private IObservable<MarketData> GenerateStream(CurrencyPair currencyPair)
{
return Observable.Create<MarketData>(observer =>
{
var spread = currencyPair.DefaultSpread;
var midRate = currencyPair.InitialPrice;
var bid = midRate - (spread * currencyPair.PipSize);
var offer = midRate + (spread * currencyPair.PipSize);
var initial = new MarketData(currencyPair.Code, bid, offer);
var currentPrice = initial;
observer.OnNext(initial);
var random = new Random();
//for a given period, move prices by up to 5 pips
return Observable.Interval(TimeSpan.FromSeconds(1 / (double)currencyPair.TickFrequency))
.Select(_ => random.Next(1, 5))
.Subscribe(pips =>
{
//move up or down between 1 and 5 pips
var adjustment = Math.Round(pips * currencyPair.PipSize,currencyPair.DecimalPlaces);
currentPrice = random.NextBoolean()
? currentPrice + adjustment
: currentPrice - adjustment;
observer.OnNext(currentPrice);
});
});
}
public CreateNewTradeRequest(BuyOrSell buyOrSell,CurrencyPair currencyPair,int amount, decimal rate)
{
if (currencyPair == null) throw new ArgumentNullException("currencyPair");
BuyOrSell = buyOrSell;
CurrencyPair = currencyPair;
Amount = amount;
Rate = rate;
}
public MarketDataTicker(CurrencyPair currencyPair, IObservable<MarketData> marketDataObservable)
{
if (currencyPair == null) throw new ArgumentNullException("currencyPair");
if (marketDataObservable == null) throw new ArgumentNullException("marketDataObservable");
CurrencyPair = currencyPair;
_cleanUp = marketDataObservable.
Subscribe(md =>
{
Trend = Bid > md.Bid ? Trend.Up : Trend.Down;
Bid = md.Bid;
Offer = md.Offer;
});
}
protected bool Equals(CurrencyPair other)
{
return(string.Equals(Code, other.Code));
}
protected bool Equals(CurrencyPair other)
{
return string.Equals(Code, other.Code);
}
