/// <summary>
/// Creates a Execution Element.
/// </summary>
/// <param name="blockOrderDocument">The parent document of this Xml Node.</param>
/// <param name="executionRow">The execution record used to create the Xml Node.</param>
public ExecutionElement(BlockOrderDocument blockOrderDocument, ClientMarketData.ExecutionRow executionRow) :
base("Execution", blockOrderDocument)
{
// Keep track of the record that created this element.
this.executionRow = executionRow;
// Apply the attributes to the element.
AddAttribute("ExecutionId", executionRow.ExecutionId);
AddAttribute("BrokerId", executionRow.BrokerId);
AddAttribute("BrokerSymbol", executionRow.BrokerRow.Symbol);
AddAttribute("Quantity", executionRow.Quantity);
AddAttribute("Price", executionRow.Price);
}
/// <summary>
/// Creates an XML Element representing a placment in the execution document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="executionRow">A execution record.</param>
public ExecutionElement(XmlDocument xmlDocument, ClientMarketData.ExecutionRow executionRow) :
base("Execution", xmlDocument)
{
// Add the attributes of a execution to this record.
AddAttribute("ExecutionId", executionRow.ExecutionId.ToString());
AddAttribute("Quantity", executionRow.ExecutionQuantity.ToString());
AddAttribute("Price", executionRow.ExecutionPrice.ToString());
AddAttribute("Commission", executionRow.Commission.ToString());
AddAttribute("AccruedInterest", executionRow.AccruedInterest.ToString());
AddAttribute("UserFee0", executionRow.UserFee0.ToString());
AddAttribute("UserFee1", executionRow.UserFee1.ToString());
AddAttribute("UserFee2", executionRow.UserFee2.ToString());
AddAttribute("UserFee3", executionRow.UserFee3.ToString());
AddAttribute("TradeDate", executionRow.TradeDate.ToString("s"));
AddAttribute("SettlementDate", executionRow.SettlementDate.ToString("s"));
AddAttribute("CreatedTime", executionRow.CreatedTime.ToString("s"));
}
/// <summary>
/// Creates an XML Element representing a placment in the execution document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="executionRow">A execution record.</param>
public GlobalExecutionElement(XmlDocument xmlDocument, ClientMarketData.ExecutionRow executionRow) :
base("GlobalExecution", xmlDocument)
{
// Add the attributes of a broker to this record.
ClientMarketData.BrokerRow brokerRow = executionRow.BrokerRow;
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
// Add the attributes of a execution to this record.
AddAttribute("ExecutionId", executionRow.ExecutionId.ToString());
AddAttribute("Quantity", executionRow.Quantity.ToString());
AddAttribute("Price", executionRow.Price.ToString());
AddAttribute("Commission", executionRow.Commission.ToString());
AddAttribute("AccruedInterest", executionRow.AccruedInterest.ToString());
AddAttribute("UserFee0", executionRow.UserFee0.ToString());
AddAttribute("UserFee1", executionRow.UserFee1.ToString());
AddAttribute("UserFee2", executionRow.UserFee2.ToString());
AddAttribute("UserFee3", executionRow.UserFee3.ToString());
AddAttribute("TradeDate", executionRow.TradeDate.ToString("s"));
AddAttribute("SettlementDate", executionRow.SettlementDate.ToString("s"));
if (!executionRow.IsCreatedTimeNull())
{
AddAttribute("CreatedTime", executionRow.CreatedTime.ToString("s"));
}
if (!executionRow.IsCreatedLoginIdNull())
{
AddAttribute("CreatedLoginId", executionRow.CreatedLoginId.ToString());
AddAttribute("CreatedLoginName", executionRow.LoginRowByFKLoginExecutionCreatedLoginId.ObjectRow.Name);
}
if (!executionRow.IsModifiedTimeNull())
{
