Added the base classes needed for integration

src/lib/orderman/orders/spreader_orders/spreader/external_interfacing/SpreaderWrapper.cpp

@@ -0,0 +1,8 @@
+#include "SpreaderWrapper.h"
+
+namespace bts::integration {
+SpreaderWrapper::SpreaderWrapper(
+    const bts::api::SyntheticContract &, IOrderGateway &) {}
+void SpreaderWrapper::on_order_update(const OrderUpdate &) {}
+void SpreaderWrapper::update_book(const bts::orderman::Book &) {}
+} // namespace bts::integration

src/lib/orderman/orders/spreader_orders/spreader/external_interfacing/SpreaderWrapper.h

@@ -0,0 +1,57 @@
+#pragma once
+
+#include "lib/api/services/OrderService.pb.h"
+#include "lib/domain_model/Security.pb.h"
+#include "lib/domain_model/common.h"
+#include "lib/mercury/events/TimerEvent.h"
+#include "lib/orderman/events/BookUpdateEvent.h"
+#include "lib/orderman/events/OrderStateUpdateEvent.h"
+#include "lib/orderman/orderman_utils/Book.h"
+#include "lib/orderman/orderman_utils/orderman_common.h"
+#include "lib/orderman/orders/Order.h"
+#include "lib/orderman/orders/spreader_orders/spreader/ISpreaderManager.h"
+#include "lib/orderman/orders/spreader_orders/spreader/SpreaderBookkeepingData.h"
+#include "lib/orderman/orders/spreader_orders/spreader/SpreaderCacheWarmingState.h"
+#include "lib/orderman/orders/spreader_orders/spreader_states/SpreaderEndStateWorker.h"
+#include "lib/orderman/orders/spreader_orders/spreader_states/SpreaderStartStateWorker.h"
+#include "lib/orderman/orders/spreader_orders/spreader_states/SpreaderState.h"
+#include "lib/orderman/orders/spreader_orders/spreader_states/SpreaderWaitingForCancelAllStateWorker.h"
+#include "lib/orderman/orders/spreader_orders/spreader_states/SpreaderWaitingForInitialDataStateWorker.h"
+#include "lib/orderman/orders/spreader_orders/spreader_states/SpreaderWorkingStateWorker.h"
+#include "lib/sparkproto/SparkProtos.pb.h"
+#include "lib/utils/bts_chrono.h"
+#include "lib/utils/is_unittest_environment.h"
+#include <memory>
+
+namespace bts::integration {
+
+// needs to be implemented by 3rd party
+class IOrderGateway {
+   virtual bts::orderman::OrderKey send_order(
+       const bts::api::orderman::OrderDefinition &order_def) = 0;
+};
+
+struct OrderUpdate;
+class IOrderSync {
+   virtual void on_order_update(const OrderUpdate &update) = 0;
+};
+
+struct OrderUpdate {
+   bts::orderman::OrderKey key;
+   api::orderman::OrderStatus status;
+   double price;
+   uint32_t quantity;
+   uint32_t filled_quantity;
+   double avg_price;
+};
+
+class SpreaderWrapper : public IOrderSync {
+ public:
+   SpreaderWrapper(
+       const bts::api::SyntheticContract &synthetic_contract,
+       IOrderGateway &order_gateway);
+   void on_order_update(const OrderUpdate &update) override;
+   void update_book(const bts::orderman::Book &book);
+   void update_spreader(Price price, Quantity qty);
+};
+} // namespace bts::integration

src/server/sparkd/md/platforms/emumba/EmMDListener.cpp

@@ -92,6 +92,8 @@ bts::co2::TradingStatus convert_trading_status(
       return bts::co2::TradingStatus::TRADINGSTATUS_NORMAL;
    case emumba::market_data::security_state::state::preopen:
       return bts::co2::TradingStatus::TRADINGSTATUS_PRE_OPEN;
+   case emumba::market_data::security_state::state::closed:
+      return bts::co2::TradingStatus::TRADINGSTATUS_CLOSED;
    }
    bts_assert(false);
    return bts::co2::TradingStatus::TRADINGSTATUS_UNKNOWN;