SabrTrader.Pipeline.Options.Contracts
0.6.0
dotnet add package SabrTrader.Pipeline.Options.Contracts --version 0.6.0
NuGet\Install-Package SabrTrader.Pipeline.Options.Contracts -Version 0.6.0
<PackageReference Include="SabrTrader.Pipeline.Options.Contracts" Version="0.6.0" />
<PackageVersion Include="SabrTrader.Pipeline.Options.Contracts" Version="0.6.0" />
<PackageReference Include="SabrTrader.Pipeline.Options.Contracts" />
paket add SabrTrader.Pipeline.Options.Contracts --version 0.6.0
#r "nuget: SabrTrader.Pipeline.Options.Contracts, 0.6.0"
#:package SabrTrader.Pipeline.Options.Contracts@0.6.0
#addin nuget:?package=SabrTrader.Pipeline.Options.Contracts&version=0.6.0
#tool nuget:?package=SabrTrader.Pipeline.Options.Contracts&version=0.6.0
SabrTrader.Pipeline.Options.Contracts
Venue-agnostic options market-data contracts for SabrTrader plugin authors.
This package carries the option-domain data model and the read-only access seam:
OptionContract,OptionRight,OptionExerciseStyle,OccOptionSymbol,OptionUnderlying— contract identity.OptionChain,OptionQuote— chain listings and streaming quote deltas (bid/ask/last, implied volatility, open interest, delta/gamma/theta/vega).OptionChainSnapshot,OptionChainSnapshotEntry,OptionChainSnapshotRequest— bounded point-in-time chain captures with per-contract market data, the bulk input for exposure analytics (GEX/DEX/VEX/CHEX), IV-rank and screening.IOptionChainReader/IOptionChainView— how a plugin asks the platform for chains, snapshots and quote streams. The host routes each request to whichever connected options-capable venue serves the underlying; plugins never name a venue.
Everything here is interfaces, enums and immutable DTOs — no engine runtime code.
Getting access from a plugin
Indicators reach options data through their context:
var reader = Context.OptionChains; // null ⇒ this host serves no options data
if (reader is { IsAvailable: true })
{
using var view = await reader.OpenChainAsync("SPX");
if (view is not null)
{
var snapshot = await view.GetSnapshotAsync(new OptionChainSnapshotRequest
{
MaxContracts = 2000, // full-chain analytics (net GEX) need the whole chain
});
// snapshot.Entries: contract + IV / OI / greeks per strike
}
}
Strategies get the same reader on their context, plus venue-agnostic multi-leg
order placement (PlaceMultiLegOrderAsync) from SabrTrader.Pipeline.Trading.Contracts.
This package is bundled by the SabrTrader.Sdk meta-package — reference that
instead of referencing this package directly.
| Product | Versions Compatible and additional computed target framework versions. |
|---|---|
| .NET | net10.0 is compatible. net10.0-android was computed. net10.0-browser was computed. net10.0-ios was computed. net10.0-maccatalyst was computed. net10.0-macos was computed. net10.0-tvos was computed. net10.0-windows was computed. |
-
net10.0
- No dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.