AddAttribute("ModifiedTime", executionRow.ModifiedTime.ToString("s"));
}
if (!executionRow.IsModifiedLoginIdNull())
{
AddAttribute("ModifiedLoginId", executionRow.ModifiedLoginId.ToString());
AddAttribute("ModifiedLoginName", executionRow.LoginRowByFKLoginExecutionModifiedLoginId.ObjectRow.Name);
}
}
/// <summary>
/// Creates a execution element for the ExecutionDocument
/// </summary>
/// <param name="executionRow">A Execution record</param>
/// <returns>An element that represents a execution.</returns>
public GlobalExecutionElement CreateGlobalExecutionElement(ClientMarketData.ExecutionRow executionRow)
{
return(new GlobalExecutionElement(this, executionRow));
}
public GlobalTicket(ClientMarketData.ExecutionRow executionRow)
{
// Initialize members
this.isLocal = false;
this.blockOrderId = executionRow.BlockOrderId;
this.brokerId = executionRow.BrokerId;
this.transactionTypeCode = executionRow.BlockOrderRow.TransactionTypeCode;
this.brokerName = executionRow.BrokerRow.ObjectRow.Name;
this.brokerSymbol = executionRow.BrokerRow.Symbol;
this.rowVersion = executionRow.RowVersion;
this.executionId = executionRow.ExecutionId;
this.quantity = executionRow.Quantity;
this.price = executionRow.Price;
this.commission = executionRow.Commission;
this.accruedInterest = executionRow.AccruedInterest;
this.userFee0 = executionRow.UserFee0;
this.userFee1 = executionRow.UserFee1;
this.userFee2 = executionRow.UserFee2;
this.userFee3 = executionRow.UserFee3;
this.tradeDate = executionRow.TradeDate;
this.settlementDate = executionRow.SettlementDate;
this.createdTime = executionRow.CreatedTime;
this.createdLoginId = executionRow.CreatedLoginId;
ClientMarketData.LoginRow createdLogin = ClientMarketData.Login.FindByLoginId(this.CreatedLoginId);
if (createdLogin != null)
{
this.createdLoginName = createdLogin.ObjectRow.Name;
}
this.modifiedTime = executionRow.ModifiedTime;
this.modifiedLoginId = executionRow.ModifiedLoginId;
ClientMarketData.LoginRow modifiedLogin = ClientMarketData.Login.FindByLoginId(this.ModifiedLoginId);
if (modifiedLogin != null)
{
this.modifiedLoginName = modifiedLogin.ObjectRow.Name;
}
// Initialize Field Status
iRowVersionModified = true;
isBlockOrderIdModified = true;
isTransactionTypeCodeModified = true;
isBrokerIdModified = true;
isBrokerNameModified = true;
isBrokerSymbolModified = true;
isExecutionIdModified = true;
isQuantityModified = true;
isPriceModified = true;
isCommissionModified = true;
isAccruedInterestModified = true;
isUserFee0Modified = true;
isUserFee1Modified = true;
isUserFee2Modified = true;
isUserFee3Modified = true;
isTradeDateModified = true;
isSettlementDateModified = true;
isCreatedTimeModified = true;
isCreatedLoginIdModified = true;
isCreatedLoginNameModified = true;
isModifiedTimeModified = true;
isModifiedLoginIdModified = true;
isModifiedLoginNameModified = true;
}
/// <summary>
/// Creates a execution element for the TicketDocument
/// </summary>
/// <param name="executionRow">A Ticket record</param>
/// <returns>An element that represents a execution.</returns>
public ExecutionElement CreateExecutionElement(ClientMarketData.ExecutionRow executionRow)
{
return(new ExecutionElement(this, executionRow));
}
public ExecutionElement(ExecutionDocument executionDocument, ClientMarketData.ExecutionRow executionRow, FieldArray fields) :
base("Execution", executionDocument)
{
// ExecutionId - Primary Key for this report.
AddAttribute("ExecutionId", executionRow.ExecutionId);
// State - Note that the status code is always provided to the DOM for color coding of the fields.
