internal static decimal CalculateNecessary(Order order, Quotation quotation, DateTime?tradeDay)
{
MarginFormula marginFormula = order.Owner.SettingInstrument().MarginFormula;
Price price = order.ExecutePrice;
if (marginFormula.MarketPriceInvolved())
{
price = order.IsBuy ? quotation.BuyPrice : quotation.SellPrice;
}
return(NecessaryCalculator.CalculateNecessary(order, price, order.LotBalance, tradeDay));
}
internal static decimal CalculateNecessary(Order order, Price price, decimal lot, DateTime?tradeDay)
{
MarginFormula marginFormula = order.Owner.SettingInstrument().MarginFormula;
CurrencyRate currencyRate = order.Owner.CurrencyRate(null);
decimal contractSize = order.Owner.ContractSize(tradeDay);
if (price == null)
{
price = order.ExecutePrice;
if (marginFormula.MarketPriceInvolved())
{
price = order.GetLivePriceForCalculateNecessary();
}
}
return(CalculateNecessary(order, marginFormula, lot, contractSize, price, currencyRate));
}