public bool ValidOrderPrices(OrderBookEventArgs args, Instrument ins)
{
double expectedAmount;
var bidOrder = ins.CreateBidOrder(this, out expectedAmount);
var askOrder = ins.CreateAskOrder(this, out expectedAmount);
GetPrice(args.OrderBook.Bids, args.OrderBook.Asks, expectedAmount, bidOrder, askOrder);
if (bidOrder.Price == 0 && askOrder.Price == 0)
{
return(false);
}
//if (!ins.CheckConstraint(bidOrder.Price, askOrder.Price, CurrencyRate))
// return false;
return(ins.ValidOrderPrices(this, bidOrder, askOrder));
}