//
public override void SetupComplete()
{
base.SetupComplete();
if (m_CurveTrader != null)
{
for (int leg = 0; leg < m_CurveTrader.m_CurveLegs.Count; ++leg)
{ // add a scratcher for each instrument
CurveLeg curveLeg = m_CurveTrader.m_CurveLegs[leg];
m_Scratchers.Add(curveLeg.m_Scratcher);
curveLeg.m_Scratcher.m_ScratchManager = this; // give pointer to ourself
}
m_CurveTrader.m_ExecutionListener.InstrumentFound += new EventHandler(ExecutionListener_InstrumentsFound);
}
m_OrderEventArg = new OrderEventArgs(); // create our event arg for recycling
}
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
// ***********************************************************
// **** IsThresholdsValid ****
// ***********************************************************
/// <summary>
/// Caller would like to validate Threshold values for a curve leg along with its
/// corresponding scratcher
/// </summary>
/// <param name="curveLeg"></param>
/// <returns></returns>
public bool IsLegThresholdsValid(CurveLeg curveLeg)
{
// TODO: Add other risk checks, does it matter if this is a "quote leg"
if (curveLeg.JoinThreshold < curveLeg.PullThreshold)
{ // our join threshold must be greater than equal!
m_Log.NewEntry(LogLevel.Error, "RiskManager.IsThresholdsValid: JoinThreshold={0} must be greater than or equal to PullThreshold={1}",
curveLeg.JoinThreshold, curveLeg.PullThreshold);
return(false);
}
if (curveLeg.m_Scratcher.ActiveScratch)
{ // our scratcher is in active mode
if (curveLeg.PullThreshold < curveLeg.m_Scratcher.ScratchThreshold)
{ // we aren't pulling before we are scratching!
m_Log.NewEntry(LogLevel.Error, "RiskManager.IsThresholdsValid: PullThreshold={0} must be greater than ScratchThreshold={1}",
curveLeg.PullThreshold, curveLeg.m_Scratcher.ScratchThreshold);
return(false);
}
}
return(true);
}
