internal NativeGreeks(IDxGreeks greeks) : base(greeks.EventSymbol)
{
EventFlags = greeks.EventFlags;
EventFlags = greeks.EventFlags;
Index = greeks.Index;
Time = greeks.Time;
Price = greeks.Price;
Volatility = greeks.Volatility;
Delta = greeks.Delta;
Gamma = greeks.Gamma;
Rho = greeks.Rho;
Theta = greeks.Theta;
Vega = greeks.Vega;
}
internal static void CompareGreeks(IDxGreeks playedGreek, IDxGreeks receivedGreek)
{
Assert.AreEqual(playedGreek.EventSymbol, receivedGreek.EventSymbol);
Assert.AreEqual(playedGreek.EventFlags, receivedGreek.EventFlags);
Assert.AreEqual(playedGreek.Delta, receivedGreek.Delta);
Assert.AreEqual(playedGreek.Gamma, receivedGreek.Gamma);
Assert.AreEqual(playedGreek.Price, receivedGreek.Price);
Assert.AreEqual(playedGreek.Rho, receivedGreek.Rho);
Assert.AreEqual(playedGreek.Theta, receivedGreek.Theta);
Assert.AreEqual(playedGreek.TimeStamp, receivedGreek.TimeStamp);
Assert.AreEqual(playedGreek.Time, receivedGreek.Time);
Assert.AreEqual(playedGreek.Vega, receivedGreek.Vega);
Assert.AreEqual(playedGreek.Volatility, receivedGreek.Volatility);
Assert.AreEqual(playedGreek.Index, receivedGreek.Index);
}
/// <summary>
/// Creates Greeks event from another object.
/// </summary>
/// <param name="greeks">Other Greeks object.</param>
internal PlayedGreeks(IDxGreeks greeks)
{
EventSymbol = greeks.EventSymbol;
EventFlags = greeks.EventFlags;
Delta = greeks.Delta;
Gamma = greeks.Gamma;
Price = greeks.Price;
Rho = greeks.Rho;
Theta = greeks.Theta;
Time = greeks.Time;
Vega = greeks.Vega;
Volatility = greeks.Volatility;
Index = greeks.Index;
Params = new EventParams(EventFlags, ((ulong)TimeStamp << 32), 0);
Data = new DxTestGreeks(EventFlags, Index, Tools.DateToUnixTime(Time), Price, Volatility, Delta, Gamma, Theta, Rho, Vega);
}
