public static object CreateContract(string Symbol, string Type, string Exchange, string Currency, string LotSizeOpt, string PrimaryExchangeOpt,
string MultiplierOpt, string ExpiryOpt, string RightOpt, string StrikeOpt, string SecIdTypeOpt, string SecIdOpt, string TradingClassOpt)
{
decimal strike = (StrikeOpt == "" ? 0 : decimal.Parse(StrikeOpt));
int multiplier = (MultiplierOpt == "" ? 0 : int.Parse(MultiplierOpt));
int lotSize = (LotSizeOpt == "" ? 1 : int.Parse(LotSizeOpt));
if (Math.Sign(lotSize) != 1)
{
throw new Exception(string.Format("Error, contract lot size must be positive! ({0})", lotSize));
}
var contracts = XLOM.GetAll <Contract>();
int contractId = contracts.Count() + 1;
Contract c = new Contract(contractId, Symbol, Type, Exchange, Currency,
PrimaryExchangeOpt, multiplier, ExpiryOpt, strike,
RightOpt, SecIdTypeOpt, SecIdOpt, TradingClassOpt, (PositiveInteger)lotSize);
Contract cc = contracts.Where(cs => cs.Value.Equals(c)).SingleOrDefault().Value;
if (cc != null)
{
return(XLOM.Key(cc));
}
else
{
return(XLOM.Add(string.Format("{0}({1})", Symbol, contractId), c));
}
}
