private IObservable <Unit> RegisterPriceTrigger(CurrencyPairIdentifier identifier)
{
return(_timer
.Where(_ =>
_priceGenerators[Random.Next(_priceGenerators.Count)].Identifier.Symbol ==
identifier.Symbol)
.Select(_ => Unit.Default));
}
public override Func <IReadOnlyList <IGrammarTerm>, decimal> VisitFxRateFunc(MyGrammarParser.FxRateFuncContext context)
{
var termId = context.GetText();
var currencyPair = context.currencyPair().GetText();
var term = new FxRateTerm(termId, CurrencyPairIdentifier.ParseExact(currencyPair));
_terms.Add(term);
return(x => x.First(t => t.TermId == term.TermId).Value);
}
public IObservable <FxRate> GetPricesFor(CurrencyPairIdentifier currencyPair)
{
if (!KnownCurrencies.Any(x => x.Equals(currencyPair)))
{
throw new ArgumentOutOfRangeException();
}
return(_source.GetPriceStream(currencyPair.Symbol));
}
public MeanReversionRandomWalkPriceGenerator(
CurrencyPairIdentifier identifier, decimal initial, int precision,
decimal reversionCoefficient = 0.001m, decimal volatility = 5m)
{
_initial = initial;
_precision = precision;
_reversion = reversionCoefficient;
var power = (decimal)Math.Pow(10, precision);
_vol = volatility * 1m / power;
Identifier = identifier;
}
public FxRate(CurrencyPairIdentifier currencyPair, decimal rate)
{
CurrencyPair = currencyPair;
Rate = rate;
}
private static IPriceGenerator CreatePriceGenerator(CurrencyPairIdentifier symbol,
decimal initial, int precision)
{
return(new MeanReversionRandomWalkPriceGenerator(symbol, initial,
precision));
}
public FxRateTerm(string termId, CurrencyPairIdentifier identifier) :
base(termId)
{
Identifier = identifier;
}
