/* Ascending expiration month, strike price, and exchange. */
public int compare(object o1, object o2)
{
MamdaOptionContract contract1 = (MamdaOptionContract)o1;
MamdaOptionContract contract2 = (MamdaOptionContract)o2;
// Expiration month
DateTime expiration1 = contract1.getExpireDate();
DateTime expiration2 = contract2.getExpireDate();
int comp = expiration1.CompareTo(expiration2);
if (comp == 0)
{
// Strike price
double strike1 = contract1.getStrikePrice();
double strike2 = contract2.getStrikePrice();
comp = strike1.CompareTo(strike2);
}
if (comp == 0)
{
// Exchange
string exchange1 = contract1.getExchange();
string exchange2 = contract2.getExchange();
comp = exchange1.CompareTo(exchange2);
}
return(comp);
}
private void dump(MamdaOptionContract contract)
{
Console.Write("{0} {1} {2} {3}",
contract.getSymbol(),
contract.getExchange(),
contract.getExpireDate(),
contract.getStrikePrice());
}
/// <summary>
/// Return whether an option contract falls within this view's
/// parameters.
/// </summary>
/// <param name="contract"></param>
/// <returns></returns>
public bool isVisible(MamdaOptionContract contract)
{
double strikePrice = contract.getStrikePrice();
DateTime expireDate = contract.getExpireDate();
return((mLowExpireDate <= expireDate) &&
(mHighExpireDate >= expireDate) &&
(mLowStrike <= strikePrice) &&
(strikePrice <= mHighStrike));
}
/// <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>
/// Return whether an option contract falls within this view's
/// parameters.
/// </summary>
/// <param name="contract"></param>
/// <returns></returns>
public bool isVisible(MamdaOptionContract contract)
{
double strikePrice = contract.getStrikePrice();
DateTime expireDate = contract.getExpireDate();
return ((mLowExpireDate <= expireDate) &&
(mHighExpireDate >= expireDate) &&
(mLowStrike <= strikePrice) &&
(strikePrice <= mHighStrike));
}
private void dump(MamdaOptionContract contract)
{
Console.Write("{0} {1} {2} {3}",
contract.getSymbol(),
contract.getExchange(),
contract.getExpireDate(),
contract.getStrikePrice());
}
/// <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);
}
