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);
}
private static void InitializeFilledAndMarginArgs(this Instrument instrument, bool isBuy, MarginAndQuantityResult unfilledArgs, MarginAndQuantityResult filledArgs, MarginAndQuantityResult marginArgs)
{
var physicalInstrument = instrument as PhysicalInstrument;
BuySellPair margin, quantity, partialMargin, partialQuantity;
margin = new BuySellPair(instrument.TotalBuyMargin, instrument.TotalSellMargin);
quantity = new BuySellPair(instrument.TotalBuyQuantity, instrument.TotalSellQuantity);
if (physicalInstrument != null)
{
partialMargin = new BuySellPair(physicalInstrument.TotalBuyMarginForPartialPaymentPhysicalOrder, physicalInstrument.TotalSellMarginForPartialPaymentPhysicalOrder);
partialQuantity = new BuySellPair(physicalInstrument.TotalBuyLotBalanceForPartialPaymentPhysicalOrder, physicalInstrument.TotalSellLotBalanceForPartialPaymentPhysicalOrder);
}
else
{
partialMargin = BuySellPair.Empty;
partialQuantity = BuySellPair.Empty;
}
filledArgs.Add(isBuy, margin, quantity, partialMargin, partialQuantity);
marginArgs.Add(isBuy, unfilledArgs);
marginArgs.Add(isBuy, margin, quantity, partialMargin, partialQuantity);
}
