示例#1
0
        private static decimal CalculateNecessary(Instrument instrument, bool isBuy, MarginAndQuantityResult marginArgs, MarginAndQuantityResult filledArgs)
        {
            MarginAndQuantityResult necessaryParams = new MarginAndQuantityResult();

            necessaryParams.Add(isBuy, marginArgs, filledArgs);
            var result = instrument.CalculateNecessary(necessaryParams);

            return(result.NetNecessary + result.HedgeNecessary);
        }