public static OrderExecutionOrderBook ToDomain(this OrderExecutionOrderBookContract contract)
{
var orderBook = new OrderExecutionOrderBook
{
OrderId = contract.OrderId,
ExternalOrderId = contract.ExternalOrderId,
OrderBook = new ExternalOrderBook
{
ExchangeName = contract.OrderBook.ExchangeName,
AssetPairId = contract.OrderBook.AssetPairId,
Timestamp = contract.OrderBook.Timestamp,
Asks = contract.OrderBook.Asks.Select(x => new VolumePrice {
Volume = x.Volume, Price = x.Price
}).ToList(),
Bids = contract.OrderBook.Bids.Select(x => new VolumePrice {
Volume = x.Volume, Price = x.Price
}).ToList(),
},
};
orderBook.Spread = SpreadCalculator.CalculateSpread(orderBook, contract.Volume);
return(orderBook);
}
public decimal Spread_Calculation_Success(OrderExecutionOrderBook orderExecutionOrderBook, decimal volume)
{
return(SpreadCalculator.CalculateSpread(orderExecutionOrderBook, volume));
}