public Decimal GetVolumeWeightedStockPrice(String stockSymbol, Int32 rangeInMinutes)
{
try
{
var trades = tradeRepo.GetRecentTradesBySymbol(stockSymbol, rangeInMinutes);
Decimal totalPrice = 0;
Int32 totalQuantity = 0;
foreach (var trade in trades)
{
totalPrice += (trade.Price * trade.Quantity);
totalQuantity += trade.Quantity;
}
Decimal volumeWeightedStockPrice = totalPrice / totalQuantity;
return(Math.Round(volumeWeightedStockPrice, 2));
}
catch (Exception ex)
{
Logger.LogError(Logging.Events.GET_VOLUME_WEIGHTED_STOCK_PRICE, ex, "Failure calculating volume weighted stock price");
throw new Exception("Failure calculating volume weighted stock price", ex);
}
}
