/// <summary>
/// Create a new time-in-force item from a table row.
/// </summary>
/// <param name="dataRow">A row from the time-in-force table.</param>
/// <returns>A new TimeInForceItem object.</returns>
protected override TimeInForceItem New(DataRow dataRow)
{
TimeInForceItem item;
TimeInForceRow baseRow = dataRow as TimeInForceRow;
item = new TimeInForceItem()
{
Description = baseRow.Description,
Mnemonic = baseRow.Mnemonic,
SortOrder = baseRow.SortOrder,
TimeInForceCode = baseRow.TimeInForceCode,
};
return(item);
}
/// <summary>
/// Handlers for the ComboBox class of controls.
/// </summary>
/// <param name="sender">The object that originated the event.</param>
/// <param name="routedEventArgs">The routed event arguments.</param>
private void OnSelectorSelectionChanged(object sender, RoutedEventArgs routedEventArgs)
{
// The main idea of this handler is to sort out the user generated actions from the machine generated actions. Once
// its determined that it was a user action, a background thread is called to change the associated field to the value
// selected by the ComboBox.
SelectionChangedEventArgs selectionChangedEventArgs = routedEventArgs as SelectionChangedEventArgs;
// Handle changes to ComboBox elements.
if (selectionChangedEventArgs.OriginalSource is ComboBox)
{
ComboBox comboBox = selectionChangedEventArgs.OriginalSource as ComboBox;
IContent iContent = comboBox.DataContext as IContent;
// This filters all the ComboBox events looking for user initiated actions that are bound to the data model.
if (InputHelper.IsUserInitiated(comboBox, ComboBox.SelectedValueProperty) &&
iContent != null && iContent.Key is DataTableCoordinate)
{
// At this point, a ComboBox was modified by the user and it is connected to a data model field. This will extract
// the coordinates of the field in the table. That, in turn, drives the decision about how to update the shared
// data model.
DataTableCoordinate dataTableCoordiante = iContent.Key as DataTableCoordinate;
WorkingOrderRow workingOrderRow = dataTableCoordiante.DataRow as WorkingOrderRow;
// This will update changes make to the Time In Force field in a background thread.
if (dataTableCoordiante.DataColumn == DataModel.WorkingOrder.TimeInForceIdColumn)
{
TimeInForceRow timeInForceRow = DataModel.TimeInForce.TimeInForceKeyTimeInForceCode.Find((TimeInForce)comboBox.SelectedValue);
FluidTrade.Core.ThreadPoolHelper.QueueUserWorkItem(UpdateField, new Func <MethodResponseErrorCode>(() =>
TradingSupportWebService.UpdateWorkingOrder(new WorkingOrderRecord(workingOrderRow)
{
TimeInForceId = timeInForceRow.TimeInForceId
})));
}
// This will update changes make to the Side field in a background thread.
if (dataTableCoordiante.DataColumn == DataModel.WorkingOrder.SideIdColumn)
{
SideRow sideRow = DataModel.Side.SideKeySideCode.Find((Side)comboBox.SelectedValue);
FluidTrade.Core.ThreadPoolHelper.QueueUserWorkItem(UpdateField, new Func <MethodResponseErrorCode>(() =>
TradingSupportWebService.UpdateWorkingOrder(new WorkingOrderRecord(workingOrderRow)
{
SideId = sideRow.SideId
})));
}
}
}
}
/// <summary>
/// Create working orders.
/// </summary>
/// <param name="sender">The generic thread initialization parameter.</param>
public static void CreateOrders(object state)
{
GenerateTradeInfo generateTradeInfo = state as GenerateTradeInfo;
// Create a random number generator with about as random a number as possible.
Random random = new Random(DateTime.Now.TimeOfDay.Milliseconds);
XDocument xDocument = new XDocument();
lock (DataModel.SyncRoot)
{
// This is the selected blotter for the orders.
