Stefano Raggi
e98b31fc4c
* Update crypto entries in SPBD - Update values for GDAX and Bitfinex, with latest values from exchanges - Update symbols with >3 letters - [Fix] Remove same base-quote entries * Update unit tests Increment in precision given smaller lot sizes in SPDB crypto entries. * Add GDAX symbol properties downloader (unit test) * Update GDAX symbol properties database * Add BrokerageSymbol to symbol properties database * Update GDAX symbol properties * Address review - Rename BrokerageSymbol to MarketTicker * Add GDAX symbol mapper * Update GDAXBrokerage to use symbol mapper * Fix GDAX brokerage unit tests * Replace GDAXSymbolMapper with SymbolPropertiesDatabaseSymbolMapper * Address review - use Symbol key in dictionaries * Rename BrokerageSymbol to MarketTicker * Update unit test * Add Bitfinex symbol properties downloader (unit test) * Add Bitfinex symbol market ticker to downloader * Update Bitfinex symbol properties database * Update BitfinexBrokerage to use SymbolPropertiesDatabaseSymbolMapper * Remove Bitfinex test symbols from db * Update Binance symbol properties database * Update BinanceBrokerage to use SymbolPropertiesDatabaseSymbolMapper * Add missing Binance test case * Update symbol properties database - gdax, bitfinex, binance * Update CoinApi symbol mapper for new SPDB * Exclude Bitfinex BCH pre-2018-fork in CoinApiSymbolMapper * Remove unused properties * Add CoinApi mappings Co-authored-by: JJD <jjdambrosio@gmail.com>
66 lines
2.6 KiB
C#
66 lines
2.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Securities.Option
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{
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/// <summary>
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/// Represents common properties for a specific option contract
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/// </summary>
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public class OptionSymbolProperties : SymbolProperties
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{
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/// <summary>
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/// When the holder of an equity option exercises one contract, or when the writer of an equity option is assigned
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/// an exercise notice on one contract, this unit of trade, usually 100 shares of the underlying security, changes hands.
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/// </summary>
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public int ContractUnitOfTrade
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{
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get; protected set;
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}
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/// <summary>
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/// Creates an instance of the <see cref="OptionSymbolProperties"/> class
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/// </summary>
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public OptionSymbolProperties(string description, string quoteCurrency, decimal contractMultiplier, decimal pipSize, decimal lotSize)
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: base(description, quoteCurrency, contractMultiplier, pipSize, lotSize, string.Empty)
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{
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ContractUnitOfTrade = (int)contractMultiplier;
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}
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/// <summary>
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/// Creates an instance of the <see cref="OptionSymbolProperties"/> class from <see cref="SymbolProperties"/> class
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/// </summary>
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public OptionSymbolProperties(SymbolProperties properties)
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: base(properties.Description,
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properties.QuoteCurrency,
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properties.ContractMultiplier,
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properties.MinimumPriceVariation,
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properties.LotSize,
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properties.MarketTicker)
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{
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ContractUnitOfTrade = (int)properties.ContractMultiplier;
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}
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internal void SetContractUnitOfTrade(int unitOfTrade)
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{
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ContractUnitOfTrade = unitOfTrade;
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}
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internal void SetContractMultiplier(decimal multiplier)
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{
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ContractMultiplier = multiplier;
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}
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}
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}
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