public OptionChain(OpcGetOptionChainResponse opcGetOptionChainResponse) : this()
{
this.Date = DateTime.Now;
if (opcGetOptionChainResponse.Dates != null && opcGetOptionChainResponse.Dates.Count > 0)
{
int dateIndex = (this.Date.DayOfWeek == DayOfWeek.Friday || this.Date.DayOfWeek == DayOfWeek.Friday) ? 1 : 0;
KeyValuePair <String, OpcDate> opcDatePair = opcGetOptionChainResponse.Dates.ElementAt(dateIndex);
OptionDate optionDate = new OptionDate();
optionDate.ExpiryDate = DateTime.Parse(opcDatePair.Key);
foreach (KeyValuePair <String, OpcOptionPriceSpread> callPair in opcDatePair.Value.Calls)
{
OptionStrike optionStrike = new OptionStrike();
optionStrike.StrikePrice = Decimal.Parse(callPair.Key);
Call call = new Call();
call.Bid = callPair.Value.Bid;
call.Ask = callPair.Value.Ask;
optionStrike.Call = call;
OpcOptionPriceSpread putPair = opcDatePair.Value.Puts[callPair.Key];
Put put = new Put();
put.Bid = putPair.Bid;
put.Ask = putPair.Ask;
optionStrike.Put = put;
optionDate.Strikes.Add(optionStrike);
}
this.Dates.Add(optionDate);
}
}
public OptionDate(OptionDate source)
{
this.ExpiryDate = source.ExpiryDate;
this.Strikes = source.Strikes.Select(x => new OptionStrike(x)).ToList();
}
