Table of Contents

Class BasketStrike

Namespace
StockSharp.Algo.Derivatives
Assembly
StockSharp.Algo.dll

The virtual strike created from a combination of other strikes.

public abstract class BasketStrike : BasketSecurity, INotifyPropertyChanged
Inheritance
BasketStrike
Implements
Derived
Inherited Members
Extension Methods

Constructors

BasketStrike(Security, ISecurityProvider, IMarketDataProvider)

Initialize BasketStrike.

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

Parameters

underlyingAsset Security

Underlying asset.

securityProvider ISecurityProvider

The provider of information about instruments.

dataProvider IMarketDataProvider

The market data provider.

Properties

DataProvider

The market data provider.

public virtual IMarketDataProvider DataProvider { get; }

Property Value

IMarketDataProvider

InnerSecurityIds

Instruments, from which this basket is created.

public override IEnumerable<SecurityId> InnerSecurityIds { get; }

Property Value

IEnumerable<SecurityId>

SecurityProvider

The provider of information about instruments.

public ISecurityProvider SecurityProvider { get; }

Property Value

ISecurityProvider

UnderlyingAsset

Underlying asset.

public Security UnderlyingAsset { get; }

Property Value

Security

Methods

FilterStrikes(IEnumerable<Security>)

To get filtered strikes.

protected abstract IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes)

Parameters

allStrikes IEnumerable<Security>

All strikes.

Returns

IEnumerable<Security>

Filtered strikes.