public decimal GetQuoteRateForBaseAsset(string accountAssetId, string assetPairId, string legalEntity,
bool useAsk)
{
var assetPair = _assetPairsCache.GetAssetPairById(assetPairId);
// two step transform: base -> quote from QuoteCache, quote -> account from FxCache
// if accountAssetId == assetPair.BaseAssetId, rate != 1, because trading and fx rates can be different
var assetPairQuote = _quoteCacheService.GetQuote(assetPairId);
var tradingRate = useAsk ? assetPairQuote.Ask : assetPairQuote.Bid;
if (assetPair.QuoteAssetId == accountAssetId)
{
return(tradingRate);
}
var fxPair =
_assetPairsCache.FindAssetPair(assetPair.QuoteAssetId, accountAssetId, legalEntity);
var fxQuote = _fxRateCacheService.GetQuote(fxPair.Id);
var rate = fxPair.BaseAssetId == assetPair.QuoteAssetId
? fxQuote.Ask * tradingRate
: 1 / fxQuote.Bid * tradingRate;
return(rate);
}
public void Is_GetQuoteRateForQuoteAsset_Correct()
{
const string instrument = "USDCHF";
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "USDCHF", Ask = 0.9982M, Bid = 0.9980M
});
var quote = _fxRateCacheService.GetQuote(instrument);
Assert.IsNotNull(quote);
Assert.AreEqual(0.9980, quote.Bid);
Assert.AreEqual(0.9982, quote.Ask);
var quoteRate = _cfdCalculatorService.GetQuoteRateForQuoteAsset(Accounts[0].BaseAssetId, instrument, "LYKKETEST");
Assert.AreEqual(1.002004008016032064128256513, quoteRate);
quoteRate = _cfdCalculatorService.GetQuoteRateForQuoteAsset(Accounts[0].BaseAssetId, instrument, "LYKKETEST", false);
Assert.AreEqual(1.0018032458425165297535564015, quoteRate);
}