private static SecurityChangedRule CreateSecurityCondition(Security security, IMarketDataProvider provider, Level1Fields field, Unit offset, bool isLess)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (offset == null)
{
throw new ArgumentNullException(nameof(offset));
}
if (offset.Value == 0)
{
throw new ArgumentException(LocalizedStrings.Str1051, nameof(offset));
}
if (offset.Value < 0)
{
throw new ArgumentException(LocalizedStrings.Str1052, nameof(offset));
}
var price = (decimal?)provider.GetSecurityValue(security, field);
if (price == null && offset.Type != UnitTypes.Limit)
{
throw new InvalidOperationException(LocalizedStrings.Str1053);
}
if (isLess)
{
var finishPrice = (decimal)(offset.Type == UnitTypes.Limit ? offset : price - offset);
return(new SecurityChangedRule(security, provider, s =>
{
var quote = (decimal?)provider.GetSecurityValue(s, field);
return quote != null && quote < finishPrice;
}));
}
else
{
var finishPrice = (decimal)(offset.Type == UnitTypes.Limit ? offset : price + offset);
return(new SecurityChangedRule(security, provider, s =>
{
var quote = (decimal?)provider.GetSecurityValue(s, field);
return quote != null && quote > finishPrice;
}));
}
}
private static SecurityLastTradeRule CreateLastTradeCondition(Security security, IMarketDataProvider provider, Unit offset, bool isLess)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (provider == null)
{
throw new ArgumentNullException(nameof(provider));
}
if (offset == null)
{
throw new ArgumentNullException(nameof(offset));
}
if (offset.Value == 0)
{
throw new ArgumentException(LocalizedStrings.Str1051, nameof(offset));
}
if (offset.Value < 0)
{
throw new ArgumentException(LocalizedStrings.Str1052, nameof(offset));
}
var price = (decimal?)provider.GetSecurityValue(security, Level1Fields.LastTradePrice);
if (price == null && offset.Type != UnitTypes.Limit)
{
throw new ArgumentException(LocalizedStrings.Str1054, nameof(security));
}
if (isLess)
{
var finishPrice = (decimal)(offset.Type == UnitTypes.Limit ? offset : price - offset);
return(new SecurityLastTradeRule(security, provider, s => (decimal?)provider.GetSecurityValue(s, Level1Fields.LastTradePrice) < finishPrice));
}
else
{
var finishPrice = (decimal)(offset.Type == UnitTypes.Limit ? offset : price + offset);
return(new SecurityLastTradeRule(security, provider, s => (decimal?)provider.GetSecurityValue(s, Level1Fields.LastTradePrice) > finishPrice));
}
}
