/// <summary>
/// To get the trading time by the instrument.
/// </summary>
/// <param name="contract">The OEC contract.</param>
/// <returns>The list of time ranges of day (UTC), during which the instrument is traded.</returns>
public static Range <TimeSpan>[] GetWorkingTimesUtc(this OEC.API.Contract contract)
{
// sometimes OEC returns timespans for working time > 24 hours (some internal oec date conversion problem)
// all OEC StartTimes and StopTimes are in local timezone
// convert back to UTC
var offset = TimeZone.CurrentTimeZone.GetUtcOffset(DateTime.Now);
var cstart = new TimeSpan(contract.StartTime.Hours + 24, contract.StartTime.Minutes, contract.StartTime.Seconds) -
offset;
var cstop = new TimeSpan(contract.StopTime.Hours + 24, contract.StopTime.Minutes, contract.StopTime.Seconds) - offset;
cstart = new TimeSpan(cstart.Hours, cstart.Minutes, cstart.Seconds);
cstop = new TimeSpan(cstop.Hours, cstop.Minutes, cstop.Seconds);
if (cstart == cstop)
{
return(new Range <TimeSpan> [0]);
}
if (cstart < cstop)
{
return(new[] { new Range <TimeSpan>(cstart, cstop) });
}
var times = new List <Range <TimeSpan> >();
var daybegin = new TimeSpan(0);
if (cstop > daybegin)
{
times.Add(new Range <TimeSpan>(daybegin, cstop));
}
times.Add(new Range <TimeSpan>(cstart, new TimeSpan(24, 0, 0)));
return(times.ToArray());
}
/// <summary>
/// To get <see cref="SecurityStates"/> for the instrument according to the <paramref name="contract" /> contract.
/// </summary>
/// <param name="contract">The OEC contract.</param>
/// <returns>The instrument condition <see cref="SecurityStates"/>.</returns>
public static SecurityStates GetSecurityState(this OEC.API.Contract contract)
{
var times = contract.GetWorkingTimesUtc();
var now = DateTime.UtcNow.TimeOfDay;
return(times.IsEmpty() || times.Any(range => range.Contains(now)) ? SecurityStates.Trading : SecurityStates.Stoped);
}
public static SecurityId ToSecurityId(this OEC.API.Contract contract)
{
return(new SecurityId
{
SecurityCode = contract.Symbol,
BoardCode = contract.Exchange.Name,
});
}
public static decimal?Cast(this OEC.API.Contract contract, double value)
{
var d = value.ToDecimal();
if (d == null)
{
return(null);
}
var priceStep = (decimal)contract.TickSize;
return(MathHelper.Round(d.Value, priceStep, priceStep.GetCachedDecimals()));
}
public static decimal Cast(this OEC.API.Contract contract, double value)
{
var d = value.SafeCast();
if (d == 0)
{
return(0);
}
var priceStep = (decimal)contract.TickSize;
return(MathHelper.Round((decimal)value, priceStep, priceStep.GetCachedDecimals()));
}
public static SecurityTypes GetSecurityType(this OEC.API.Contract contract)
{
if (contract == null)
{
throw new ArgumentNullException(nameof(contract));
}
if (contract.IsCompound)
{
return(SecurityTypes.Index);
}
if (contract.IsContinuous)
{
return(SecurityTypes.Future);
}
if (contract.IsEquityAsset)
{
return(SecurityTypes.Stock);
}
if (contract.IsForex)
{
return(SecurityTypes.Currency);
}
if (contract.IsFuture)
{
return(SecurityTypes.Future);
}
if (contract.IsOption)
{
return(SecurityTypes.Option);
}
return(SecurityTypes.Stock);
}
