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 override string ToString()
{
return(string.Format("ExchOB {0} {1} Asks({2}) {3:f4}@{4:f4} Bids({5}) {6:f4}@{7:f4}",
Exchange,
Pair,
Asks.Count,
Asks.Count == 0 ? 0 : Asks.First().Amount,
Asks.Count == 0 ? 0 : Asks.First().Price,
Bids.Count,
Bids.Count == 0 ? 0 : Bids.First().Amount,
Bids.Count == 0 ? 0 : Bids.First().Price));
}
public void RemoveBid(Bid bid)
{
var existingBid = _bids.FirstOrDefault(b => b.BidId.Equals(bid.BidId));
if (existingBid == null)
{
throw new DomainException($"Cannot find bid with BidId: {bid.BidId}");
}
_bids.Remove(existingBid);
AddEvent(new BidRemoved(bid));
if (existingBid.Price.Equals(ActualPrice))
{
var topBid = Bids.First(b => b.Price == Bids.Max(mbid => mbid.Price));
ActualPrice = topBid.Price;
}
}
/// <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;
}
}