public static long NormalizeVolume(this ProtoOASymbol symbol, long volumeInUnits)
{
var normalizedVolume = volumeInUnits - (volumeInUnits % symbol.StepVolume);
if (normalizedVolume > symbol.MaxVolume)
{
normalizedVolume = symbol.MaxVolume;
}
if (normalizedVolume < symbol.MinVolume)
{
normalizedVolume = symbol.MinVolume;
}
return(normalizedVolume);
}
public static double GetTickValue(this ProtoOASymbol symbol, ProtoOAAsset symbolQuoteAsset, ProtoOAAsset accountDepositAsset, IEnumerable <Tuple <ProtoOAAsset, ProtoOAAsset, double> > conversionAssets)
{
_ = symbol ?? throw new ArgumentNullException(nameof(symbol));
_ = symbolQuoteAsset ?? throw new ArgumentNullException(nameof(symbolQuoteAsset));
_ = accountDepositAsset ?? throw new ArgumentNullException(nameof(accountDepositAsset));
double tickValue;
var symbolTickSize = symbol.GetTickSize();
if (symbolQuoteAsset.AssetId == accountDepositAsset.AssetId)
{
tickValue = symbolTickSize;
}
else
{
tickValue = symbolTickSize * Convert(symbolQuoteAsset, conversionAssets);
}
return(tickValue);
}
public static double GetPipsFromPrice(this ProtoOASymbol symbol, double price) => Math.Round(price * Math.Pow(10, symbol.PipPosition), symbol.Digits - symbol.PipPosition);
public static long GetPointsFromPips(this ProtoOASymbol symbol, double pips) => System.Convert.ToInt64(pips * Math.Pow(10, symbol.Digits - symbol.PipPosition));
public static double GetPipsFromPoints(this ProtoOASymbol symbol, long points) => symbol.GetPipsFromPrice(points * symbol.GetTickSize());
public static double GetPipsFromRelative(this ProtoOASymbol symbol, long relative) => Math.Round((relative / 100000.0) / symbol.GetPipSize(), symbol.Digits - symbol.PipPosition);
public static double GetPipValue(this ProtoOASymbol symbol, double tickValue) => tickValue * (symbol.GetPipSize() / symbol.GetTickSize());
public static double GetPriceFromRelative(this ProtoOASymbol symbol, long relative) => Math.Round(relative / 100000.0, symbol.Digits);
public static long GetRelativeFromPips(this ProtoOASymbol symbol, double pips)
{
var pipsInPrice = pips * symbol.GetPipSize();
return((long)Math.Round(pipsInPrice * 100000, symbol.Digits));
}
public static double GetPipSize(this ProtoOASymbol symbol) => 1 / Math.Pow(10, symbol.PipPosition);
public static double SubtractPipsFromPrice(this ProtoOASymbol symbol, double price, double pips)
{
var pipsInPrice = pips * symbol.GetPipSize();
return(Math.Round(price - pipsInPrice, symbol.Digits));
}
public static double AddPipsToPrice(this ProtoOASymbol symbol, double price, double pips)
{
var pipsInPrice = pips * symbol.GetPipSize();
return(Math.Round(price + pipsInPrice, symbol.Digits));
}
public static double GetTickSize(this ProtoOASymbol symbol) => 1 / Math.Pow(10, symbol.Digits);
