/// <summary>
/// Broadcasts a change of record event.
/// </summary>
/// <param name="proposedOrdersEventArgs">The event argument.</param>
public static void OnProposedOrderChanged(ProposedOrderEventArgs proposedOrdersEventArgs)
{
// Broadcast the event to any listeners.
if (ProposedOrder.Changed != null)
{
ProposedOrder.Changed(typeof(ProposedOrder), proposedOrdersEventArgs);
}
}
private static void BeginMergeHandler(object sender, EventArgs eventArgs)
{
if (BeginMerge != null)
{
BeginMerge(typeof(MarketData), new EventArgs());
}
ProposedOrder.OnBeginMerge();
TaxLot.OnBeginMerge();
}
/// <summary>
/// Checks to make sure that a new proposed order doesn't violate a list of restricted securities.
/// </summary>
/// <param name="sender">The object that originated the event (ignored).</param>
/// <param name="proposedOrderEventArgs">A proposed order that is to be checked.</param>
private static void ProposedOrderHandler(object sender, ProposedOrderEventArgs proposedOrderEventArgs)
{
// Extract the event argument.
ProposedOrder proposedOrder = proposedOrderEventArgs.ProposedOrder;
// There is no need to recalculate the market and sector values if the the account is not part of this compliance
// restriction. A quick filter should be part of all compliance checks to prevent unnecessary calculations.
if (TelecomConcentration.betaAccountList.Contains(proposedOrder.Position.Account))
{
TelecomConcentration.updateAccountList.Add(proposedOrder.Position.Account);
}
}
private static void EndMergeHandler(object sender, EventArgs eventArgs)
{
TaxLot.OnEndMerge();
ProposedOrder.OnEndMerge();
if (EndMerge != null)
{
EndMerge(typeof(MarketData), new EventArgs());
}
CommandBatch.Flush();
}
/// <summary>
/// Constructs and argument for passing a proposed order event to a listener.
/// </summary>
/// <param name="action">The action taken on the proposed order.</param>
/// <param name="proposedOrder">The proposed order record.</param>
public ProposedOrderEventArgs(Action action, ProposedOrder proposedOrder)
{
// Initialize the record.
this.action = action;
this.proposedOrder = proposedOrder;
}
/// <summary>
/// Handles the primary Market Data events and passes the events along to the Langauge Primitives.
/// </summary>
/// <param name="sender">The object that originated the event.</param>
/// <param name="proposedOrderRowChangeEvent">The record change event argument.</param>
public static void ProposedOrderHandler(object sender, ClientMarketData.ProposedOrderRowChangeEvent proposedOrderRowChangeEvent)
{
// Extract the record from the event argument.
ClientMarketData.ProposedOrderRow proposedOrderRow = proposedOrderRowChangeEvent.Row;
// Translate the ADO.NET row states into a record state used by the Rules Engine.
Action action = Action.Nothing;
switch (proposedOrderRowChangeEvent.Action)
{
case DataRowAction.Add: action = Action.Add; break;
case DataRowAction.Delete: action = Action.Delete; break;
case DataRowAction.Change: action = Action.Change; break;
case DataRowAction.Commit: return;
}
// Place the event into a list that will be processed when the tables are no longer locked.
ProposedOrder.proposedOrderEventArgList.Add(new ProposedOrderEventArgs(action, ProposedOrder.Make(proposedOrderRow)));
}