public void PointCalculationsCorrect()
{
var value = MarginTradingCalculations.GetVolumeFromPoints(1, 3);
Assert.AreEqual(0.001, value);
value = MarginTradingCalculations.GetVolumeFromPoints(10, 3);
Assert.AreEqual(0.01, value);
}
public void ValidateOrderStops(OrderDirection type, BidAskPair quote, decimal deltaBid, decimal deltaAsk, decimal?takeProfit,
decimal?stopLoss, decimal?expectedOpenPrice, int assetAccuracy)
{
var deltaBidValue = MarginTradingCalculations.GetVolumeFromPoints(deltaBid, assetAccuracy);
var deltaAskValue = MarginTradingCalculations.GetVolumeFromPoints(deltaAsk, assetAccuracy);
if (expectedOpenPrice.HasValue)
{
decimal minGray;
decimal maxGray;
//check TP/SL for pending order
if (type == OrderDirection.Buy)
{
minGray = Math.Round(expectedOpenPrice.Value - 2 * deltaBidValue, assetAccuracy);
maxGray = Math.Round(expectedOpenPrice.Value + deltaAskValue, assetAccuracy);
if (takeProfit.HasValue && takeProfit > 0 && takeProfit < maxGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidTakeProfit,
string.Format(MtMessages.Validation_TakeProfitMustBeMore, Math.Round((decimal)takeProfit, assetAccuracy), maxGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
if (stopLoss.HasValue && stopLoss > 0 && stopLoss > minGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidStoploss,
string.Format(MtMessages.Validation_StopLossMustBeLess, Math.Round((decimal)stopLoss, assetAccuracy), minGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
}
else
{
minGray = Math.Round(expectedOpenPrice.Value - deltaBidValue, assetAccuracy);
maxGray = Math.Round(expectedOpenPrice.Value + 2 * deltaAskValue, assetAccuracy);
if (takeProfit.HasValue && takeProfit > 0 && takeProfit > minGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidTakeProfit,
string.Format(MtMessages.Validation_TakeProfitMustBeLess, Math.Round((decimal)takeProfit, assetAccuracy), minGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
if (stopLoss.HasValue && stopLoss > 0 && stopLoss < maxGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidStoploss,
string.Format(MtMessages.Validation_StopLossMustBeMore, Math.Round((decimal)stopLoss, assetAccuracy), maxGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
}
}
else
{
//check TP/SL for market order
var minGray = Math.Round(quote.Bid - deltaBidValue, assetAccuracy);
var maxGray = Math.Round(quote.Ask + deltaAskValue, assetAccuracy);
if (type == OrderDirection.Buy)
{
if (takeProfit.HasValue && takeProfit > 0 && takeProfit < maxGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidTakeProfit,
string.Format(MtMessages.Validation_TakeProfitMustBeMore, Math.Round((decimal)takeProfit, assetAccuracy), maxGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
if (stopLoss.HasValue && stopLoss > 0 && stopLoss > minGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidStoploss,
string.Format(MtMessages.Validation_StopLossMustBeLess, Math.Round((decimal)stopLoss, assetAccuracy), minGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
}
else
{
if (takeProfit.HasValue && takeProfit > 0 && takeProfit > minGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidTakeProfit,
string.Format(MtMessages.Validation_TakeProfitMustBeLess, Math.Round((decimal)takeProfit, assetAccuracy), minGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
if (stopLoss.HasValue && stopLoss > 0 && stopLoss < maxGray)
{
throw new ValidateOrderException(OrderRejectReason.InvalidStoploss,
string.Format(MtMessages.Validation_StopLossMustBeMore,
Math.Round((decimal)stopLoss, assetAccuracy), maxGray),
$"quote (bid/ask): {quote.Bid}/{quote.Ask}");
}
}
}
}
