Issue #6 first cut for bid/ask rounding

Author: benoitx

fxcalc/src/main/java/net/objectlab/kit/fxcalc/CrossRateCalculator.java

@@ -31,7 +31,7 @@ private CrossRateCalculator() {
      * @throws IllegalArgumentException if the 2 fx1 and fx2 do not share a common cross currency or either currencies in the targetPair
      */
     public static FxRate calculateCross(final CurrencyPair targetPair, final FxRate fx1, final FxRate fx2, final int precision,
-            final MajorCurrencyRanking ranking) {
+            final int precisionForInverseFxRate, final MajorCurrencyRanking ranking, final int bidRounding, final int askRounding) {
         final Optional<String> crossCcy = fx1.getCurrencyPair().findCommonCcy(fx2.getCurrencyPair());
         final String xCcy = crossCcy.orElseThrow(() -> new IllegalArgumentException("The 2 FXRates do not share a ccy " + fx1.getCurrencyPair() + " "
                 + fx2.getCurrencyPair()));
@@ -55,14 +55,18 @@ public static FxRate calculateCross(final CurrencyPair targetPair, final FxRate
             final FxRate denominatorFx = numeratorFx == fx1 ? fx2 : fx1;
             LOG.debug("CALC {} / {}", numeratorFx, denominatorFx);
 
-            bid = BigDecimalUtil.divide(precision, numeratorFx.getBid(), denominatorFx.getAsk(), BigDecimal.ROUND_HALF_UP);
-            ask = BigDecimalUtil.divide(precision, numeratorFx.getAsk(), denominatorFx.getBid(), BigDecimal.ROUND_HALF_UP);
+            bid = BigDecimalUtil.divide(precision, numeratorFx.getBid(), denominatorFx.getAsk(), bidRounding);
+            ask = BigDecimalUtil.divide(precision, numeratorFx.getAsk(), denominatorFx.getBid(), askRounding);
         } else {
             final boolean inverse = targetPair.getCcy1().equals(fx2Ccy2) || targetPair.getCcy1().equals(fx1Ccy2);
             LOG.debug("CALC {} x {}", fx1, fx2);
             if (inverse) {
-                ask = BigDecimalUtil.setScale(BigDecimalUtil.inverse(BigDecimalUtil.multiply(fx1.getBid(), fx2.getBid())), precision);
-                bid = BigDecimalUtil.setScale(BigDecimalUtil.inverse(BigDecimalUtil.multiply(fx1.getAsk(), fx2.getAsk())), precision);
+                ask = BigDecimalUtil.setScale(
+                        BigDecimalUtil.inverse(BigDecimalUtil.multiply(fx1.getBid(), fx2.getBid()), precisionForInverseFxRate, bidRounding),
+                        precision);
+                bid = BigDecimalUtil.setScale(
+                        BigDecimalUtil.inverse(BigDecimalUtil.multiply(fx1.getAsk(), fx2.getAsk()), precisionForInverseFxRate, askRounding),
+                        precision);
             } else {
                 bid = BigDecimalUtil.setScale(BigDecimalUtil.multiply(fx1.getBid(), fx2.getBid()), precision);
                 ask = BigDecimalUtil.setScale(BigDecimalUtil.multiply(fx1.getAsk(), fx2.getAsk()), precision);

fxcalc/src/main/java/net/objectlab/kit/fxcalc/FxRateCalculatorBuilder.java

@@ -1,5 +1,6 @@
 package net.objectlab.kit.fxcalc;
 
+import java.math.BigDecimal;
 import java.util.ArrayList;
 import java.util.Collection;
 import java.util.Collections;
@@ -64,6 +65,14 @@ public class FxRateCalculatorBuilder {
      * If using the baseFxRateProvider, should the rate be cached in the calculator, defaulted to true.
      */
     private boolean cacheBaseRates = true;
+    /**
+     * The Rounding to use for BID, default HALF_UP
+     */
+    private int bidRounding = BigDecimal.ROUND_HALF_UP;
+    /**
+     * The Rounding to use for ASK, default HALF_UP
+     */
+    private int askRounding = BigDecimal.ROUND_HALF_UP;
 
     public FxRateCalculatorBuilder() {
         orderedCurrenciesForCross.add("USD");
@@ -167,6 +176,22 @@ public FxRateCalculatorBuilder precisionForInverseFxRate(final int precisionForI
         return this;
     }
 
+    /**
+     * Rounding for BID calculations.
+     */
+    public FxRateCalculatorBuilder bidRounding(final int bidRounding) {
+        this.bidRounding = bidRounding;
+        return this;
+    }
+
+    /**
+     * Rounding for BID calculations.
+     */
+    public FxRateCalculatorBuilder askRounding(final int askRounding) {
+        this.askRounding = askRounding;
+        return this;
+    }
+
     /**
      * If the rate required from the calculator is not immediately available, use a cross currency to calculate it; this
      * gives you the opportunity to select which currencies to use in which order. Defaulted to USD and then EUR.
@@ -212,4 +237,13 @@ public FxRateCalculatorBuilder addRateSnapshot(final FxRate rate) {
     public Map<CurrencyPair, FxRate> getRatesSnapshot() {
         return ratesSnapshot;
     }
+
+    public int getBidRounding() {
+        return bidRounding;
+    }
+
+    public int getAskRounding() {
+        return askRounding;
+    }
+
 }

fxcalc/src/main/java/net/objectlab/kit/fxcalc/FxRateCalculatorImpl.java

@@ -21,6 +21,8 @@ public class FxRateCalculatorImpl implements FxRateCalculator {
     private final List<String> orderedCurrenciesForCross;
     private final int precisionForFxRate;
     private final int precisionForInverseFxRate;
+    private final int bidRounding;
+    private final int askRounding;
     private final boolean cacheResults;
     private final boolean cacheBaseRates;
 
@@ -35,6 +37,8 @@ public FxRateCalculatorImpl(final FxRateCalculatorBuilder builder) {
         this.precisionForInverseFxRate = builder.getPrecisionForInverseFxRate();
         this.cacheBaseRates = builder.isCacheBaseRates();
         this.cacheResults = builder.isCacheResults();
+        this.bidRounding = builder.getBidRounding();
+        this.askRounding = builder.getAskRounding();
     }
 
     private FxRate getBaseRate(final CurrencyPair ccyPair) {
@@ -102,7 +106,8 @@ private FxRate findViaCrossCcy(final CurrencyPair ccyPair, final String crossCcy
                 }
             }
             if (xCcy2 != null) {
-                return CrossRateCalculator.calculateCross(ccyPair, xCcy1, xCcy2, precisionForFxRate, majorCurrencyRanking);
+                return CrossRateCalculator.calculateCross(ccyPair, xCcy1, xCcy2, precisionForFxRate, precisionForInverseFxRate, majorCurrencyRanking,
+                        bidRounding, askRounding);
             }
         }
         return null;