/// <summary>Check the orders are in the correct order</summary>
public bool AssertOrdersValid()
{
MarketDepth.AssertOrdersValid();
// Check the spread
if (Spread < 0m._(RateUnits))
{
throw new Exception("Spread is negative");
}
return(true);
}
/// <summary>Update this pair using the contents of 'rhs'</summary>
public void Update(TradePair rhs)
{
// Sanity check
if (Base != rhs.Base || Quote != rhs.Quote || Exchange != rhs.Exchange)
{
throw new Exception("Update for the wrong trading pair");
}
// Update the update-able parts
TradePairId = rhs.TradePairId;
AmountRangeBase = rhs.AmountRangeBase;
AmountRangeQuote = rhs.AmountRangeQuote;
PriceRangeQ2B = rhs.PriceRangeQ2B;
MarketDepth.UpdateOrderBooks(rhs.MarketDepth);
}
// Notes:
// - Links two coins together by their Ask/Bid prices
// - Currency pair: Base/Quote e.g. BTC/USDT = $2500
// "1 unit of base currency (BTC) == 2500 units of quote currency (USDT)"
// Note, this means the units of the BTC/USDT rate are USDT-per-BTC, counter intuitively :-/
// since X(BTC) * price(USDT/BTC) = Y(USDT)
public TradePair(Coin base_, Coin quote, Exchange exchange,
int?trade_pair_id = null,
RangeF <Unit <decimal> >?amount_range_base = null,
RangeF <Unit <decimal> >?amount_range_quote = null,
RangeF <Unit <decimal> >?price_range = null)
{
Base = base_;
Quote = quote;
Exchange = exchange;
SpotPrice = new SpotPrices(base_, quote);
RateUnits = Base.Symbol != Quote.Symbol ? $"{Quote}/{Base}" : string.Empty;
RateUnitsInv = Base.Symbol != Quote.Symbol ? $"{Base}/{Quote}" : string.Empty;
TradePairId = trade_pair_id;
AmountRangeBase = amount_range_base ?? new RangeF <Unit <decimal> >(0m._(Base), decimal.MaxValue._(Base));
AmountRangeQuote = amount_range_quote ?? new RangeF <Unit <decimal> >(0m._(Quote), decimal.MaxValue._(Quote));
PriceRangeQ2B = price_range ?? new RangeF <Unit <decimal> >(0m._(RateUnits), decimal.MaxValue._(RateUnits));
MarketDepth = new MarketDepth(base_, quote);
}
/// <summary>The total value of orders with a better price than 'price'</summary>
public Unit <decimal> OrderBookDepth(ETradeType tt, Unit <decimal> price_q2b, out bool beyond_order_book)
{
return(MarketDepth.OrderBookDepth(tt, price_q2b, out beyond_order_book));
}
public MarketDepth(MarketDepth rhs)
{
RateUnits = rhs.RateUnits;
Q2B = new OrderBook(rhs.Q2B);
B2Q = new OrderBook(rhs.B2Q);
}
public void UpdateOrderBooks(MarketDepth rhs)
{
UpdateOrderBooks(rhs.B2Q.Offers, rhs.Q2B.Offers);
}
