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Eddie Hebert
862cfbbd19
Make the ordering in which processing of event types both explicit and independent of the sort ordering of the incoming sources. The overhead of creating the list per snapshot and the iterators appears to be marginal in the minute data case when tested locally. This patch is intended as part of the path towards making the trade simulation loop not depend on consuming and tracking every trade event. The timing of where last_sale_date was needed to be changed was proving difficult to adapt in the previous model. Should also allow the removal of sorting of the various source streams.