protected void OnUpdateStrategySuccessAction(PBStrategy strategy)
{
var strategyVM = StrategyVMCollection.FindContract(strategy.Exchange, strategy.Contract);
if (strategyVM != null)
{
strategyVM.Hedging = strategy.Hedging;
strategyVM.Depth = strategy.Depth;
strategyVM.BidEnabled = strategy.BidEnabled;
strategyVM.AskEnabled = strategy.AskEnabled;
strategyVM.BidQV = strategy.BidQV;
strategyVM.AskQV = strategy.AskQV;
strategyVM.MaxAutoTrade = strategy.MaxAutoTrade;
strategyVM.BidNotCross = strategy.BidNotCross;
strategyVM.BidCounter = strategy.BidCounter;
strategyVM.AskCounter = strategy.AskCounter;
strategyVM.OrderCounter = strategy.LimitOrderCounter;
strategyVM.CloseMode = strategy.CloseMode;
strategyVM.TickSize = strategy.TickSizeMult;
if (strategyVM.AskCounter >= strategyVM.MaxAutoTrade)
{
strategyVM.CounterAskDirection = 1;
}
else
{
strategyVM.CounterAskDirection = -1;
}
if (strategyVM.BidCounter >= strategyVM.MaxAutoTrade)
{
strategyVM.CounterBidDirection = 1;
}
else
{
strategyVM.CounterBidDirection = -1;
}
if (strategyVM.OrderCounter >= StrategyVM.MaxLimitOrder && strategyVM.TIF == OrderTIFType.GFD && strategy.VolCond == (int)OrderVolType.ANYVOLUME)
{
strategyVM.OrderCounterDirection = 1;
}
else
{
strategyVM.OrderCounterDirection = -1;
}
OnStrategyUpdated?.Invoke(strategyVM);
}
}
public IList <CallPutTDOptionVM> MakeCallPutTDOptionData(IList <double> strikeList, IList <ContractKeyVM> callList, IList <ContractKeyVM> putList, IList <MarketDataVM> marketDataList = null)
{
var retList = new List <CallPutTDOptionVM>();
for (int i = 0; i < callList.Count; i++)
{
var callOption = new TradingDeskOptionVM {
Exchange = callList[i].Exchange, Contract = callList[i].Contract
};
var putOption = new TradingDeskOptionVM {
Exchange = putList[i].Exchange, Contract = putList[i].Contract
};
if (marketDataList != null)
{
callOption.MarketDataVM = marketDataList.FirstOrDefault(c => c.Contract == callList[i].Contract);
putOption.MarketDataVM = marketDataList.FirstOrDefault(c => c.Contract == putList[i].Contract);
}
callOption.InitProperties();
putOption.InitProperties();
var callStrategyVM = StrategyVMCollection.FirstOrDefault(s => s.EqualContract(callList[i]));
if (callStrategyVM != null)
{
callStrategyVM.Depth = 1;
}
var putStrategyVM = StrategyVMCollection.FirstOrDefault(s => s.EqualContract(putList[i]));
if (putStrategyVM != null)
{
putStrategyVM.Depth = 1;
}
retList.Add(new CallPutTDOptionVM()
{
StrikePrice = strikeList[i],
CallOptionVM = callOption,
PutOptionVM = putOption,
CallStrategyVM = callStrategyVM,
PutStrategyVM = putStrategyVM
});
}
return(retList);
}
protected void OnQueryStrategySuccessAction(PBStrategyList PB)
{
foreach (var strategy in PB.Strategy)
{
var strategyVM = StrategyVMCollection.FindContract(strategy.Exchange, strategy.Contract);
if (strategyVM == null)
{
strategyVM = new StrategyVM(this);
StrategyVMCollection.Add(strategyVM);
}
strategyVM.Exchange = strategy.Exchange;
strategyVM.Contract = strategy.Contract;
strategyVM.Hedging = strategy.Hedging;
strategyVM.Underlying = strategy.Underlying;
strategyVM.StrategySym = strategy.Symbol;
strategyVM.Depth = strategy.Depth;
strategyVM.AskEnabled = strategy.AskEnabled;
strategyVM.BidEnabled = strategy.BidEnabled;
strategyVM.BidQV = strategy.BidQV;
strategyVM.AskQV = strategy.AskQV;
strategyVM.IVModel = strategy.IvModel;
strategyVM.VolModel = strategy.VolModel;
strategyVM.PricingModel = strategy.PricingModel;
strategyVM.BaseContract = strategy.BaseContract;
strategyVM.Portfolio = strategy.Portfolio;
strategyVM.MaxAutoTrade = strategy.MaxAutoTrade;
strategyVM.BidNotCross = strategy.BidNotCross;
strategyVM.AskCounter = strategy.AskCounter;
strategyVM.BidCounter = strategy.BidCounter;
strategyVM.CloseMode = strategy.CloseMode;
strategyVM.TickSize = strategy.TickSizeMult;
strategyVM.OrderCounter = strategy.LimitOrderCounter;
strategyVM.PricingContractParams.Clear();
foreach (var wtContract in strategy.PricingContracts)
{
strategyVM.PricingContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
strategyVM.IVMContractParams.Clear();
foreach (var wtContract in strategy.IvmContracts)
{
strategyVM.IVMContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
strategyVM.VMContractParams.Clear();
foreach (var wtContract in strategy.VolContracts)
{
strategyVM.VMContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
}
}
