public RevenueCurrencyConvertingMarkingCloseCalculator(
Domain.Core.Financial.Money.Currency targetCurrency,
ICurrencyConverterService currencyConverterService,
IMarketTradingHoursService tradingHoursService,
ILogger <RevenueCurrencyConvertingCalculator> logger)
: base(targetCurrency, currencyConverterService, tradingHoursService, logger)
{
}
public IRevenueCalculator RevenueCurrencyConvertingMarketClosureCalculator(Domain.Core.Financial.Money.Currency currency)
{
return(new RevenueCurrencyConvertingMarkingCloseCalculator(
currency,
this._currencyConverterService,
this._tradingHoursService,
this._currencyConvertingLogger));
}
public ExchangeRateProfitBreakdown(
ITradePosition positionCost,
ITradePosition positionRevenue,
decimal positionCostWer,
decimal positionRevenueWer,
Domain.Core.Financial.Money.Currency fixedCurrency,
Domain.Core.Financial.Money.Currency variableCurrency)
{
this.PositionCost = positionCost;
this.PositionRevenue = positionRevenue;
this.PositionCostWer = positionCostWer;
this.PositionRevenueWer = positionRevenueWer;
this.FixedCurrency = fixedCurrency;
this.VariableCurrency = variableCurrency;
}
public async Task <ExchangeRateProfitBreakdown> ExchangeRateMovement(
ITradePosition positionCost,
ITradePosition positionRevenue,
Domain.Core.Financial.Money.Currency variableCurrency,
ISystemProcessOperationRunRuleContext ruleCtx)
{
if (string.IsNullOrEmpty(variableCurrency.Code))
{
this._logger.LogInformation(
"ExchangeRateProfitCalculator ExchangeRateMovement had a null or empty variable currency. Returning null.");
return(null);
}
var orderCurrency = positionCost.Get()
.FirstOrDefault(pos => !string.IsNullOrWhiteSpace(pos.OrderCurrency.Code))?.OrderCurrency;
if (string.Equals(orderCurrency?.Code, variableCurrency.Code, StringComparison.InvariantCultureIgnoreCase))
{
this._logger.LogInformation(
"ExchangeRateProfitCalculator ExchangeRateMovement could not find an order currency. Returning null.");
return(null);
}
if (string.IsNullOrWhiteSpace(orderCurrency.GetValueOrDefault().Code))
{
orderCurrency = positionRevenue.Get()
.FirstOrDefault(pos => !string.IsNullOrWhiteSpace(pos.OrderCurrency.Code))?.OrderCurrency;
}
var costRates =
await this._werExchangeRateService.WeightedExchangeRate(positionCost, variableCurrency, ruleCtx);
var revenueRates = await this._werExchangeRateService.WeightedExchangeRate(
positionRevenue,
variableCurrency,
ruleCtx);
var breakdown = new ExchangeRateProfitBreakdown(
positionCost,
positionRevenue,
costRates,
revenueRates,
orderCurrency.GetValueOrDefault(),
variableCurrency);
return(breakdown);
}
public ICostCalculator CurrencyConvertingCalculator(Domain.Core.Financial.Money.Currency currency)
{
return(new CostCurrencyConvertingCalculator(this._currencyConverterService, currency, this._currencyLogger));
}
