/// <summary>
/// The filter.
/// </summary>
/// <param name="order">
/// The order.
/// </param>
/// <returns>
/// The <see cref="bool"/>.
/// </returns>
public bool Filter(Order order)
{
if (order == null)
{
this.logger.LogError(
"encountered an unexpected type for the underlying value of a trade event. Not filtering.");
return(false);
}
var cfi = order.Instrument.Cfi;
if (string.IsNullOrWhiteSpace(cfi))
{
this.logger.LogError(
$"tried to process a cfi that was either null or empty for {order.Instrument.Identifiers}. Filtered out unidentifiable instrument.");
return(true);
}
var cfiWrap = new Cfi(cfi);
var filter = cfiWrap.CfiCategory != CfiCategory.Equities;
if (filter)
{
this.logger.LogInformation($"filtering out cfi of {cfi} as it did not have a leading character of e");
return(true);
}
return(false);
}
/// <summary>
/// The filter.
/// </summary>
/// <param name="order">
/// The order.
/// </param>
/// <returns>
/// The <see cref="bool"/>.
/// </returns>
public bool Filter(Order order)
{
if (order == null)
{
return(true);
}
var cfi = order.Instrument.Cfi;
if (string.IsNullOrWhiteSpace(cfi))
{
this.logger.LogError(
$"tried to process a cfi that was either null or empty for {order.Instrument.Identifiers}. Filtered out unidentifiable instrument.");
return(true);
}
var cfiWrap = new Cfi(cfi);
var filter = cfiWrap.CfiCategory != CfiCategory.DebtInstrument;
if (filter)
{
this.logger.LogInformation($"filtering out cfi of {cfi} as it did not have a leading character of d");
return(true);
}
return(false);
}
public void Cfi_Correct_Result(string cfi, CfiCategory category, CfiGroup group)
{
var cfiItem = new Cfi(cfi);
Assert.AreEqual(cfiItem.Value, cfi);
Assert.AreEqual(cfiItem.CfiCategory, category);
Assert.AreEqual(cfiItem.CfiGroup, group);
}
public bool ValidAssetType(MarketDataRequest request)
{
if (request == null)
{
return(false);
}
var cfi = new Cfi(request.Cfi);
return(cfi.CfiCategory == CfiCategory.Equities);
}