BlotterRow blotterRow = DataModel.Blotter.BlotterKey.Find(generateTradeInfo.BlotterId);
if (blotterRow == null)
{
throw new Exception(String.Format("Blotter {0} not found", generateTradeInfo.BlotterId));
}
// This is the current user creating the orders.
UserRow userRow = DataModel.User.UserKey.Find(Information.UserId);
if (userRow == null)
{
throw new Exception("The current user isn't mapped to a database user.");
}
CountryRow countryRow = DataModel.Country.CountryKeyExternalId0.Find("US");
if (countryRow == null)
{
throw new Exception("The country isn't part of the database.");
}
//<script name="Automatically Generated Orders">
XElement elementRoot = new XElement("script", new XAttribute("name", "Automatically Generated Orders"));
xDocument.Add(elementRoot);
// <client name="DataModelClient" type="DataModelClient, Client Data Model" endpoint="TcpDataModelEndpoint" />
elementRoot.Add(
new XElement("client",
new XAttribute("name", "DataModelClient"),
new XAttribute("type", "DataModelClient, Client Data Model"),
new XAttribute("endpoint", "TcpDataModelEndpoint")));
for (int index = 0; index < generateTradeInfo.OrderCount; index++)
{
// <transaction>
XElement elementTransaction = new XElement("transaction");
elementRoot.Add(elementTransaction);
// Generate a working order identifier.
Guid workingOrderId = Guid.NewGuid();
// Generate the status of the new order.
StatusRow statusRow = DataModel.Status.StatusKeyStatusCode.Find(Status.New);
// Generate a random US Fixed Income Instrument.
SecurityRow securityRow = null;
SecurityRow settlementCurrencyRow = null;
while (true)
{
// Select a random equity.
DebtRow debtRow = DataModel.Debt[random.Next(DataModel.Debt.Count - 1)];
securityRow = debtRow.SecurityRowByFK_Security_Debt_DebtId;
// Generate the settlement currency
EntityRow usdEntityRow = DataModel.Entity.EntityKeyExternalId0.Find("USD");
settlementCurrencyRow = DataModel.Security.SecurityKey.Find(usdEntityRow.EntityId);
PriceRow priceRow = DataModel.Price.PriceKey.Find(securityRow.SecurityId, settlementCurrencyRow.SecurityId);
if (priceRow != null)
{
break;
}
}
// Generate the side for the order.
Side side = random.Next(2) == 0 ? Side.Buy : Side.Sell;
SideRow sideRow = DataModel.Side.SideKeySideCode.Find(side);
// Generate the time in force for this order.
TimeInForceRow timeInForceRow = DataModel.TimeInForce.TimeInForceKeyTimeInForceCode.Find(TimeInForce.GoodTillCancel);
// Generate trade and settlement dates.
DateTime tradeDate = DateTime.Now;
DateTime settlementDate = DateTime.Now;
for (int dayIndex = 0; dayIndex < 3; dayIndex++)
{
settlementDate += TimeSpan.FromDays(1.0);
if (settlementDate.DayOfWeek == DayOfWeek.Saturday)
{
settlementDate += TimeSpan.FromDays(1.0);
}
if (settlementDate.DayOfWeek == DayOfWeek.Sunday)
{
settlementDate += TimeSpan.FromDays(1.0);
}
}
// Generate matching selections.
Boolean isBrokerMatch = random.Next(10) == 0;
Boolean isHedgeMatch = random.Next(5) == 0;
Boolean isInstitutionMatch = true;
if (random.Next(5) == 0)
{
isBrokerMatch = true;
isHedgeMatch = true;
isInstitutionMatch = true;
}
if (random.Next(10) == 0)
{
isBrokerMatch = false;
isHedgeMatch = false;
isInstitutionMatch = false;
}
// Generate a submission type for crossing.
