/// <summary>
/// Checks if the subscription should update the RealTimePrice
/// </summary>
/// <param name="subscription">The <see cref="Subscription"/></param>
/// <param name="timeZoneOffsetProvider">The <see cref="TimeZoneOffsetProvider"/> used to convert now into the timezone of the exchange</param>
/// <returns>True if the subscription is not null and the exchange is open</returns>
protected bool SubscriptionShouldUpdateRealTimePrice(Subscription subscription, TimeZoneOffsetProvider timeZoneOffsetProvider)
{
return(subscription != null &&
subscription.Security.Exchange.Hours.IsOpen(
timeZoneOffsetProvider.ConvertFromUtc(_timeProvider.GetUtcNow()),
subscription.Security.IsExtendedMarketHours));
}
public void ConvertFromUtcAfterDST()
{
// the exact instant DST goes into affect
var tzDate = new DateTime(2015, 03, 08, 2, 0, 0);
var utcDate = tzDate.AddHours(5);
var offsetProvider = new TimeZoneOffsetProvider(TimeZones.NewYork, utcDate, utcDate.AddDays(1));
var result = offsetProvider.ConvertFromUtc(utcDate);
// We add an hour due to the effect of DST
Assert.AreEqual(tzDate + TimeSpan.FromHours(1), result);
}
/// <summary>
/// Updates the subscription RealTimePrice if the exchange is open
/// </summary>
/// <param name="subscription">The <see cref="Subscription"/></param>
/// <param name="timeZoneOffsetProvider">The <see cref="TimeZoneOffsetProvider"/> used to convert now into the timezone of the exchange</param>
/// <param name="exchangeHours">The <see cref="SecurityExchangeHours"/> used to determine
/// if the exchange is open and we should update</param>
/// <param name="data">The <see cref="BaseData"/> used to update the real time price</param>
/// <returns>True if the real time price was updated</returns>
protected bool UpdateSubscriptionRealTimePrice(
Subscription subscription,
TimeZoneOffsetProvider timeZoneOffsetProvider,
SecurityExchangeHours exchangeHours,
BaseData data)
{
if (subscription != null &&
exchangeHours.IsOpen(
timeZoneOffsetProvider.ConvertFromUtc(_timeProvider.GetUtcNow()),
subscription.Configuration.ExtendedMarketHours))
{
subscription.RealtimePrice = data.Value;
return(true);
}
return(false);
}