Alerts & sessions
Reference
Alerts & sessions
Two small surfaces: the alert model with its channels, routing and cooldown gate; and the trading-hours model — templates, sessions, holidays, the resolver/provider seams and the session iterator.
On this page
Alerts — TradeStrike.Pipeline.Alerts
Raise an Alert and hand it to an IAlertSink. The host fans it out to enabled
IAlertChannels subject to an AlertRoutingPolicy; use an
AlertCooldownGate to suppress repeats.
| Type | Members |
|---|---|
Alert |
record (string Id, string Source, string Title, string Message, DateTime TimeUtc, AlertSeverity Severity = Info, string? Symbol = null, string? SoundPath = null, double RearmSeconds = 0, IReadOnlyList<string>? Channels = null, IReadOnlyDictionary<string,string>? Data = null). |
AlertSeverity |
enum: Info, Warning, Critical. |
IAlertChannel |
string Id, string DisplayName, AlertChannelCapabilities Capabilities, bool Enabled, Task<AlertSendResult> SendAsync(Alert alert, CancellationToken ct). |
AlertChannelCapabilities |
readonly record struct (bool SupportsSound, bool SupportsRichText, bool IsRemote). |
AlertSendResult |
readonly record struct (bool Ok, string? FailureReason = null, bool Retryable = false); static Success, Fail(reason), Transient(reason). |
IAlertSink |
void Dispatch(Alert alert). |
IAlertDispatcher : IAlertSink, IAsyncDisposable
|
dispatching variant disposed by the host. |
AlertRoute |
record (string ChannelId, bool Enabled = true, AlertSeverity MinSeverity = Info, IReadOnlySet<string>? SourceAllowList = null, IReadOnlySet<string>? SymbolAllowList = null); bool Accepts(Alert alert). |
AlertRoutingPolicy |
record (IReadOnlyList<AlertRoute> Routes); static Empty, IEnumerable<AlertRoute> RoutesFor(Alert alert). |
AlertCooldownGate |
AlertCooldownGate(int cooldownSeconds); int CooldownSeconds, bool TryFire(string key, DateTime now), bool TryFire(string key, DateTime now, double cooldownSeconds), void Reset(). |
Trading hours — TradeStrike.Pipeline.Indicators.TradingHours
A TradingHoursTemplate is a named set of weekly TradingSessions plus holiday
rules in an exchange time zone. Resolve one for an instrument through ITradingHoursResolver (or
the ambient holder) and iterate sessions with ISessionIterator.
| Type | Members |
|---|---|
TradingHoursTemplate |
TradingHoursTemplate(string name, IReadOnlyList<TradingSession> sessions, IReadOnlyList<HolidayRule> holidays, TimeZoneInfo exchangeTimeZone); Name, Sessions, Holidays, ExchangeTimeZone; static Create(name, sessions, holidays, string windowsTimeZoneId). |
TradingHoursTemplates |
static helpers: const string TwentyFourSevenName, TwentyFourSeven(tz?), TwentyFourFive(tz?), CmeEth(), CmeRth(). |
TradingSession |
readonly record struct (DayOfWeek BeginDay, TradingTime BeginTime, DayOfWeek EndDay, TradingTime EndTime, DayOfWeek TradingDay); BeginOffsetMinutes, EndOffsetMinutes, DurationMinutes. |
TradingTime |
readonly record struct (int hhmm); Hhmm, Hour, Minute, MinutesFromMidnight, IsEndOfDaySentinel; static FromMinutes(int), FromTimeOnly(TimeOnly); TimeOnly ToTimeOnly(). |
HolidayRule |
readonly record struct (DateOnly TradingDate, HolidayKind Kind, TradingSession? Constraint, string? Description). |
HolidayKind |
enum: FullDay, Replace, EarlyClose, LateOpen, Modify. |
ITradingHoursResolver |
TradingHoursTemplate Resolve(string instrumentId), TradingHoursTemplate Resolve(string instrumentId, string? templateName), bool TryResolveName(string instrumentId, out string templateName), IReadOnlyList<string> ListTemplateNames(). |
ITradingHoursProvider |
TradingHoursTemplate? GetTemplate(). |
TradingHoursAmbient |
static: ITradingHoursResolver Resolver, void SetResolver(ITradingHoursResolver?), IDisposable Use(ITradingHoursResolver); NullTradingHoursResolver.Instance. |
Sessions
The session iterator (namespace …TradingHours) walks trading days; the
SessionWindow helpers (namespace TradeStrike.Pipeline.Indicators.Sessions) are static
in-session tests for a simple start/end time pair.
| Type | Members |
|---|---|
ISessionIterator |
DateTime GetTradingDay(DateTime time), bool IsNewSession(DateTime time, bool includesEndTimestamp), void GetNextSession(...), DateTime CalculateTradingDay(...), bool IsInSession(DateTime time, bool includesEndTimestamp, bool isIntraday), bool IsTradingDayDefined(DateTime date), GetTradingDayBeginLocal/EndLocal(...), void Reset(); ActualSessionBegin, ActualSessionEnd, ActualTradingDayExchange, ActualTradingDayEndLocal. |
SessionWindow |
static: bool IsInSession(DateTime barTime, TimeOnly start, TimeOnly end), DateOnly SessionDate(DateTime barTime, TimeOnly start, TimeOnly end), bool IsSessionOpenBar(DateTime currentTime, DateTime previousTime, TimeOnly start, TimeOnly end). |