private void UpdateStrategyAdjustment(ContractKeyVM contract, StrategyVM.Model model, double adjust)
{
var strategy = _otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Equals(contract));
if (strategy != null)
{
PricingContractParamVM pricingContract = null;
switch (model)
{
case StrategyVM.Model.PM:
pricingContract = strategy.PricingContractParams.FirstOrDefault();
break;
case StrategyVM.Model.IVM:
pricingContract = strategy.IVMContractParams.FirstOrDefault();
break;
case StrategyVM.Model.VM:
pricingContract = strategy.VMContractParams.FirstOrDefault();
break;
}
if (pricingContract != null)
{
pricingContract.Adjust = adjust;
_otcOptionHandler.UpdateStrategyPricingContracts(strategy, model);
}
}
}
public ContractKeyVM FindTradingDeskData(ContractKeyVM contract)
{
WeakReference <ContractKeyVM> tdVMRef;
ContractKeyVM tdVM = null;
if (TradingDeskDataMap.TryGetValue(contract, out tdVMRef))
{
tdVMRef.TryGetTarget(out tdVM);
}
return(tdVM);
}
protected IList <ContractKeyVM> SubTDSuccessAction(PBInstrumentList instList)
{
var ret = new List <ContractKeyVM>();
foreach (var contract in instList.Instrument)
{
var contractKey = new ContractKeyVM(contract.Exchange, contract.Contract);
var tdVM = FindTradingDeskData(contractKey);
if (tdVM == null)
{
tdVM = contractKey;
TradingDeskDataMap[contractKey] = new WeakReference <ContractKeyVM>(tdVM);
}
ret.Add(tdVM);
}
return(ret);
}
public async Task <ContractKeyVM> SubTradingDeskDataAsync(ContractKeyVM contractKey)
{
var tdDataList = await SubTradingDeskDataAsync(new[] { contractKey });
return(tdDataList?.FirstOrDefault());
}
