BasketStrike

StockSharp.Algo.Derivatives

The virtual strike created from a combination of other strikes.

Constructors

protected BasketStrike(Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)

basketStrike = BasketStrike(underlyingAsset, securityProvider, dataProvider)

The virtual strike created from a combination of other strikes.

DataProvider

public virtual IMarketDataProvider DataProvider { get; }

value = basketStrike.DataProvider

The market data provider.

public override IEnumerable<SecurityId> InnerSecurityIds { get; }

value = basketStrike.InnerSecurityIds

Instruments, from which this basket is created.

public ISecurityProvider SecurityProvider { get; }

value = basketStrike.SecurityProvider

The provider of information about instruments.

public Security UnderlyingAsset { get; }

value = basketStrike.UnderlyingAsset

Underlying asset.

FilterStrikes

protected abstract IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes, decimal assetPrice)

result = basketStrike.FilterStrikes(allStrikes, assetPrice)

To get filtered strikes.

Returns: Filtered strikes.