Name |
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Wombat |
Name | |
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class | Wombat::MamdaOptionContract A class that represents a single option contract. Instances of this object are typically created by the MamdaOptionChainListener. Applications may attach a custom object to each instance of MamdaOptionContract. |
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
using System;
namespace Wombat
{
public class MamdaOptionContract
{
public enum PutOrCall : byte
{
Unknown = (byte)'Z',
Call = (byte)'C',
Put = (byte)'P'
}
public enum ExerciseStyle : byte
{
Unknown = (byte)'Z',
American = (byte)'A',
European = (byte)'E',
Capped = (byte)'C'
}
private MamdaOptionContract()
{
// Hide the default constructor.
}
public MamdaOptionContract(
string symbol,
string exchange,
DateTime expireDate,
double strikePrice,
PutOrCall putCall)
{
mSymbol = symbol;
mExchange = exchange;
mExpireDate = expireDate;
mStrikePrice = strikePrice;
mPutCall = putCall;
}
public void setOpenInterest(long openInterest)
{
mOpenInterest = openInterest;
}
public void setExerciseStyle(ExerciseStyle exerciseStyle)
{
mExerciseStyle = exerciseStyle;
}
public string getSymbol()
{
return mSymbol;
}
public string getExchange()
{
return mExchange;
}
public DateTime getExpireDate()
{
return mExpireDate;
}
public string getExpireDateStr()
{
return mExpireFormat.Format(mExpireDate);
}
public double getStrikePrice()
{
return mStrikePrice;
}
public PutOrCall getPutCall()
{
return mPutCall;
}
public long getOpenInterest()
{
return mOpenInterest;
}
public ExerciseStyle getExerciseStyle()
{
return mExerciseStyle;
}
public void addTradeHandler(MamdaTradeHandler handler)
{
mTradeListener.addHandler(handler);
}
public void addQuoteHandler(MamdaQuoteHandler handler)
{
mQuoteListener.addHandler(handler);
}
public void addFundamentalHandler(MamdaFundamentalHandler handler)
{
mFundamentalListeners.addHandler(handler);
}
public void setCustomObject(object obj)
{
mCustomObject = obj;
}
public MamdaTradeRecap getTradeInfo()
{
return mTradeListener;
}
public MamdaQuoteRecap getQuoteInfo()
{
return mQuoteListener;
}
public MamdaFundamentals getFundamentalsInfo()
{
return mFundamentalListeners;
}
public object getCustomObject()
{
return mCustomObject;
}
public MamdaTradeListener getTradeListener()
{
return mTradeListener;
}
public MamdaQuoteListener getQuoteListener()
{
return mQuoteListener;
}
public MamdaFundamentalListener getFundamentalListener()
{
return mFundamentalListeners;
}
public void setInView(bool inView)
{
mInView = inView;
}
public bool getInView()
{
return mInView;
}
private string mSymbol;
private string mExchange;
private DateTime mExpireDate = DateTime.MinValue;
private double mStrikePrice = 0.0;
private PutOrCall mPutCall = PutOrCall.Unknown;
private long mOpenInterest;
private ExerciseStyle mExerciseStyle;
private MamdaTradeListener mTradeListener = new MamdaTradeListener();
private MamdaQuoteListener mQuoteListener = new MamdaQuoteListener();
private MamdaFundamentalListener mFundamentalListeners = new MamdaFundamentalListener();
private object mCustomObject;
private bool mInView;
private SimpleDateFormat mExpireFormat = new SimpleDateFormat("MMMyy");
}
}
Updated on 2023-03-31 at 15:30:18 +0100