/// <summary>
/// Create a market session
/// </summary>
/// <param name="type"></param>
/// <param name="start"></param>
/// <param name="end"></param>
/// <param name="comment"></param>
public LocalMarketSession(MarketSessionType type, TimeSpan start, TimeSpan end, string comment = "")
{
Start = start;
End = end;
Type = type;
Comment = comment;
}
/// <summary>
/// Load regular session timings from cache for given exchangeModel
/// </summary>
private void LoadRegularSessions()
{
//Check if it is already loaded
if (IsRegularLoaded)
{
return;
}
//get from config
var config = Config.MarketHourConfig.FirstOrDefault(x => x.Exchanges.Contains(ExchangeName));
//Check if we have configuration
if (config == null)
{
throw new Exception($"Cannot load correct exchangeModel market hours. Tried loading: {ExchangeName}");
}
//Set helper function
void Add(MarketHoursSessionConfig loaded, Dictionary <MarketSessionType, LocalMarketSession> sessions)
{
//Set variables
MarketSessionType type = (MarketSessionType)Enum.Parse(typeof(MarketSessionType), loaded.Session.ToLower(), true);
TimeSpan start = TimeSpan.Parse(loaded.Start);
TimeSpan end = TimeSpan.Parse(loaded.End);
//Add to input
sessions.Add(type, new LocalMarketSession(type, start, end, "Regular"));
}
//Get for each day
_monday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Monday.ForEach(x => Add(x, _monday));
_tuesday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Tuesday.ForEach(x => Add(x, _tuesday));
_wednesday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Wednesday.ForEach(x => Add(x, _wednesday));
_thursday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Thursday.ForEach(x => Add(x, _thursday));
_friday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Friday.ForEach(x => Add(x, _friday));
_saturday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Saturday.ForEach(x => Add(x, _saturday));
_sunday = new Dictionary <MarketSessionType, LocalMarketSession>();
config.Sunday.ForEach(x => Add(x, _sunday));
}
