private bool BarrierIsBreached(CommodityBarrierOption option, FuturesQuote quote)
{
if (option.Barrier.Direction == BarrierDirection.Down)
{
return(option.Barrier.Level > quote.Low);
}
return(option.Barrier.Level < quote.High);
}
public BarrierBreachNotice(CommodityBarrierOption option, QuoteWithContract quote)
{
Option = option;
Quote = quote;
}
private void NotifyTheHumans(CommodityBarrierOption option, FuturesQuote quote)
{
}
private bool NoticeNotAlreadySent(CommodityBarrierOption option)
{
return(_NotifiedTrades.TryAdd(option, option));
}
