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.NextDouble() > 0.5
? currentPrice + adjustment
: currentPrice - adjustment;
observer.OnNext(currentPrice);
});
});
}
private decimal GererateRandomPrice(CurrencyPair currencyPair, BuyOrSell buyOrSell)
{
var price = _latestPrices.Lookup(currencyPair.Code)
.ConvertOr(md => md.Bid, () => currencyPair.InitialPrice);
//generate percent price 1-100 pips away from the inital market
var pipsFromMarket = _random.Next(1, 100);
var adjustment = Math.Round(pipsFromMarket * currencyPair.PipSize, currencyPair.DecimalPlaces);
return buyOrSell == BuyOrSell.Sell ? price + adjustment : price - adjustment;
}
protected bool Equals(CurrencyPair other)
{
return(string.Equals(Code, other.Code));
}
protected bool Equals(CurrencyPair other)
{
return string.Equals(_code, other._code);
}