//
//
#endregion//Public Methods
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
//
// *****************************************************
// **** TryLocatePricingLegs ****
// *****************************************************
/// <summary>
/// The LegID's inside are set to -1 at construction time to denote that we have not
/// received events yet for those legs.
/// </summary>
/// <param name="marketBook">Most recent marketbook.</param>
/// <returns>true if all legs have been found in mkt book.</returns>
protected bool TryLocatePricingLegs(Book marketBook)
{
int unknownLegs = 0;
for (int leg = 0; leg < m_Legs.Count; ++leg) // This is the old way of doing things,
{ // where we actually searched for instrtument.
if (m_Legs[leg].MarketID == -1)
{
unknownLegs += 1; // now, assume we won't find this instrument.
foreach (Market mkt in marketBook.Instruments.Values)
{
if (mkt.Name == m_Legs[leg].InstrumentName && mkt.DeepestLevelKnown > -1)
{ // Found the instrument we are looking for.
m_Legs[leg].MarketID = mkt.ID;
unknownLegs -= 1; // remove from counter since we found the instrument.
break;
}
}
}
}
if (unknownLegs == 0)
{ // Now that all legs are known, lets perform the first update
// for the implied market.
this.ImpliedMarket = ImplMarket.Create(ParentStrategy.Name);
this.ImpliedMarket.SetMarket(marketBook, m_Legs);
}
// Exit
return(unknownLegs == 0);
}//end InitalizeLegs()
//
public static ImplMarket Create(string name)
{
ImplMarket instr = new ImplMarket();
// Name this implied instrument.
Product prod = new Product(string.Empty, name, ProductTypes.Strategy);
InstrumentName instrumentName = new InstrumentName(prod, name);
instr.Name = instrumentName;
//Exit
return(instr);
}
