protected Option(IUnderlying underlying, DateTime expirationDate, OptionType callOrPut, decimal strike, decimal premium) { Underlying = underlying; ExpirationDate = expirationDate; CallOrPut = callOrPut; Strike = strike; Premium = premium; }
/// <summary> /// Parses the json message sent and converts it into a UnderlyierImpl object using a json serializer. /// </summary> /// <param name="json"> the json message to be parsed.</param> /// <exception cref="ArgumentException"> thrown if the json message is null or empty.</exception> private void ProcessNewUnderlyierUpdate(string json) { if (String.IsNullOrEmpty(json)) { throw new ArgumentException("json"); } try { IUnderlying newUnderlying = JsonConvert.DeserializeObject <UnderlyingImpl>(json); underlyingManager.AddUnderlying(newUnderlying.RIC, newUnderlying.Description, newUnderlying.IsValid); } catch (Exception exc) { log.Error(String.Format("Failed to deserialize json [{0}] into new underlyier update. Exception raised [{1}]", json, exc.Message)); } }
public async Task <IActionResult> Underlying([FromServices] IUnderlying underlying, [FromBody] PostData data) { try { var runDate = data.ForDate ?? DateTime.Today.Date; Logger.LogInformation(default(EventId), message: $"Retrieving Underlying Instrument data for {runDate}; currencies: {data.Currencies}."); var result = await underlying .GetUnderlyingRecords(runDate, data.Currencies) .ConfigureAwait(false); Logger.LogInformation(default(EventId), message: $"Exit Underlying: retrieved {result.Count} records."); return(new OkObjectResult(result)); } catch (Exception ex) { Logger.LogError(default(EventId), message: "Unexpected Exception:", exception: ex); return(this.StatusCode(500, $"Unexpected Exception: {ex}")); } }
public RefreshBindingSourceEventArgs(IUnderlying underlying, bool groupByPrice) : this(underlying, null) { this.groupByPrice = groupByPrice; }
public RefreshBindingSourceEventArgs(IUnderlying underlying, IOption option) : base() { this.underlying = underlying; this.option = option; }