public decimal CalculatePrice(
decimal askPrice,
decimal bidPrice,
int pairAccuracy,
int assetAccuracy,
decimal markupPercent,
int markupPips,
PriceCalculationMethod priceValueType,
IMarkup merchantMarkup)
{
_log.Info($"Rate calculation, askPrice = {askPrice}, bidPrice = {bidPrice}");
decimal originalPrice =
GetOriginalPriceByMethod(bidPrice, askPrice, priceValueType);
decimal spread = GetSpread(originalPrice, merchantMarkup.DeltaSpread);
decimal priceWithSpread = GetPriceWithSpread(originalPrice, spread, priceValueType);
decimal lpFee = GetMerchantFee(priceWithSpread, merchantMarkup.Percent);
decimal lpPips = GetMerchantPips(merchantMarkup.Pips);
decimal fee = GetMarkupFeePerRequest(priceWithSpread, markupPercent);
decimal delta = GetDelta(spread, lpFee, fee, lpPips, markupPips, pairAccuracy);
decimal result = GetPriceWithDelta(originalPrice, delta, priceValueType);
return(GetRoundedPrice(result, pairAccuracy, assetAccuracy, priceValueType));
}
public decimal GetRoundedPrice(decimal originalPrice, int pairAccuracy, int assetAccuracy,
PriceCalculationMethod method)
{
decimal result;
switch (method)
{
case PriceCalculationMethod.ByBid:
result = originalPrice - pairAccuracy.GetMinValue() * (decimal)0.5;
break;
case PriceCalculationMethod.ByAsk:
result = originalPrice + pairAccuracy.GetMinValue() * (decimal)0.49;
break;
default: throw new UnexpectedPriceCalculationMethodException(method);
}
decimal rounded = Math.Round(result, assetAccuracy);
long mult = (long)Math.Pow(10, assetAccuracy);
decimal ceiled = Math.Ceiling(rounded * mult) / mult;
return(ceiled < 0 ? 0 : ceiled);
}
public decimal CalculatePrice(
double askPrice,
double bidPrice,
int pairAccuracy,
int assetAccuracy,
double markupPercent,
int markupPips,
PriceCalculationMethod priceValueType,
IMarkup merchantMarkup)
{
_log.WriteInfoAsync(nameof(CalculationService), nameof(CalculatePrice), new { askPrice, bidPrice }.ToJson(),
"Rate calculation").GetAwaiter().GetResult();
double originalPrice =
GetOriginalPriceByMethod(bidPrice, askPrice, priceValueType);
double spread = GetSpread(originalPrice, merchantMarkup.DeltaSpread);
double priceWithSpread = GetPriceWithSpread(originalPrice, spread, priceValueType);
double lpFee = GetMerchantFee(priceWithSpread, merchantMarkup.Percent);
double lpPips = GetMerchantPips(merchantMarkup.Pips);
double fee = GetMarkupFeePerRequest(priceWithSpread, markupPercent);
decimal delta = GetDelta(spread, lpFee, fee, lpPips, markupPips, pairAccuracy);
decimal result = GetPriceWithDelta(originalPrice, delta, priceValueType);
return(GetRoundedPrice(result, pairAccuracy, assetAccuracy, priceValueType));
}
public decimal GetPriceWithDelta(decimal originalPrice, decimal delta, PriceCalculationMethod method)
{
switch (method)
{
case PriceCalculationMethod.ByBid: return(originalPrice - delta);
case PriceCalculationMethod.ByAsk: return(originalPrice + delta);
default: throw new UnexpectedPriceCalculationMethodException(method);
}
}
public decimal GetPriceWithSpread(decimal originalPrice, decimal spread, PriceCalculationMethod method)
{
switch (method)
{
case PriceCalculationMethod.ByBid: return(originalPrice - spread);
case PriceCalculationMethod.ByAsk: return(originalPrice + spread);
default: throw new UnexpectedPriceCalculationMethodException(method);
}
}
public decimal GetOriginalPriceByMethod(decimal bid, decimal ask, PriceCalculationMethod method)
{
switch (method)
{
case PriceCalculationMethod.ByAsk: return(ask);
case PriceCalculationMethod.ByBid: return(bid);
default: throw new UnexpectedPriceCalculationMethodException(method);
}
}
public UnexpectedPriceCalculationMethodException(PriceCalculationMethod method) : base(
"Unexpected price calculation method")
{
Method = method;
}
