private bool FilterRunningOrders(Schema.EquityWorkingOrder.WorkingOrder workingOrder)
{
return(workingOrder.Status.StatusCode != Status.Filled &&
workingOrder.Status.StatusCode != Status.Canceled &&
workingOrder.Status.StatusCode != Status.Closed &&
workingOrder.Status.StatusCode != Status.Suspended);
}
private bool FilterSymbols(Schema.EquityWorkingOrder.WorkingOrder workingOrder)
{
return(workingOrder.SecuritySymbol.Symbol.StartsWith(this.symbolFilter));
}
private bool FilterFilledOrders(Schema.EquityWorkingOrder.WorkingOrder workingOrder)
{
return(workingOrder.Status.StatusCode == Status.Filled);
}
private Schema.EquityWorkingOrder.WorkingOrder WorkingOrderSelector(WorkingOrderRow workingOrderRow)
{
Schema.EquityWorkingOrder.WorkingOrder workingOrder = new Schema.EquityWorkingOrder.WorkingOrder();
return(workingOrder.Select(workingOrderRow));
}