AddAttribute("SourceStateCode", executionRow.SourceStateCode);
AddAttribute("DestinationStateCode", executionRow.DestinationStateCode);
if (fields[Field.SourceState])
{
AddAttribute("SourceStateMnemonic", executionRow.StateRowByStateExecutionSourceStateCode.Mnemonic);
}
if (fields[Field.DestinationState])
{
AddAttribute("DestinationStateMnemonic", executionRow.StateRowByStateExecutionDestinationStateCode.Mnemonic);
}
// Blotter
if (fields[Field.Blotter])
{
AddAttribute("Blotter", executionRow.DestinationOrderRow.WorkingOrderRow.BlotterId);
AddAttribute("BlotterName", executionRow.DestinationOrderRow.WorkingOrderRow.BlotterRow.ObjectRow.Name);
}
// OrderType
if (fields[Field.OrderType])
{
AddAttribute("OrderTypeCode", executionRow.DestinationOrderRow.WorkingOrderRow.OrderTypeCode);
AddAttribute("OrderTypeMnemonic", executionRow.DestinationOrderRow.WorkingOrderRow.OrderTypeRow.Mnemonic);
AddAttribute("CashSign", executionRow.DestinationOrderRow.WorkingOrderRow.OrderTypeRow.CashSign);
AddAttribute("QuantitySign", executionRow.DestinationOrderRow.WorkingOrderRow.OrderTypeRow.QuantitySign);
}
// TimeInForce
if (fields[Field.TimeInForce])
{
AddAttribute("TimeInForceCode", executionRow.DestinationOrderRow.WorkingOrderRow.TimeInForceRow.TimeInForceCode);
AddAttribute("TimeInForceName", executionRow.DestinationOrderRow.WorkingOrderRow.TimeInForceRow.Mnemonic);
}
// Security
if (fields[Field.Security])
{
AddAttribute("SecurityId", executionRow.DestinationOrderRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.SecurityId);
AddAttribute("SecuritySymbol", executionRow.DestinationOrderRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.Symbol);
AddAttribute("SecurityName", executionRow.DestinationOrderRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.ObjectRow.Name);
}
// Source Order Total Quantity
if (fields[Field.ExecutionQuantity])
{
AddAttribute("ExecutionQuantity", executionRow.ExecutionQuantity);
}
// Execution Price
if (fields[Field.ExecutionPrice])
{
AddAttribute("ExecutionPrice", executionRow.ExecutionPrice);
}
// Market Value
if (fields[Field.ExecutionPrice] || fields[Field.ExecutionQuantity])
{
AddAttribute("GrossValue", executionRow.ExecutionQuantity * executionRow.ExecutionPrice);
}
// Commission
if (fields[Field.Commission])
{
AddAttribute("Commission", executionRow.Commission);
}
// Execution Net
if (fields[Field.ExecutionPrice] || fields[Field.ExecutionQuantity] || fields[Field.Commission])
{
AddAttribute("NetValue", (executionRow.ExecutionQuantity * executionRow.DestinationOrderRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.QuantityFactor) *
(executionRow.ExecutionPrice * executionRow.DestinationOrderRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.PriceFactor) +
(executionRow.Commission * executionRow.DestinationOrderRow.WorkingOrderRow.OrderTypeRow.QuantitySign));
}
// Destination
if (fields[Field.Destination])
{
if (!executionRow.DestinationOrderRow.WorkingOrderRow.IsDestinationIdNull())
{
AddAttribute("DestinationId", executionRow.DestinationOrderRow.WorkingOrderRow.DestinationRow.DestinationId);
AddAttribute("DestinationName", executionRow.DestinationOrderRow.WorkingOrderRow.DestinationRow.Name);
AddAttribute("DestinationShortName", executionRow.DestinationOrderRow.WorkingOrderRow.DestinationRow.ShortName);
}
}
// The Direction of this order (buy, sell, buy cover, etc.)
