/**
* {inheritDoc}
*/
public function supports(MarketDepthPriceInterface $requestedDepth)
{
// need to match BID -> ASK and ASK -> BID to be satisfied
if ($requestedDepth->getType() === $this->type) {
$errorMessage = "Cannot check if market depth price of type '%s' supports market depth price of type '%s' (only %s orders can satisfy %s orders)";
throw new InvalidArgumentException(sprintf($errorMessage, $requestedDepth->getType(), $this->type, CurrencyExchangeOperationInterface::TYPE_BID, CurrencyExchangeOperationInterface::TYPE_ASK));
}
// must be equal or inverse
if (!$this->equals($requestedDepth) && !$this->isInverse($requestedDepth)) {
$errorMessage = "Cannot check if market depth price is supported: fromCurrency and toCurrency must match.";
throw new InvalidArgumentException($errorMessage);
}
$thisAmountCurrency = $this->depth->getCurrency();
$requestedAmountCurrency = $requestedDepth->getDepth()->getCurrency();
$requestedAmount = $requestedDepth->getDepth();
if (!$thisAmountCurrency->equals($requestedAmountCurrency)) {
$requestedAmount = $requestedDepth->convert($requestedAmount);
}
if (CurrencyExchangeOperationInterface::TYPE_ASK === $this->type) {
// request is BID (to buy), so they must outbid or match our asking price
if ($requestedDepth->getMultiplier() >= $this->multiplier && $requestedAmount->isLessOrEqual($this->depth)) {
return true;
}
return false;
}
// CurrencyExchangeOperationInterface::TYPE_BID === $this->type
// request is ASK (to sell), so their selling price must be less or matching our buy price
if ($requestedDepth->getMultiplier() <= $this->multiplier && $this->depth->isLessOrEqual($requestedAmount)) {
return true;
}
return false;
}
/**
* {inheritDoc}
*/
public function getSupported(MarketDepthPriceInterface $marketDepthPrice)
{
// need to look up opposite (e.g. match BIDS to ASKS and visa versus)
$typeKey = CurrencyExchangeOperationInterface::TYPE_ASK === $marketDepthPrice->getType() ? 'bids' : 'asks';
return array_filter($this->{$typeKey}, function ($marketDepthPriceElement) use($marketDepthPrice) {
/**
* @var $marketDepthPriceElement \Matmar10\Money\CurrencyExchange\Entity\MarketDepthPriceInterface
*/
return $marketDepthPriceElement->supports($marketDepthPrice);
});
}
