Ejemplo n.º 1
0
        ElwOptionArbData AdjustExistElwCount(ElwOptionArbData eoad)
        {
            if (_elwOptionReverseLimit.ContainsKey(eoad.Key))
            {
                long exposureElwCount = _elwOptionReverseLimit[eoad.Key] + GetEnteredElwCount(eoad.Key);

                if (eoad.ElwCount > exposureElwCount)
                {
                    long exposureOptionCountOfElw = ElwOptionUtil.ConvertElwCountToOptionCount(eoad.Elw, exposureElwCount);
                    eoad.ResetCount_BasedOnOptionCount(exposureOptionCountOfElw);
                }
            }
            else
            {
                eoad.ResetCount_BasedOnOptionCount(0);
            }

            return eoad;
        }