Crossing crossing = Crossing.NeverMatch;
CrossingRow crossingRow = DataModel.Crossing.CrossingKeyCrossingCode.Find(crossing);
// <method name="CreateWorkingOrderEx" client="DataModelClient">
XElement elementWorkingOrder = new XElement(
"method",
new XAttribute("name", "CreateWorkingOrderEx"),
new XAttribute("client", "DataModelClient"));
elementTransaction.Add(elementWorkingOrder);
// <parameter name="blotterKey" value="TONY DE SILVA BLOTTER" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "blotterKey"),
new XAttribute("value", blotterRow.EntityRow.ExternalId0)));
// <parameter name="configurationId" value="CUSIP" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "configurationId"),
new XAttribute("value", "CUSIP")));
// <parameter name="createdTime" value="5/26/2006 11:57:19 AM" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "createdTime"),
new XAttribute("value", DateTime.Now.ToString("G"))));
// <parameter name="crossingKey" value="ALWAYS" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "crossingKey"),
new XAttribute("value", crossingRow.ExternalId0)));
// <parameter name="externalId0" value="{fed508fb-b2a9-44df-8aa9-760f43a5d768}" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "externalId0"),
new XAttribute("value", workingOrderId.ToString("B"))));
// <parameter name="isBrokerMatch" value="True" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "isBrokerMatch"),
new XAttribute("value", isBrokerMatch)));
// <parameter name="isHedgeMatch" value="True" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "isHedgeMatch"),
new XAttribute("value", isHedgeMatch)));
// <parameter name="isInstitutionMatch" value="True" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "isInstitutionMatch"),
new XAttribute("value", isInstitutionMatch)));
// <parameter name="modifiedTime" value="5/26/2006 11:57:19 AM" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "modifiedTime"),
new XAttribute("value", DateTime.Now.ToString("G"))));
// <parameter name="orderTypeKey" value="MKT" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "orderTypeKey"),
new XAttribute("value", "MKT")));
// <parameter name="securityKeyBySecurityId" value="LMT" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "securityKeyBySecurityId"),
new XAttribute("value", securityRow.EntityRow.ExternalId4)));
// <parameter name="securityKeyBySettlementId" value="USD" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "securityKeyBySettlementId"),
new XAttribute("value", settlementCurrencyRow.EntityRow.ExternalId0)));
// <parameter name="settlementDate" value="3/31/2008 10:00:00 AM" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "settlementDate"),
new XAttribute("value", settlementDate.ToString("G"))));
// <parameter name="sideKey" value="BUY" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "sideKey"),
new XAttribute("value", sideRow.ExternalId0)));
// <parameter name="statusKey" value="PARTIALFILL" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "statusKey"),
new XAttribute("value", statusRow.ExternalId0)));
// <parameter name="timeInForceKey" value="DAY" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "timeInForceKey"),
new XAttribute("value", timeInForceRow.ExternalId0)));
// <parameter name="tradeDate" value="3/28/2008 10:00:00 AM" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "tradeDate"),
new XAttribute("value", tradeDate.ToString("G"))));
// <parameter name="userKeyByCreatedUserId" value="TONY DE SILVA" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "userKeyByCreatedUserId"),
new XAttribute("value", userRow.EntityRow.ExternalId0)));
// <parameter name="userKeyByModifiedUserId" value="TONY DE SILVA" />
elementWorkingOrder.Add(
new XElement("parameter",
new XAttribute("name", "userKeyByModifiedUserId"),
new XAttribute("value", userRow.EntityRow.ExternalId0)));
// Most working orders have only a single source order but occationally they are blocked together and
// allocated as a single ticket.
Int32 sourceOrderCount = random.Next(6) == 0 ? random.Next(4) + 1 : 1;
for (int sourceOrderIndex = 0; sourceOrderIndex < sourceOrderCount; sourceOrderIndex++)
{
// Generate the source order identifier.
Guid sourceOrderId = Guid.NewGuid();
// Generate the quantity of this order.
