virtual protected void AddQuoteToDictionary(IMarketInput imi, double value)
{
var data = GetData();
data[imi] = value;
//_Pairs.Add(imi);
SetData(data);
}
public double GetQuote(IMarketInput mi)
{
var miList = _FXData.Where(x => x.Key.Asset1 == mi.Asset1 && x.Key.Ccy2 == mi.Ccy2)
.Select(x => x.Key);
if (miList.Count() == 1)
{
return(_FXData[miList.First()]);
}
else
{
throw new Exception("ERROR: Asset Market");
}
}
public double GetQuote(IMarketInput ccyPair)
{
if (ccyPair.IsIdentity)
{
return(1.0);
}
var data = GetData();
// Find exact CcyPair
var presentData = data.Where(x => x.Key.IsEquivalent(ccyPair))
.Select(x => (CurrencyPair)x.Key)
.ToList();
if (presentData.Count() == 1)
{
if (presentData[0].IsEqual(ccyPair))
{
return(data[presentData[0]]);
}
else
{
return(1 / data[presentData[0]]);
}
}
// Find triangle
var ccyPairData = _Data.Where(x => x.Key.Contains(ccyPair.Ccy1) || x.Key.Contains(ccyPair.Ccy2));
var ccyData = ccyPairData.Select(x => x.Key.Ccy1 == ccyPair.Ccy1 || x.Key.Ccy1 == ccyPair.Ccy2 ? x.Key.Ccy2 : x.Key.Ccy1)
.ToList();
try
{
return(Aux_GetQuote(ccyPair.Ccy1, ccyPair.Ccy2, new List <ICcyAsset> {
}));
}
catch (Exception)
{
throw new Exception($"Issue with Data for {ccyPair.ToString()}");
}
}
public void AddQuote(IMarketInput imi, double value)
{
var data = GetData();
var presentData = data.Where(x => x.Key.IsEquivalent(imi)).Select(x => x.Key).ToList();
if (presentData.Count() == 1)
{
if (presentData[0].IsEqual(imi))
{
data[presentData[0]] = value;
}
else
{
data[presentData[0]] = 1 / value;
}
SetData(data);
}
else if (presentData.Count() == 0)
{
AddQuoteToDictionary(imi, value);
}
}
