private void UpdateStrategyAdjustment(ContractKeyVM contract, StrategyVM.Model model, double adjust)
{
var strategy = _otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Equals(contract));
if (strategy != null)
{
PricingContractParamVM pricingContract = null;
switch (model)
{
case StrategyVM.Model.PM:
pricingContract = strategy.PricingContractParams.FirstOrDefault();
break;
case StrategyVM.Model.IVM:
pricingContract = strategy.IVMContractParams.FirstOrDefault();
break;
case StrategyVM.Model.VM:
pricingContract = strategy.VMContractParams.FirstOrDefault();
break;
}
if (pricingContract != null)
{
pricingContract.Adjust = adjust;
_otcOptionHandler.UpdateStrategyPricingContracts(strategy, model);
}
}
}
public void UpdateStrategyModel(StrategyVM sVM, StrategyVM.Model model)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
strategy.BaseContract = sVM.BaseContract;
if (model == StrategyVM.Model.PM)
{
strategy.PricingModel = sVM.PricingModel;
}
if (model == StrategyVM.Model.IVM)
{
strategy.IvModel = sVM.IVModel;
}
if (model == StrategyVM.Model.VM)
{
strategy.VolModel = sVM.VolModel;
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_PRICING_CONTRACT, strategy);
}
public void UpdateStrategyPricingContracts(StrategyVM sVM, StrategyVM.Model model)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
if (model == StrategyVM.Model.PM)
{
foreach (var pc in sVM.PricingContractParams)
{
strategy.PricingContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
if (model == StrategyVM.Model.IVM)
{
foreach (var pc in sVM.IVMContractParams)
{
strategy.IvmContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
if (model == StrategyVM.Model.VM)
{
foreach (var pc in sVM.VMContractParams)
{
strategy.VolContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_PRICING_CONTRACT, strategy);
}
