private void ValidateNewBid(Bid bid)
{
string errorMessage = "";
DateTime biddingStartTime = GetNearestBidStatTime(bid.CreatedDate);
DateTime biddingEndTime = biddingStartTime.AddSeconds(BidTimeDurationSeconds);
if (bid.CreatedDate < biddingStartTime || bid.CreatedDate > biddingEndTime)
{
errorMessage += "Invalid time for bidding.";
}
if (bid.Amount < 1 || bid.Amount > MaxBidAmount)
{
errorMessage += "\nInvalid bid amount.";
}
if (bid.User == null)
{
errorMessage += "\nCurrent user doesn't participate in specified loan.";
}
if (Bids.Any(x => x.User.Id == bid.User.Id && x.CreatedDate.Date == biddingStartTime.Date))
{
errorMessage += "\nCurrent user already has made a bid.";
}
if (!string.IsNullOrEmpty(errorMessage))
{
throw new BusinessLogicException(errorMessage);
}
}
public OrderBook AddOrder(Order mmsOrder)
{
if (mmsOrder.MarketSide == MarketSide.Ask)
{
if (Asks.Any(askOrder => askOrder.MMSId == mmsOrder.MMSId))
{
throw new ApplicationException("Ask Order added received, but existing order found: {0}".FormatAs(mmsOrder));
}
List <Order> newAsks = Asks.ToList();
newAsks.Add(mmsOrder);
return(new OrderBook(Bids, newAsks, Exchange, Pair, Time));
}
else
{
if (Bids.Any(bidOrder => bidOrder.MMSId == mmsOrder.MMSId))
{
throw new ApplicationException("Bid Order added received, but existing order found: {0}".FormatAs(mmsOrder));
}
List <Order> newBids = Bids.ToList();
newBids.Add(mmsOrder);
return(new OrderBook(newBids, Asks, Exchange, Pair, Time));
}
}
public SynthOrderBook(AssetPair assetPair, IReadOnlyList <OrderBook> originalOrderBooks)
{
AssetPair = assetPair;
OriginalOrderBooks = originalOrderBooks;
BestBid = Bids.Any() ? Bids.First() : (VolumePrice?)null;
BestAsk = Asks.Any() ? Asks.First() : (VolumePrice?)null;
}
public long GetMaxBet()
{
if (!Bids.Any())
{
return(0);
}
return(Bids.Max(x => x.Value.Bet));
}
public async Task <bool> DetectNegativeSpread()
{
if (Asks.Any() && Bids.Any())
{
var bestAsk = Asks.Values.Min(ob => ob.Price);
var bestBid = Bids.Values.Max(ob => ob.Price);
if (bestAsk < bestBid)
{
await _log.WriteInfoAsync(nameof(DetectNegativeSpread), $"Exchange {Source} AssetPair {AssetPair} Ask {bestAsk} Bid {bestBid}", "Negative spread detected");
return(true);
}
}
return(false);
}
/// <summary>
/// Calculate the next minimum bid
/// </summary>
/// <returns>Minimum bid amount</returns>
public decimal NextPrice()
{
if (!Bids.Any())
{
return(CurrentItem.StartingBid);
}
var nextPrice = Bids.Max(bid => bid.Amount);
var incrementalRenges = IncrementalRules.OrderByDescending(range => range.MinimumItemValue).ToList();
incrementalRenges.ForEach(range =>
{
if (nextPrice >= range.MinimumItemValue)
{
return;
}
nextPrice += range.Increment;
});
return(nextPrice);
}
// marks the auction as closed and returns tokens to all users
public void ProclaimWinner()
{
if (DateTime.Now > ClosedAt && State == AuctionState.Opened)
{
// if there is bids
if (Bids.Any())
{
// select the highest bid
var HighestBid = Bids.OrderByDescending(b => b.Amount).First();
// select the other bids
var OtherBids = Bids.Where(b => b.UserId != HighestBid.UserId).OrderByDescending(b => b.Amount).GroupBy(b => b.UserId).ToList();
// return tokens to each user
foreach (Bid Bid in OtherBids)
{
Bid.User.Tokens += Bid.Amount;
}
}
// mark the auction as closed
State = AuctionState.Closed;
}
}
/// <summary>
/// Reserved for internal use.
/// </summary>
protected override void ReconstructSubTargets()
{
ReconstructApiBids(
LocationTargetType.City,
t => new CityTargetBid {
BidAdjustment = t.BidAdjustment, City = t.Location
},
() => Location.CityTarget,
_ => Location.CityTarget = _,
() => Location.CityTarget.Bids,
_ => Location.CityTarget.Bids = _
);
ReconstructApiBids(
LocationTargetType.MetroArea,
t => new MetroAreaTargetBid()
{
BidAdjustment = t.BidAdjustment, MetroArea = t.Location
},
() => Location.MetroAreaTarget,
_ => Location.MetroAreaTarget = _,
() => Location.MetroAreaTarget.Bids,
_ => Location.MetroAreaTarget.Bids = _
);
ReconstructApiBids(
LocationTargetType.State,
t => new StateTargetBid()
{
BidAdjustment = t.BidAdjustment, State = t.Location
},
() => Location.StateTarget,
_ => Location.StateTarget = _,
() => Location.StateTarget.Bids,
_ => Location.StateTarget.Bids = _
);
ReconstructApiBids(
LocationTargetType.Country,
t => new CountryTargetBid()
{
BidAdjustment = t.BidAdjustment, CountryAndRegion = t.Location
},
() => Location.CountryTarget,
_ => Location.CountryTarget = _,
() => Location.CountryTarget.Bids,
_ => Location.CountryTarget.Bids = _
);
ReconstructApiBids(
LocationTargetType.PostalCode,
t => new PostalCodeTargetBid()
{
BidAdjustment = t.BidAdjustment, PostalCode = t.Location
},
() => Location.PostalCodeTarget,
_ => Location.PostalCodeTarget = _,
() => Location.PostalCodeTarget.Bids,
_ => Location.PostalCodeTarget.Bids = _
);
if (Bids.Any())
{
Location.IntentOption = Bids.First().IntentOption;
}
}