SecurityEmulator

SecurityEmulator

public SecurityEmulator(MarketEmulator parent, MatchingEngineAdapter engine, SecurityId securityId)

securityEmulator = SecurityEmulator(parent, engine, securityId)

Security-specific emulator state. Handles emulation-specific logic: tick→orderbook, L1→orderbook, candle storage, price limits.

IsCandleMatchingMode

public bool IsCandleMatchingMode { get; private set; }

value = securityEmulator.IsCandleMatchingMode
securityEmulator.IsCandleMatchingMode = value

True when order book was populated from candle data.

NextStoredCandleReleaseTime

public DateTime? NextStoredCandleReleaseTime { get; }

value = securityEmulator.NextStoredCandleReleaseTime

The earliest moment at which a candle still held here becomes known, or when none is held.

EndHistory

public void EndHistory(DateTime time)

securityEmulator.EndHistory(time)

The replay holds no more history of this security.

time

The moment of the replay at which it ran out.

GetReleaseTime

private static DateTime GetReleaseTime(CandleMessage candle)

result = SecurityEmulator.GetReleaseTime(candle)

The moment a bar becomes known, which is its close. A bar that states no meaningful close - a non-time one supplied from outside, say - becomes known at the first instant after its open, which is the earliest moment anything can be said about it.

OnQuoteChange

public void OnQuoteChange()

securityEmulator.OnQuoteChange()

A quoted book replaces synthesized liquidity and ends candle matching mode.

ProcessStoredCandles

public List<CandleMessage> ProcessStoredCandles(DateTime currentTime, List<Message> results)

result = securityEmulator.ProcessStoredCandles(currentTime, results)

Release the candles that have closed by , stamped with the moment they became known, and hand them back so the caller can put the prices each one recorded into the book before publishing it.

ProcessTick

public void ProcessTick(ExecutionMessage tick, decimal levelVolume, List<Message> results)

securityEmulator.ProcessTick(tick, levelVolume, results)

Move synthesized liquidity to a print when no depth data has been received.

tick

The print.

levelVolume

How much the synthesized levels hold.

results

Where the messages go.

TryCloseMarket

public bool TryCloseMarket(DateTime time)

result = securityEmulator.TryCloseMarket(time)

Close the market once the history is over: past the moment it ran out and past the release of the last bar it recorded, so an order sent on that bar still meets the prices the bar recorded.

time

The current time.

Returns: when the market closed now.