public EntityResponse <OptionQuotation> GetOptionQuotation(string optionNo)
{
EntityResponse <OptionQuoteInfo> r = GetOptionQuote(optionNo);
if (!r.IsSuccess)
{
return(EntityResponse <OptionQuotation> .Error(r));
}
OptionQuotation optionQuotation = ConvertToOptionQuotation(r);
return(optionQuotation);
}
private OptionViewModel AutoMapperConverterOptionQuotation(OptionQuotation optionQuotation)
{
OptionViewModel ovm = new OptionViewModel();
ovm.Ask = optionQuotation.Ask;
ovm.Ask2 = optionQuotation.Ask2;
ovm.Ask3 = optionQuotation.Ask3;
ovm.Ask4 = optionQuotation.Ask4;
ovm.Ask5 = optionQuotation.Ask5;
ovm.AskVolume = optionQuotation.AskVolume;
ovm.AskVolume2 = optionQuotation.AskVolume2;
ovm.AskVolume3 = optionQuotation.AskVolume3;
ovm.AskVolume4 = optionQuotation.AskVolume4;
ovm.AskVolume5 = optionQuotation.AskVolume5;
ovm.AuctionReferencePrice = optionQuotation.AuctionReferencePrice;
ovm.AuctionReferenceQuantity = optionQuotation.AuctionReferenceQuantity;
ovm.Bid = optionQuotation.Bid;
ovm.Bid2 = optionQuotation.Bid2;
ovm.Bid3 = optionQuotation.Bid3;
ovm.Bid4 = optionQuotation.Bid4;
ovm.Bid5 = optionQuotation.Bid5;
ovm.BidVolume = optionQuotation.BidVolume;
ovm.BidVolume2 = optionQuotation.BidVolume2;
ovm.BidVolume3 = optionQuotation.BidVolume3;
ovm.BidVolume4 = optionQuotation.BidVolume4;
ovm.BidVolume5 = optionQuotation.BidVolume5;
ovm.Change = optionQuotation.Change;
ovm.ChangePercentage = optionQuotation.ChangePercentage;
ovm.Greeks = optionQuotation.Greeks;
ovm.HighestPrice = optionQuotation.HighestPrice;
ovm.LatestTradedPrice = optionQuotation.LatestTradedPrice;
ovm.LowestPrice = optionQuotation.LowestPrice;
ovm.OpeningPrice = optionQuotation.OpeningPrice;
ovm.OptionCode = optionQuotation.OptionCode;
ovm.OptionName = optionQuotation.OptionName;
ovm.OptionNumber = optionQuotation.OptionNumber;
ovm.PreviousSettlementPrice = optionQuotation.PreviousSettlementPrice;
ovm.SecurityCode = optionQuotation.SecurityCode;
ovm.TradeDate = optionQuotation.TradeDate;
ovm.Turnover = optionQuotation.Turnover;
ovm.UncoveredPositionQuantity = optionQuotation.UncoveredPositionQuantity;
ovm.Volume = optionQuotation.Volume;
//lstOvm.Add(ovm);
//}
return(ovm);
}
private static OptionQuotation ConvertToOptionQuotation(OptionQuoteInfo info)
{
OptionQuotation result = new OptionQuotation(info.OptionNumber)
{
PreviousSettlementPrice = (double)info.PreviousSettlementPrice,
UncoveredPositionQuantity = info.UncoveredPositionQuantity,
Turnover = (double)info.Turnover,
OpeningPrice = (double)info.OpeningPrice,
AuctionReferencePrice = (double)info.AuctionReferencePrice,
AuctionReferenceQuantity = info.AuctionReferenceQuantity,
HighestPrice = (double)info.HighestPrice,
LowestPrice = (double)info.LowestPrice,
LatestTradedPrice = (double)info.LatestTradedPrice,
Volume = info.TradeQuantity,
Ask = (double)info.SellPrice1,
AskVolume = info.SellQuantity1,
Bid = (double)info.BuyPrice1,
BidVolume = info.BuyQuantity1,
Ask2 = (double)info.SellPrice2,
AskVolume2 = info.SellQuantity2,
Bid2 = (double)info.BuyPrice2,
BidVolume2 = info.BuyQuantity2,
Ask3 = (double)info.SellPrice3,
AskVolume3 = info.SellQuantity3,
Bid3 = (double)info.BuyPrice3,
BidVolume3 = info.BuyQuantity3,
Ask4 = (double)info.SellPrice4,
AskVolume4 = info.SellQuantity4,
Bid4 = (double)info.BuyPrice4,
BidVolume4 = info.BuyQuantity4,
Ask5 = (double)info.SellPrice5,
AskVolume5 = info.SellQuantity5,
Bid5 = (double)info.BuyPrice5,
BidVolume5 = info.BuyQuantity5,
TradeDate = info.TradeDate,
};
return(result);
}
public Option GetOptionTradingInformation(string optionNo)
{
// Get OptionBasicInfo
EntityResponse <List <OptionBasicInformation> > r = _marketDataProvider.GetOptionBasicInformation(null, optionNo);
if (!r.IsSuccess)
{
return(null);
}
OptionBasicInformation optionBasicInformation = r.Entity.Single();
// Get OptionQuotation
List <string> optionNums = new List <string>();
optionNums.Add(optionNo);
EntityResponse <List <OptionQuotation> > optionQuotesResponse = GetOptionQuotesByOptionNumbers(optionNums);
OptionQuotation optionQuotation = optionQuotesResponse.Entity.Single();
// Combine the Quotation with BasicInfo
Option option = new Option(null, optionBasicInformation.OptionNumber, optionBasicInformation.OptionCode)
{
Name = optionBasicInformation.OptionName,
OptionName = optionBasicInformation.OptionName,
OpenInterest = optionBasicInformation.UncoveredPositionQuantity,
SecurityCode = optionBasicInformation.OptionUnderlyingCode,
PreviousClose = (double)optionBasicInformation.PreviousClosingPrice,
// Additional Information from OptionBasicInformation
TypeOfOption = optionBasicInformation.OptionType,
LimitDownPrice = optionBasicInformation.LimitDownPrice,
LimitUpPrice = optionBasicInformation.LimitUpPrice,
OptionUnit = optionBasicInformation.OptionUnit,
OptionUnderlyingCode = optionBasicInformation.OptionUnderlyingCode,
OptionUnderlyingName = optionBasicInformation.OptionUnderlyingName,
};
Mapper.Map(optionQuotation, option);
return(option);
}
