public ImmutableArray <CapitalGain> Process(ITrade trade)
{
var baseCcy = trade.Base;
var baseAsset = GetAsset(baseCcy);
var quoteCcy = trade.Quote;
var quoteAsset = GetAsset(quoteCcy);
if (trade.IsBuyer)
{
// we are selling trade.GetQuoteQuantity of quoteAsset.
// to calculate capital gain we need to price this quantity at the time it has been bought
var proceed = _fiatConversion.GetProceed(trade);
var assetCost = new AssetCost(trade.Time, trade.Quantity, proceed / trade.Quantity, trade);
baseAsset.IncrementAmount(assetCost);
return(quoteAsset.DecrementAmount(trade.GetQuoteQuantity(), trade)
.Select(t =>
{
var multiplier = t.RemainingQuantity / trade.GetQuoteQuantity();
return new CapitalGain
{
Asset = quoteCcy,
SoldTime = trade.Time,
BoughtTime = t.Time,
Quantity = t.RemainingQuantity,
Cost = t.CostPerUnit * t.RemainingQuantity,
Proceed = proceed * multiplier,
BoughtTag = GetTag(t.Item)
};
})
.Concat(GetFeeCapitalGains(trade))
.ToImmutableArray());
}
else
{
// we are selling trade.Quantity of baseAsset.
// to calculate capital gain we need to price this quantity at the time it has been bought
var proceed = _fiatConversion.GetProceed(trade);
var assetCost = new AssetCost(trade.Time, trade.GetQuoteQuantity(), proceed / trade.GetQuoteQuantity(), trade);
quoteAsset.IncrementAmount(assetCost);
return(baseAsset.DecrementAmount(trade.Quantity, trade)
.Select(t =>
{
var multiplier = t.RemainingQuantity / trade.Quantity;
return new CapitalGain
{
Asset = baseCcy,
SoldTime = trade.Time,
BoughtTime = t.Time,
Quantity = t.RemainingQuantity,
Cost = t.CostPerUnit * t.RemainingQuantity,
Proceed = proceed * multiplier,
BoughtTag = GetTag(t.Item)
};
})
.Concat(GetFeeCapitalGains(trade))
.ToImmutableArray());
}
}
public static decimal GetProceed(this IFiatConversion fiatConversion, ITrade trade)
{
if (trade is LaunchpadTrade)
{
// we go through BNB
var bnbValue = fiatConversion.TryGetExactPriceInFiat(trade.Quote, trade.Time);
if (bnbValue.HasValue)
{
return(trade.GetQuoteQuantity() * bnbValue.Value);
}
}
if (trade.IsBuyer)
{
// we are buying baseCcy
var result = fiatConversion.TryGetExactPriceInFiat(trade.Base, trade.Time);
if (result.HasValue)
{
return(trade.Quantity * result.Value);
}
}
var tryGetExactPriceInFiat = fiatConversion.TryGetExactPriceInFiat(trade.Quote, trade.Time);
if (tryGetExactPriceInFiat.HasValue)
{
return(trade.GetQuoteQuantity() * tryGetExactPriceInFiat.Value);
}
if (trade is DelistingTrade)
{
// for delisting trade we are trying up to 7 days after
for (int i = 1; i <= 7; i++)
{
var resultViaBase = fiatConversion.TryGetExactPriceInFiat(trade.Base, trade.Time.AddDays(i));
if (resultViaBase.HasValue)
{
return(trade.Quantity * resultViaBase.Value);
}
var resultViaQuote = fiatConversion.TryGetExactPriceInFiat(trade.Quote, trade.Time.AddDays(i));
if (resultViaQuote.HasValue)
{
return(trade.GetQuoteQuantity() * resultViaQuote.Value);
}
var baseViaBtc = fiatConversion.TryGetExactPriceInBtc(trade.Base, trade.Time.AddDays(i));
if (baseViaBtc.HasValue)
{
return(trade.Quantity * baseViaBtc.Value * fiatConversion.GetExactPriceInFiat("BTC", trade.Time.AddDays(i)));
}
var quoteViaBtc = fiatConversion.TryGetExactPriceInBtc(trade.Quote, trade.Time.AddDays(i));
if (quoteViaBtc.HasValue)
{
return(trade.GetQuoteQuantity() * quoteViaBtc.Value * fiatConversion.GetExactPriceInFiat("BTC", trade.Time.AddDays(i)));
}
}
}
throw new Exception($"Unable to price {trade.GetSymbol()} for date {trade.Time} {trade.GetTimeReadable():dd/MM/yyyy}");
}