示例#1
0
        public bool TryGetPrice(QuotationContext context, Order order, out Quotation price)
        {
            var matchesPrice = context.GetQuotationsInSecond(
                order.Game.Symbol.Id,
                order.CloseTime, false);

            price = null;
            if (!matchesPrice.Any())
            {
                return(false);
            }
            switch (order.Direction)
            {
            case Direction.Up:
                price = matchesPrice.Min();
                break;

            case Direction.Down:
                price = matchesPrice.Max();
                break;
            }

            return(true);
        }