private bool BarrierIsBreached(CommodityBarrierOption option, FuturesQuote quote)
 {
     if (option.Barrier.Direction == BarrierDirection.Down)
     {
         return(option.Barrier.Level > quote.Low);
     }
     return(option.Barrier.Level < quote.High);
 }
 public BarrierBreachNotice(CommodityBarrierOption option, QuoteWithContract quote)
 {
     Option = option;
     Quote  = quote;
 }
Exemple #3
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 private void NotifyTheHumans(CommodityBarrierOption option, FuturesQuote quote)
 {
 }
Exemple #4
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 private bool NoticeNotAlreadySent(CommodityBarrierOption option)
 {
     return(_NotifiedTrades.TryAdd(option, option));
 }