/// <summary>
/// Emits contract details with the n'th expiry.
/// The default is 0, the next expiry.
/// </summary>
public static IObservable <IReadOnlyList <ContractDetails> > ContractDetailsExpirySelect(
this IObservable <IReadOnlyList <ContractDetails> > source, int offset = 0)
{
if (offset < 0)
{
throw new ArgumentException("Offset must be >= 0.");
}
return(ThrowIf.ThrowIfEmpty(source).Select(cds => ContractDetailsExpiryFilter(cds, offset)));
}
/// <summary>
/// Completes successfully if the sequence contains exactly one contract details object.
/// Otherwise, OnError is called containing an exception with a message indicating which properties are different.
/// </summary>
public static IObservable <ContractDetails> ContractDetailsSingle(this IObservable <IReadOnlyList <ContractDetails> > source)
{
return(ThrowIf.ThrowIfEmpty(source).Select(cds =>
{
if (cds.Count == 1)
{
return cds.Single();
}
throw new InvalidDataException(ErrorMessage(cds));
}));
}
/// <summary>
/// Selects contract(s) from a list of contracts with varying expiry dates.
/// The reference price, in combination with the offset, is used to select contract(s) depending on strike.
/// An offset of 0 returns contract(s) with a strike which is equal of greater to the reference price.
/// An offset of +1 returns contract(s) with the next greater strike.
/// Negative Values select contract(s) with strikes below the reference price.
/// </summary>
public static IObservable <IReadOnlyList <ContractDetails> > ContractDetailsStrikeSelect(
this IObservable <IReadOnlyList <ContractDetails> > source, int offset, double referencePrice)
=> ThrowIf.ThrowIfEmpty(source).Select(cds => SelectStrike(cds, offset, referencePrice));
/// <summary> /// For each particular contractId, if SMART is one of the exchanges, this filter removes the contracts with other exchanges. /// </summary> public static IObservable <IReadOnlyList <ContractDetails> > ContractDetailsSmartFilter(this IObservable <IReadOnlyList <ContractDetails> > source) => ThrowIf.ThrowIfEmpty(source).Select(ContractDetailsSmartFilter);
