private async Task <Money?> CalculateRealisedRevenue
(IList <Order> activeFulfilledTradeOrders,
Domain.Core.Financial.Money.Currency targetCurrency,
DateTime universeDateTime,
ISystemProcessOperationRunRuleContext ruleCtx)
{
if (!activeFulfilledTradeOrders?.Any() ?? true)
{
return(null);
}
var filledOrders =
activeFulfilledTradeOrders
.Where(afto => afto.OrderDirection == OrderDirections.SELL ||
afto.OrderDirection == OrderDirections.SHORT)
.Select(afto =>
new Money(
afto.OrderFilledVolume.GetValueOrDefault(0) * afto.OrderAverageFillPrice.GetValueOrDefault().Value,
afto.OrderCurrency))
.ToList();
var conversion = await _currencyConverterService.Convert(filledOrders, targetCurrency, universeDateTime, ruleCtx);
return(conversion);
}
public CostCurrencyConvertingCalculator(
ICurrencyConverterService currencyConverterService,
Domain.Core.Financial.Money.Currency targetCurrency,
ILogger <CostCurrencyConvertingCalculator> logger)
{
this._currencyConverterService = currencyConverterService
?? throw new ArgumentNullException(nameof(currencyConverterService));
this._targetCurrency = targetCurrency;
this._logger = logger ?? throw new ArgumentNullException(nameof(logger));
}
public RevenueCurrencyConvertingCalculator(
Domain.Core.Financial.Money.Currency targetCurrency,
ICurrencyConverterService currencyConverterService,
IMarketTradingHoursService tradingHoursService,
ILogger <RevenueCurrencyConvertingCalculator> logger)
{
_targetCurrency = targetCurrency;
_currencyConverterService = currencyConverterService ?? throw new ArgumentNullException(nameof(currencyConverterService));
TradingHoursService = tradingHoursService ?? throw new ArgumentNullException(nameof(tradingHoursService));
Logger = logger ?? throw new ArgumentNullException(nameof(logger));
}
