeQuality, ExtPriceStatusModel>(exchangeQuality,
o => o.ConfigureMap(MemberList.Source));
model.AssetPairId = assetPairId;
model.ExchangeName = exchangeName;
model.IsPrimary = isPrimary;
model.ErrorState = model.ErrorState ?? "NoOrderbook";
model.BestPrices = _convertService.Convert <BestPrices, BestPricesModel>(bestPrice);
return(model);
}
