protected Option(IUnderlying underlying, DateTime expirationDate, OptionType callOrPut, decimal strike,
decimal premium)
{
Underlying = underlying;
ExpirationDate = expirationDate;
CallOrPut = callOrPut;
Strike = strike;
Premium = premium;
}
protected Option(IUnderlying underlying, DateTime expirationDate, OptionType callOrPut, decimal strike,
decimal premium)
{
Underlying = underlying;
ExpirationDate = expirationDate;
CallOrPut = callOrPut;
Strike = strike;
Premium = premium;
}
/// <summary>
/// Parses the json message sent and converts it into a UnderlyierImpl object using a json serializer.
/// </summary>
/// <param name="json"> the json message to be parsed.</param>
/// <exception cref="ArgumentException"> thrown if the json message is null or empty.</exception>
private void ProcessNewUnderlyierUpdate(string json)
{
if (String.IsNullOrEmpty(json))
{
throw new ArgumentException("json");
}
try
{
IUnderlying newUnderlying = JsonConvert.DeserializeObject <UnderlyingImpl>(json);
underlyingManager.AddUnderlying(newUnderlying.RIC, newUnderlying.Description, newUnderlying.IsValid);
}
catch (Exception exc)
{
log.Error(String.Format("Failed to deserialize json [{0}] into new underlyier update. Exception raised [{1}]", json, exc.Message));
}
}
public async Task <IActionResult> Underlying([FromServices] IUnderlying underlying, [FromBody] PostData data)
{
try
{
var runDate = data.ForDate ?? DateTime.Today.Date;
Logger.LogInformation(default(EventId), message: $"Retrieving Underlying Instrument data for {runDate}; currencies: {data.Currencies}.");
var result = await underlying
.GetUnderlyingRecords(runDate, data.Currencies)
.ConfigureAwait(false);
Logger.LogInformation(default(EventId), message: $"Exit Underlying: retrieved {result.Count} records.");
return(new OkObjectResult(result));
}
catch (Exception ex)
{
Logger.LogError(default(EventId), message: "Unexpected Exception:", exception: ex);
return(this.StatusCode(500, $"Unexpected Exception: {ex}"));
}
}
public RefreshBindingSourceEventArgs(IUnderlying underlying, bool groupByPrice)
: this(underlying, null)
{
this.groupByPrice = groupByPrice;
}
public RefreshBindingSourceEventArgs(IUnderlying underlying, IOption option)
: base()
{
this.underlying = underlying;
this.option = option;
}
