public void Caculate(CurrencyRate currencyRate, Guid?accountId = null)
{
try
{
if (this.Setting.SystemParameter.DefaultQuotePolicyId != null && currencyRate.DependingInstrumentId != null)
{
var instrumentId = currencyRate.DependingInstrumentId.Value;
var instrument = Market.MarketManager.Default[currencyRate.DependingInstrumentId.Value];
if (instrument == null)
{
return;
}
var defaultOverridedQuotation = instrument.GetQuotation(_quotePolicyProvider);
if (defaultOverridedQuotation == null || defaultOverridedQuotation.Ask == null || defaultOverridedQuotation.Bid == null)
{
return; //maybe closed
}
string key = string.Format("{0}-{1}", currencyRate.SourceCurrency.Id, currencyRate.TargetCurrency.Id);
DateTime lastTime;
if (!this.TryGetLastUpdateTime(key, out lastTime) || defaultOverridedQuotation.Timestamp > lastTime)
{
decimal price = ((decimal)defaultOverridedQuotation.Ask + (decimal)defaultOverridedQuotation.Bid) / 2;
int decimals = 8;
if (!currencyRate.Inverted)
{
var settingInstrument = this.Setting.GetInstrument(instrumentId);
if (settingInstrument == null)
{
return;
}
decimals = (int)Math.Log10(settingInstrument.Denominator);
if (settingInstrument.Denominator != Math.Pow(10, decimals))
{
decimals = 8;
}
}
Logger.InfoFormat("calcualte currency rate, accountId = {0}", accountId);
double rate = Math.Round((double)(currencyRate.Inverted ? 1 / price : price), decimals, MidpointRounding.AwayFromZero);
if (rate != (double)currencyRate.RateIn || rate != (double)currencyRate.RateOut)
{
if (this.SaveCurrencyRate(currencyRate, rate))
{
currencyRate.Update((decimal)rate, (decimal)rate);
this.Boardcast(currencyRate, rate, accountId);
}
lock (_mutex)
{
this._lastCaculateTimestamps[key] = defaultOverridedQuotation.Timestamp;
}
Logger.InfoFormat("recalcualte currency rate success, accountId = {0}", accountId);
}
}
}
}
catch (Exception exception)
{
Logger.Error("TransactionServer.CurrencyRateCaculaotr.Caculate", exception);
}
}