Decimal orderedQuantity = Convert.ToDecimal(random.Next(1, 100)) * 100.0M;
if (orderedQuantity == 0.0M)
{
throw new Exception("The Quantity is zero!!");
}
// <method name="CreateSourceOrderEx" client="DataModelClient">
XElement elementSourceOrder = new XElement(
"method",
new XAttribute("name", "CreateSourceOrderEx"),
new XAttribute("client", "DataModelClient"));
elementTransaction.Add(elementSourceOrder);
// <parameter name="blotterKey" value="TONY DE SILVA BLOTTER" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "blotterKey"),
new XAttribute("value", blotterRow.EntityRow.ExternalId0)));
// <parameter name="configurationId" value="CUSIP" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "configurationId"),
new XAttribute("value", "CUSIP")));
// <parameter name="createdTime" value="5/26/2006 11:57:19 AM" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "createdTime"),
new XAttribute("value", DateTime.Now)));
// <parameter name="externalId0" value="{3d289495-9c66-4582-b50f-3548c8c260f1}" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "externalId0"),
new XAttribute("value", sourceOrderId.ToString("B"))));
// <parameter name="modifiedTime" value="5/26/2006 11:57:19 AM" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "modifiedTime"),
new XAttribute("value", DateTime.Now.ToString("G"))));
// <parameter name="orderedQuantity" value="4300.0000000" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "orderedQuantity"),
new XAttribute("value", orderedQuantity)));
// <parameter name="orderTypeKey" value="MKT" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "orderTypeKey"),
new XAttribute("value", "MKT")));
// <parameter name="securityKeyBySecurityId" value="LMT" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "securityKeyBySecurityId"),
new XAttribute("value", securityRow.EntityRow.ExternalId4)));
// <parameter name="securityKeyBySettlementId" value="USD" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "securityKeyBySettlementId"),
new XAttribute("value", settlementCurrencyRow.EntityRow.ExternalId0)));
// <parameter name="settlementDate" value="3/31/2008 10:00:00 AM" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "settlementDate"),
new XAttribute("value", settlementDate)));
// <parameter name="sideKey" value="BUY" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "sideKey"),
new XAttribute("value", sideRow.ExternalId0)));
// <parameter name="statusKey" value="PARTIALFILL" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "statusKey"),
new XAttribute("value", statusRow.ExternalId0)));
// <parameter name="timeInForceKey" value="DAY" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "timeInForceKey"),
new XAttribute("value", timeInForceRow.ExternalId0)));
// <parameter name="tradeDate" value="3/28/2008 10:00:00 AM" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "tradeDate"),
new XAttribute("value", tradeDate.ToString("G"))));
// <parameter name="userKeyByCreatedUserId" value="TONY DE SILVA" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "userKeyByCreatedUserId"),
new XAttribute("value", userRow.EntityRow.ExternalId0)));
// <parameter name="userKeyByModifiedUserId" value="TONY DE SILVA" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "userKeyByModifiedUserId"),
new XAttribute("value", userRow.EntityRow.ExternalId0)));
// <parameter name="workingOrderKey" value="{fed508fb-b2a9-44df-8aa9-760f43a5d768}" />
elementSourceOrder.Add(
new XElement("parameter",
new XAttribute("name", "workingOrderKey"),
new XAttribute("value", workingOrderId.ToString("B"))));
}
}
// Fill out the file name with a default directory and an extension if they are required before saving the
// generated orders.
String fileName = generateTradeInfo.FileName;
if (!Path.IsPathRooted(fileName))
{
fileName = Path.Combine(Environment.ExpandEnvironmentVariables(FixedIncomeOrders.DefaultDirectory), fileName);
}
if (!Path.HasExtension(fileName))
{
fileName = Path.ChangeExtension(fileName, FixedIncomeOrders.DefaultFileExtension);
}
xDocument.Save(fileName);
}
}
