/// <summary>
/// Validate order price and quantity for a symbol.
/// Price is ignored unless order is <see cref="LimitOrder"/>.
/// </summary>
/// <param name="symbol"></param>
/// <param name="order"></param>
public static void ValidatePriceQuantity(this Symbol symbol, ClientOrder order)
{
Throw.IfNull(symbol, nameof(symbol));
Throw.IfNull(order, nameof(order));
symbol.BaseAsset.ValidateAmount(order.Quantity, nameof(order.Quantity));
symbol.Quantity.Validate(order.Quantity, nameof(order.Quantity));
if (!(order is LimitOrder limitOrder))
{
return;
}
symbol.QuoteAsset.ValidateAmount(limitOrder.Price, nameof(limitOrder.Price));
symbol.Price.Validate(limitOrder.Price, nameof(limitOrder.Price));
var notionalValue = limitOrder.Price * order.Quantity;
if (notionalValue < symbol.NotionalMinimumValue)
{
throw new ArgumentOutOfRangeException(nameof(notionalValue), $"The price * quantity ({notionalValue}) must be greater than or equal to minimum notional value ({symbol.NotionalMinimumValue}).");
}
}
/// <summary>
/// Determine if a symbol supports a client order type.
/// </summary>
/// <param name="symbol"></param>
/// <param name="order"></param>
/// <returns></returns>
public static bool IsOrderTypeSupported(this Symbol symbol, ClientOrder order)
{
Throw.IfNull(order, nameof(order));
return(IsSupported(symbol, order.Type));
}
/// <summary>
/// Determine if the client order has NOT been placed.
///
/// NOTE: After successful order placement the 'Time' will be set,
/// however if order placement fails or the state is UNKNOWN then
/// the time remains the default value.
/// </summary>
/// <param name="clientOrder"></param>
/// <returns></returns>
public static bool IsNotPlaced(this ClientOrder clientOrder)
{
Throw.IfNull(clientOrder, nameof(clientOrder));
return(clientOrder.Time == default);
}