66 lines
2.7 KiB
C#
66 lines
2.7 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
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{
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/// <summary>
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/// Represents common properties for contract-based securities such as options and CFDs
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/// </summary>
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public class ContractSymbolProperties : SymbolProperties
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{
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/// <summary>
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/// The contract multiplier for the security.
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/// </summary>
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/// <remarks>
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/// If manually set by a consumer, this value will be used instead of the
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/// <see cref="SymbolProperties.ContractMultiplier"/> and also allows to make
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/// sure it is not overridden when the symbol properties database gets updated.
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/// </remarks>
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private decimal? _contractMultiplier;
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/// <summary>
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/// The contract multiplier for the security
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/// </summary>
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public override decimal ContractMultiplier => _contractMultiplier ?? base.ContractMultiplier;
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/// <summary>
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/// Creates an instance of the <see cref="ContractSymbolProperties"/> class from a <see cref="SymbolProperties"/> instance
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/// </summary>
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public ContractSymbolProperties(SymbolProperties properties)
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: base(properties)
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{
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}
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/// <summary>
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/// Creates an instance of the <see cref="ContractSymbolProperties"/> class
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/// </summary>
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public ContractSymbolProperties(string description, string quoteCurrency, decimal contractMultiplier,
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decimal minimumPriceVariation, decimal lotSize, string marketTicker,
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decimal? minimumOrderSize = null, decimal priceMagnifier = 1, decimal strikeMultiplier = 1)
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: base(description, quoteCurrency, contractMultiplier, minimumPriceVariation, lotSize, marketTicker,
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minimumOrderSize, priceMagnifier, strikeMultiplier)
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{
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}
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/// <summary>
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/// Sets a custom contract multiplier that persists through symbol properties database updates
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/// </summary>
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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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