/// <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);
        }
Exemple #2
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		/// <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);
		}
 public MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes copy)
     : base(copy)
 {
     // Shallow copy.
 }
Exemple #4
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 public MamdaOptionExpirationStrikes(MamdaOptionExpirationStrikes copy) : base(copy)
 {
     // Shallow copy.
 }