Configuring StartTime
and EndTime
on different timezones results in wrong schedule calculation
#486
Labels
StartTime
and EndTime
on different timezones results in wrong schedule calculation
#486
Describe the bug
We are connecting to an FX market that has an opening time on the Madrid timezone (at 00:00) and close time on the New York timezone (at 17:00), Monday to Friday, due to fixing reasons.
The local time is UTC, the application runs in kubernetes.
To avoid having to change the config when daylight savings changes, we setup the session the following way:
We want to connect 5 minutes before the session opens and disconnect 5 minutes after.
Using this configuration, results on the session connecting at 23:55 Madrid (21:55 UTC) and disconnecting at 00:00 Madrid (22:00 UTC), reconnecting again at 06:00 Madrid (04:00 UTC)
The issue is found in
DefaultSessionSchedule
.theMostRecentIntervalBefore
calculates the wrong interval when changing days and the close time is before open time.The log shows the correct schedule
[FIX.5.0:SENDER->TARGET] sunday, monday, tuesday, wednesday, thursday, 21:55:00-UTC - 21:05:00-UTC (sunday, monday, tuesday, wednesday, thursday, 23:55:00-MESZ - 17:05:00-EDT)
To Reproduce
Expected behavior
The session connects and disconnects at the appropiate times.
system information:
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