public FutureOptionMessage(string symbol, FutureMessage future, OptionSide side, float strikePrice)
{
Symbol = symbol;
Future = future;
Side = side;
StrikePrice = strikePrice;
}
public static FutureOptionMessage CreateFutureOptionMessage(string futureOptionSymbol)
{
var m = Regex.Match(futureOptionSymbol, FutureOptionSymbolPattern);
var future = FutureMessage.CreateFutureMessage(m.Groups[FutureSymbolComponent].Value);
var optionSide = m.Groups[FutureOptionSideComponent].Value == "C" ? OptionSide.Call : OptionSide.Put;
var strikePrice = float.Parse(m.Groups[FutureOptionStrikePriceComponent].Value) / 100f;
return(new FutureOptionMessage(futureOptionSymbol, future, optionSide, strikePrice));
}
public static FutureSpreadMessage CreateFutureSpreadMessage(string futureSpreadSymbol)
{
var m = Regex.Match(futureSpreadSymbol, FutureSpreadSymbolPattern);
var futureSymbol1 = m.Groups[FutureSymbol1Component].Value;
var futureSymbol2 = m.Groups[FutureSymbol2Component].Value;
return(new FutureSpreadMessage(
futureSpreadSymbol,
FutureMessage.CreateFutureMessage(futureSymbol1),
FutureMessage.CreateFutureMessage(futureSymbol2)
));
}
public FutureSpreadMessage(string symbol, FutureMessage spread1, FutureMessage spread2)
{
Symbol = symbol;
Spread1 = spread1;
Spread2 = spread2;
}