public static IBSocket SendCombo(this IBSocket socket, WeightedIndexSecurity security, IBOrderCondition condition = null)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
var innerSecurities = security.InnerSecurities.ToArray();
socket.Send(innerSecurities.Length);
foreach (var innerSecurity in innerSecurities)
{
var weight = security.Weights[innerSecurity];
socket
.SendContractId(innerSecurity.ToSecurityId())
.Send((int)weight.Abs())
.SendSide(weight >= 0 ? Sides.Buy : Sides.Sell)
.SendBoardCode(innerSecurity.Board.Code);
if (condition == null)
{
continue;
}
var shortSale = condition.Combo.ShortSales[innerSecurity.ToSecurityId()];
socket
.Send(shortSale.IsOpenOrClose)
.SendShortSale(shortSale, true);
}
return(socket);
}
