public OrderData StartTradingOption(OptionData optionData, bool sell, int quantity)
{
if (OptionData != null)
{
throw new ArgumentException("The OptionNegotiator already has open order!!!");
}
OptionData = optionData ?? throw new Exception("The option data not exist!!!");
OrderAction = sell ? OrderAction.SELL : OrderAction.BUY;
Quantity = quantity;
//InializeTrading:
FirstBidPrice = Math.Round(OptionData.BidPrice, 2);
FirstAskPrice = Math.Round(OptionData.AskPrice, 2);
MinPriceStep = Math.Max(MinPriceStep, (FirstAskPrice - FirstBidPrice) / 10);
TradingCycleCount = (int)Math.Ceiling((FirstAskPrice - FirstBidPrice) / MinPriceStep);
TradingCycleCounter = 1;
StarTime = DateTime.Now;
RoundCurrentLimitPrice(FirstLimitPrice);
//SendWhatIfOrder(CurrentLimitPrice);
CreateOrder(CurrentLimitPrice);
//Start negotiation proccess:
ScheduledTaskId = UnlManager.AddScheduledTaskOnUnl(OrderIntervalTimeSpan, DoTrading, true);
return(OrderData);
}
public OrderData StartTradingOption(OptionData optionData, bool sell, int quantity)
{
if (OptionData != null)
{
throw new ArgumentException("The OptionNegotiator already has open order!!!");
}
OptionData = optionData ?? throw new Exception("The option data not exist!!!");
OrderAction = sell ? OrderAction.SELL : OrderAction.BUY;
Quantity = quantity;
//InializeTrading:
InitializeNegotiationsTradingParameters();
SendWhatIfOrder(CurrentLimitPrice);
CreateOrder(CurrentLimitPrice);
//Start negotiation proccess:
ScheduledTaskId = UnlManager.AddScheduledTaskOnUnl(SuccesiveIntervalTimeSpan, DoTrading, true);
return(OrderData);
}
