Option desk

The OptionDesk- graphic component is the table for option desk display. It shows “Greeks”, implied volatility, the theoretical price, the best offer and bid for Put and Call options.

Below is the OptionCalculator example, which uses this component. The source code of the example can be found in the Samples\Options\SampleOptionQuoting folder.

OptionCalculator example

1. In the XAML code, adding the OptionDesk element and assigning it the Desk name.

   <Window x:Class="OptionCalculator.MainWindow"
           xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
           xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
           xmlns:loc="clr-namespace:StockSharp.Localization;assembly=StockSharp.Localization"
           xmlns:xaml="http://schemas.stocksharp.com/xaml"
           Title="{x:Static loc:LocalizedStrings.XamlStr396}" Height="400" Width="1030">
       <Grid Margin="5,5,5,5">
   
        .........................................................
   
        <xaml:OptionDesk x:Name="Desk" Grid.Row="6" Grid.ColumnSpan="3" Grid.Column="0" />
   
    </Grid>
   </Window>
   
   

2. In the C# code, creating a connection and subscribing to the necessary events.

   ...                 
   public readonly Connector Connector = new Connector();
   ...                 
   // subscribe on connection successfully event
   Connector.Connected += () =>
   {
    // update gui labels
    this.GuiAsync(() => ChangeConnectStatus(true));
   };
   // subscribe on disconnection event
   Connector.Disconnected += () =>
   {
    // update gui labels
    this.GuiAsync(() => ChangeConnectStatus(false));
   };
   // subscribe on connection error event
   Connector.ConnectionError += error => this.GuiAsync(() =>
   {
    // update gui labels
    ChangeConnectStatus(false);
    MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
   });
   // fill underlying asset's list
   Connector.NewSecurity += security =>
   {
    if (security.Type == SecurityTypes.Future)
    	_assets.Add(security);
   };
   Connector.SecurityChanged += security =>
   {
    if (_model.UnderlyingAsset == security || _model.UnderlyingAsset.Id == security.UnderlyingSecurityId)
    	_isDirty = true;
   };
   // subscribing on tick prices and updating asset price
   Connector.NewTrade += trade =>
   {
    if (_model.UnderlyingAsset == trade.Security || _model.UnderlyingAsset.Id == trade.Security.UnderlyingSecurityId)
    	_isDirty = true;
   };
   Connector.NewPosition += position => this.GuiAsync(() =>
   {
    var asset = SelectedAsset;
    if (asset == null)
    	return;
    var assetPos = position.Security == asset;
    var newPos = position.Security.UnderlyingSecurityId == asset.Id;
    if (!assetPos && !newPos)
    	return;
    if (assetPos)
    	PosChart.AssetPosition = position;
    if (newPos)
    	PosChart.Positions.Add(position);
    RefreshChart();
   });
   Connector.PositionChanged += position => this.GuiAsync(() =>
   {
    if ((PosChart.AssetPosition != null && PosChart.AssetPosition == position) || PosChart.Positions.Cache.Contains(position))
    	RefreshChart();
   });
   try
   {
    if (File.Exists(_settingsFile))
    	Connector.Load(new JsonSerializer<SettingsStorage>().Deserialize(_settingsFile));
   }
   ...
   

3. When connecting, set the message provider for market data.

   private void ConnectClick(object sender, RoutedEventArgs e)
   {
    if (!_isConnected)
    {
    	ConnectBtn.IsEnabled = false;
    	_model.Clear();
    	_model.MarketDataProvider = Connector;
   ...
    	Connector.Connect();
    }
    else
    	Connector.Disconnect();
   }
   

4. When receiving instruments, we add the underlying assets to the list.

   // fill underlying asset's list
   Connector.NewSecurity += security =>
   {
    if (security.Type == SecurityTypes.Future)
    	_assets.Add(security);
   };
   

5. When selecting an instrument:

   • Fill the array with a chain of options, where the selected instrument acts as the underlying asset;
   • Assign this array to the OptionDeskModel.Options property;
   • • Clear the options board values using the OptionDeskModel.Clear method.

   private void Assets_OnSelectionChanged(object sender, SelectionChangedEventArgs e)
   {
    var asset = SelectedAsset;
    _model.UnderlyingAsset = asset;
    _model.Clear();
    _options.Clear();
    var options = asset.GetDerivatives(Connector);
    foreach (var security in options)
    {
    	_model.Add(security);
    	_options.Add(security);
    }
    ProcessPositions();
   }
   

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