17 using Newtonsoft.Json;
19 using System.Collections.Generic;
20 using Newtonsoft.Json.Converters;
21 using System.Runtime.Serialization;
22 using System.Runtime.CompilerServices;
40 public const string DB =
"yyyy-MM-dd HH:mm:ss";
42 public const string UI =
"yyyy-MM-dd HH:mm:ss";
44 public const string USShort =
"M/d/yy h:mm tt";
48 public const string US =
"M/d/yyyy h:mm:ss tt";
52 public const string Forex =
"yyyyMMdd HH:mm:ss.ffff";
54 public const string FIX =
"yyyyMMdd-HH:mm:ss";
78 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
82 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
86 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
90 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
94 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
98 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
102 [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
128 AveragePrice = Math.Round(holding.AveragePrice, rounding);
166 [JsonConverter(typeof(StringEnumConverter))]
172 [EnumMember(Value =
"live")]
178 [EnumMember(Value =
"paper")]
185 [JsonConverter(typeof(StringEnumConverter))]
191 [EnumMember(Value =
"C#")]
197 [EnumMember(Value =
"F#")]
203 [EnumMember(Value =
"VB")]
209 [EnumMember(Value =
"Ja")]
215 [EnumMember(Value =
"Py")]
764 [MethodImpl(MethodImplOptions.AggressiveInlining)]
769 return exchange.GetPrimaryExchange(securityType, market).Code;
776 [MethodImpl(MethodImplOptions.AggressiveInlining)]
782 if (
string.IsNullOrEmpty(exchange))
784 return primaryExchange;
789 switch (exchange.LazyToUpper())
879 switch (exchange.LazyToUpper())
918 switch (exchange.LazyToUpper())
948 public const string Vacated =
"channel_vacated";
959 [JsonConverter(typeof(StringEnumConverter))]
976 [JsonConverter(typeof(StringEnumConverter))]