private string BuildDescription(ISpoofingRuleBreach ruleBreach)
{
var volumeInPosition = ruleBreach.Trades.VolumeInStatus(OrderStatus.Filled);
var volumeSpoofed = ruleBreach.CancelledTrades.VolumeNotInStatus(OrderStatus.Filled);
var description =
$"Spoofing Rule Breach. Traded ({ruleBreach.MostRecentTrade.OrderDirection.GetDescription()}) security {ruleBreach.Security?.Name} with a fulfilled trade volume of {volumeInPosition} and a cancelled trade volume of {volumeSpoofed}. The cancelled volume was traded in the opposite position to the most recent fulfilled trade and is therefore considered to be supporting evidence of spoofing.";
return(description);
}
public async Task Send(ISpoofingRuleBreach ruleBreach)
{
if (ruleBreach == null)
{
this.Logger?.LogInformation(
"SpoofingRuleMessageSender Send received a null rule breach for op ctx. Returning.");
return;
}
var description = this.BuildDescription(ruleBreach);
await this.Send(ruleBreach, description);
}
