private ConversionResult GetMarketAmountInBase(OrderAction orderAction, IEnumerable <ILimitOrder> limitOrders, AssetWithAmount from,
string assetTo, IDictionary <string, IAsset> assetsDict, IEnumerable <IAssetPair> assetPairs, MarketProfile marketProfile)
{
var result = new ConversionResult();
var assetPair = assetPairs.PairWithAssets(from.AssetId, assetTo);
if (!IsInputValid(from, assetTo, assetsDict) || assetPair == null)
{
result.SetResult(OperationResult.InvalidInputParameters);
return(result);
}
if (from.AssetId == assetTo)
{
result.From = result.To = from;
result.Price = result.VolumePrice = 1;
result.SetResult(OperationResult.Ok);
return(result);
}
limitOrders = limitOrders.Where(x => x.AssetPairId == assetPair.Id).GetAsync(orderAction, assetPair.IsInverted(assetTo));
double sum = 0;
double priceSum = 0;
int n = 0;
var neededSum = double.MaxValue;
foreach (var order in limitOrders)
{
if (n != 0 && sum >= neededSum)
{
break;
}
sum += Math.Abs(order.Volume);
priceSum += order.Price;
n++;
neededSum = from.Amount * GetRate(assetTo, assetPair, priceSum / n);
}
if (n == 0)
{
result.SetResult(OperationResult.NoLiquidity);
return(result);
}
var price = priceSum / n;
result.From = from;
var rate = GetRate(assetTo, assetPair, price);
var displayRate = GetRate(from.AssetId, assetPair, price);
result.To = new AssetWithAmount
{
AssetId = assetTo,
Amount = (rate * from.Amount).TruncateDecimalPlaces(assetsDict[assetTo].Accuracy, orderAction == OrderAction.Buy)
};
result.SetResult(sum < neededSum ? OperationResult.NoLiquidity : OperationResult.Ok);
result.Price = GetRate(from.AssetId, assetPair, marketProfile.GetPrice(assetPair.Id, orderAction).GetValueOrDefault());
result.VolumePrice = displayRate;
return(result);
}
