public void ProcessQuotation(Quotation quotation)
{
double newSpread = 0;
foreach (var item in this.InstrumentModels)
{
if (item.InstrumentID == quotation.InstrumentID)
{
item.Price = quotation.GetPrice(item.Direction);
}
if (item.Direction == this.InstrumentModels[0].Direction)
{
newSpread += item.Volume * item.Price;
}
else
{
newSpread -= item.Volume * item.Price;
}
}
this.Spread = newSpread;
if (!this.IsWork)
{
return;
}
if (this.Symbol == RelativeSymbol.GreaterOrEqual && this.Spread >= this.TriggerPrice ||
this.Symbol == RelativeSymbol.LessOrEqual && this.Spread <= this.TriggerPrice)
{
this.IsWork = false;
this.DoArbiOrder();
}
}
public Quotation AddQuotation(Quotation qoutation)
{
qoutation.Id = ObjectId.GenerateNewId().ToString(); // TODO: Add calculation
qoutation.GetPrice();
qoutation.LastModified = DateTime.UtcNow;
_quotations.Insert(qoutation);
return(qoutation);
}
public void Get_Correct_QuatationPrice()
{
// arrange
_quotation.LivingArea = 100;
_quotation.DistanceInKm = 10;
_quotation.ExtraStorageArea = 0;
var expected = 3300;
// act
var actual = _quotation.GetPrice();
// assert
Assert.AreEqual(expected, actual);
}