public IPrice Create(PriceDto priceDto, ICurrencyPair currencyPair)
{
var bid = new ExecutablePrice(Direction.SELL, priceDto.Bid, _executionRepository);
var ask = new ExecutablePrice(Direction.BUY, priceDto.Ask, _executionRepository);
var price = new Price(bid, ask, priceDto.SpotDate, currencyPair, priceDto.CreationTimestamp);
_priceLatencyRecorder.OnReceived(price);
return price;
}
public IPrice Create(PriceDto priceDto, ICurrencyPair currencyPair)
{
var bid = new ExecutablePrice(Direction.SELL, priceDto.Bid, _executionRepository);
var ask = new ExecutablePrice(Direction.BUY, priceDto.Ask, _executionRepository);
var price = new Price(bid, ask, priceDto.SpotDate, currencyPair, priceDto.CreationTimestamp);
_priceLatencyRecorder.OnReceived(price);
return(price);
}
public Price(ExecutablePrice bid, ExecutablePrice ask, DateTime valueDate, ICurrencyPair currencyPair, long serverTimestamp)
{
_serverTimestamp = serverTimestamp;
Bid = bid;
Ask = ask;
ValueDate = valueDate;
CurrencyPair = currencyPair;
bid.Parent = this;
ask.Parent = this;
Spread = (ask.Rate - bid.Rate) * (long)Math.Pow(10, currencyPair.PipsPosition);
}
public Price(ExecutablePrice bid, ExecutablePrice ask, DateTime valueDate, ICurrencyPair currencyPair, long serverTimestamp)
{
_serverTimestamp = serverTimestamp;
Bid = bid;
Ask = ask;
ValueDate = valueDate;
CurrencyPair = currencyPair;
bid.Parent = this;
ask.Parent = this;
Spread = (ask.Rate - bid.Rate)* (long)Math.Pow(10, currencyPair.PipsPosition);
}
