public static decimal GetTopBidPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair, int skip = 0)
{
var orderBookBidItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Bid, 5).ToList();
if (!orderBookBidItems.Any())
{
throw new NoNullAllowedException("Couldn't load order book");
}
return(orderBookBidItems
.OrderByDescending(item => item.Price)
.Skip(skip)
.Select(item => item.Price)
.First());
}
public static decimal GetBottomAskPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair, int skip = 0)
{
var orderBookAskItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Ask, 5).ToList();
if (!orderBookAskItems.Any())
{
return(0);
}
var bottomMeaningfulAskPrice = orderBookAskItems
.OrderBy(item => item.Price)
.Skip(skip)
.Select(item => item.Price)
.First();
return(bottomMeaningfulAskPrice);
}
public static decimal GetBottomMeaningfulAskPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair)
{
var orderBookAskItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Ask, 5).ToList();
if (!orderBookAskItems.Any())
{
throw new NoNullAllowedException("Couldn't load order book");
}
var maxAskSize = orderBookAskItems
.Max(item => item.Size);
var bottomMeaningfulAskPrice = orderBookAskItems
.Where(item => item.Size == maxAskSize)
.OrderBy(item => item.Price)
.Select(item => item.Price)
.First();
return(bottomMeaningfulAskPrice);
}
public static decimal GetTopMeaningfulBidPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair)
{
var orderBookBidItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Bid, 5).ToList();
if (!orderBookBidItems.Any())
{
return(0);
}
var maxBidSize = orderBookBidItems
.Max(item => item.Size);
var topMeaningfulBidPrice = orderBookBidItems
.Where(item => item.Size == maxBidSize)
.OrderByDescending(item => item.Price)
.Select(item => item.Price)
.First();
return(topMeaningfulBidPrice);
}
public static decimal GetNearestAskSupportPrice(this OrderBookLoadingService orderBookLoadingService, CurrencyPair currencyPair)
{
var orderBookAskItems = orderBookLoadingService.GetOrderBook(currencyPair.Id, OrderBookItemType.Ask, 20).ToList();
if (!orderBookAskItems.Any())
{
throw new NoNullAllowedException("Couldn't load order book");
}
var avgAskSize = orderBookAskItems
.Average(item => item.Size);
var bottomAskPrice = orderBookAskItems
.OrderBy(item => item.Price)
.Select(item => item.Price)
.First();
return(orderBookAskItems
.Where(item => item.Size > avgAskSize && item.Price >= bottomAskPrice)
.OrderBy(item => item.Price)
.Select(item => item.Price)
.First());
}