public StatusUpdate(StatusUpdateType type, Security security, SecurityTradingStatus status, StatusChangeReason reason, SecurityTradingEvent ev)
: base(MessageType.SecurityStatus)
{
MatchEventIndicator = MatchEventIndicator.LastMessage;
TransactTime = DateTime.UtcNow;
TradeDate = DateTime.Today;
if (type == StatusUpdateType.Security)
{
Id = security.Id;
}
else if (type == StatusUpdateType.Product)
{
Product = security.Product;
}
else
{
Group = security.Group;
}
Status = status;
StatusChangeReason = reason;
Event = ev;
}
private void HandleSessionChanged(object sender, SecurityTradingStatus e)
{
foreach (var book in books)
{
book.Value.SetStatus(e);
}
}
public void Update(SecurityTradingStatus status)
{
// only fire event if we've changed state
if (status == Current)
{
return;
}
Current = status;
Changed?.Invoke(this, Current);
}
public SnapshotUpdate(Security security, SecurityTradingStatus status)
: base(MessageType.MarketDataSnapshotFullRefresh)
{
LastMsgSeqNumProcessed = 0;
TotNumReports = 1;
SecurityId = security.Id;
RptSeq = 0;
TransactTime = DateTime.UtcNow;
TradeDate = DateTime.Today;
TradingStatus = status;
}
public void SetStatus(SecurityTradingStatus status)
{
if (status == SecurityTradingStatus.Close)
{
ExpireAllOrders();
}
else if (status == SecurityTradingStatus.Open && Status == SecurityTradingStatus.NewPriceIndication)
{
MatchOnOpen();
}
Status = status;
Match();
}
public void Start()
{
Current = SecurityTradingStatus.UnknownInvalid;
SetNextEvent();
}
public void Add(DateTime time, SecurityTradingStatus status)
{
Events.Add(new TradingSessionEvent(time, status));
}
public TradingSessionEvent(DateTime time, SecurityTradingStatus status)
{
Time = time;
Status = status;
}
