/// <summary>
/// Initializes a new instance of the <see cref="FixedIncomeHighVolumeJudgement"/> class.
/// </summary>
/// <param name="market">
/// Venue that the trade executed on
/// </param>
/// <param name="ruleRunId">
/// The rule run id.
/// </param>
/// <param name="ruleRunCorrelationId">
/// The rule run correlation id.
/// </param>
/// <param name="orderId">
/// The order id.
/// </param>
/// <param name="clientOrderId">
/// The client order id.
/// </param>
/// <param name="parameters">
/// The parameters.
/// </param>
/// <param name="hadMissingMarketData">
/// The had missing market data.
/// </param>
/// <param name="noAnalysis">
/// The no analysis.
/// </param>
/// <param name="windowAnalysis">
/// The window analysis
/// </param>
/// <param name="dailyAnalysis">
/// The daily analysis
/// </param>
public FixedIncomeHighVolumeJudgement(
Market market,
string ruleRunId,
string ruleRunCorrelationId,
string orderId,
string clientOrderId,
string parameters,
bool hadMissingMarketData,
bool noAnalysis,
BreachDetails windowAnalysis,
BreachDetails dailyAnalysis)
{
this.Market = market;
this.RuleRunId = ruleRunId;
this.RuleRunCorrelationId = ruleRunCorrelationId;
this.OrderId = orderId;
this.ClientOrderId = clientOrderId;
this.Parameters = parameters;
this.HadMissingMarketData = hadMissingMarketData;
this.NoAnalysis = noAnalysis;
this.WindowAnalysisAnalysis = windowAnalysis;
this.DailyAnalysisAnalysis = dailyAnalysis;
}
public HighVolumeRuleBreach(
IFactorValue factorValue,
ISystemProcessOperationContext operationContext,
string correlationId,
TimeSpan window,
ITradePosition trades,
FinancialInstrument security,
IHighVolumeRuleEquitiesParameters equitiesParameters,
BreachDetails dailyBreach,
BreachDetails windowBreach,
BreachDetails marketCapBreach,
decimal totalOrdersTradedInWindow,
string description,
string caseTitle,
DateTime universeDateTime)
{
this.FactorValue = factorValue;
this.Window = window;
this.Trades = trades;
this.Security = security;
this.EquitiesParameters = equitiesParameters;
this.DailyBreach = dailyBreach;
this.WindowBreach = windowBreach;
this.MarketCapBreach = marketCapBreach;
this.TotalOrdersTradedInWindow = totalOrdersTradedInWindow;
this.RuleParameterId = equitiesParameters?.Id ?? string.Empty;
this.SystemOperationId = operationContext.Id.ToString();
this.CorrelationId = correlationId;
this.RuleParameters = equitiesParameters;
this.Description = description ?? string.Empty;
this.CaseTitle = caseTitle ?? string.Empty;
this.UniverseDateTime = universeDateTime;
}
