/// <summary>
/// Add an option contract. This method would not normally be
/// invoked by a user application. Rather,
/// MamdaOptionChainListener would be most likely to call this
/// method.
/// </summary>
/// <param name="contractSymbol">The option instrument symbol.</param>
/// <param name="contract">The Mamda option contract representation.</param>
public void addContract(
string contractSymbol,
MamdaOptionContract contract)
{
DateTime expireDate = contract.getExpireDate();
double strikePrice = contract.getStrikePrice();
string exchange = contract.getExchange();
MamdaOptionContract.PutOrCall putCall = contract.getPutCall();
mOptions.put(contractSymbol, contract);
if (putCall == MamdaOptionContract.PutOrCall.Call)
{
mCallOptions.add(contract);
}
else
{
mPutOptions.add(contract);
}
// Add the contract to the expiration-by-strike set.
MamdaOptionExpirationStrikes expireStrikes = (MamdaOptionExpirationStrikes)mExpirationSet.valueOf(expireDate);
if (expireStrikes == null)
{
expireStrikes = new MamdaOptionExpirationStrikes();
mExpirationSet.put(expireDate, expireStrikes);
}
MamdaOptionStrikeSet strikeSet = (MamdaOptionStrikeSet)expireStrikes.valueOf(strikePrice);
if (strikeSet == null)
{
strikeSet = new MamdaOptionStrikeSet(expireDate, strikePrice);
expireStrikes.put(strikePrice, strikeSet);
}
MamdaOptionContractSet contractSet = (putCall == MamdaOptionContract.PutOrCall.Call) ?
strikeSet.getCallSet() : strikeSet.getPutSet();
if (MamdaOptionExchangeUtils.isBbo(exchange))
{
contractSet.setBboContract(contract);
}
else if (MamdaOptionExchangeUtils.isWombatBbo(exchange))
{
contractSet.setWombatBboContract(contract);
}
else
{
contractSet.setExchangeContract(exchange, contract);
mExchanges.add(exchange);
}
mStrikePrices.add(strikePrice);
}
/// <summary>
/// Add an option contract. This method would not normally be
/// invoked by a user application. Rather,
/// MamdaOptionChainListener would be most likely to call this
/// method.
/// </summary>
/// <param name="contractSymbol">The option instrument symbol.</param>
/// <param name="contract">The Mamda option contract representation.</param>
public void addContract(
string contractSymbol,
MamdaOptionContract contract)
{
DateTime expireDate = contract.getExpireDate();
double strikePrice = contract.getStrikePrice();
string exchange = contract.getExchange();
MamdaOptionContract.PutOrCall putCall = contract.getPutCall();
mOptions.put(contractSymbol, contract);
if (putCall == MamdaOptionContract.PutOrCall.Call)
{
mCallOptions.add(contract);
}
else
{
mPutOptions.add(contract);
}
// Add the contract to the expiration-by-strike set.
MamdaOptionExpirationStrikes expireStrikes = (MamdaOptionExpirationStrikes)mExpirationSet.valueOf(expireDate);
if (expireStrikes == null)
{
expireStrikes = new MamdaOptionExpirationStrikes();
mExpirationSet.put(expireDate, expireStrikes);
}
MamdaOptionStrikeSet strikeSet = (MamdaOptionStrikeSet)expireStrikes.valueOf(strikePrice);
if (strikeSet == null)
{
strikeSet = new MamdaOptionStrikeSet(expireDate, strikePrice);
expireStrikes.put(strikePrice, strikeSet);
}
MamdaOptionContractSet contractSet = (putCall == MamdaOptionContract.PutOrCall.Call) ?
strikeSet.getCallSet() : strikeSet.getPutSet();
if (MamdaOptionExchangeUtils.isBbo(exchange))
{
contractSet.setBboContract(contract);
}
else if (MamdaOptionExchangeUtils.isWombatBbo(exchange))
{
contractSet.setWombatBboContract(contract);
}
else
{
contractSet.setExchangeContract(exchange, contract);
mExchanges.add(exchange);
}
mStrikePrices.add(strikePrice);
}
public MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes copy)
: base(copy)
{
// Shallow copy.
}
public MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes copy) : base(copy)
{
// Shallow copy.
}