if (fields[Field.PriceType])
{
AddAttribute("PriceTypeCode", executionRow.DestinationOrderRow.WorkingOrderRow.PriceTypeRow.PriceTypeCode);
AddAttribute("PriceTypeMnemonic", executionRow.DestinationOrderRow.WorkingOrderRow.PriceTypeRow.Mnemonic);
}
// The clearing broker.
if (fields[Field.Broker])
{
if (!executionRow.IsBrokerIdNull())
{
AddAttribute("BrokerId", executionRow.BrokerRow.BrokerId);
AddAttribute("BrokerName", executionRow.BrokerRow.SourceRow.BlotterRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", executionRow.BrokerRow.Symbol);
}
}
// The account for clearing this execution.
if (fields[Field.BrokerAccount])
{
if (!executionRow.IsBrokerAccountIdNull())
{
AddAttribute("BrokerAccountId", executionRow.BrokerAccountRow.BrokerAccountId);
AddAttribute("BrokerAccountMnemonic", executionRow.BrokerAccountRow.Mnemonic);
AddAttribute("BrokerAccountDescription", executionRow.BrokerAccountRow.Description);
}
}
// The remaining Source Order Fields
if (fields[Field.Execution])
{
// Created
AddAttribute("CreatedName", executionRow.DestinationOrderRow.WorkingOrderRow.UserRowByUserWorkingOrderCreatedUserId.ObjectRow.Name);
AddAttribute("CreatedTime", executionRow.DestinationOrderRow.WorkingOrderRow.CreatedTime.ToString("s"));
// Limit Price
if (!executionRow.DestinationOrderRow.WorkingOrderRow.IsLimitPriceNull())
{
AddAttribute("LimitPrice", (decimal)executionRow.DestinationOrderRow.WorkingOrderRow.LimitPrice);
}
// Stop Price
if (!executionRow.DestinationOrderRow.WorkingOrderRow.IsStopPriceNull())
{
AddAttribute("StopPrice", (decimal)executionRow.DestinationOrderRow.WorkingOrderRow.StopPrice);
}
}
}
/// <summary>
/// Creates a well formed working order document object model from fragments of data.
/// </summary>
/// <param name="blotterId">A list of items to be included in the DOM.</param>
public ExecutionDocument(FragmentList fragmentList)
{
try
{
// Lock the tables
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
ClientMarketData.BlotterLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.DestinationLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.DestinationOrderLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ObjectLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ObjectTreeLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.OrderTypeLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.PriceTypeLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.SecurityLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ExecutionLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.StateLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.StylesheetLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.TimeInForceLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.UserLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.WorkingOrderLock.AcquireReaderLock(CommonTimeout.LockWait);
// The root of the fragment document.
XmlNode fragmentNode = this.AppendChild(this.CreateElement("Fragment"));
// The insert, update and delete elements are only included only when there is data in those sections.
XmlNode insertNode = null;
XmlNode updateNode = null;
XmlNode deleteNode = null;
foreach (Fragment fragment in fragmentList)
{
// The generic record in the fragment is cast here to a ExecutionRow. By design, this is the only type of
// record that will be placed into the FragmentList.
ClientMarketData.ExecutionRow executionRow = (ClientMarketData.ExecutionRow)fragment.Row;
// Insert, Update or Delete the fragment.
switch (fragment.DataAction)
{
case DataAction.Insert:
// The 'insert' element is optional until there is something to insert.
if (insertNode == null)
{
insertNode = fragmentNode.AppendChild(this.CreateElement("Insert"));
}
// Insert the record.
insertNode.AppendChild(new ExecutionElement(this, executionRow, FieldArray.Set));
break;
case DataAction.Update:
// The 'update' element is optional until there is something to update.
if (updateNode == null)
{
updateNode = fragmentNode.AppendChild(this.CreateElement("Update"));
}
// Update individual properties of the record.
updateNode.AppendChild(new ExecutionElement(this, executionRow, fragment.Fields));
break;
case DataAction.Delete:
// The 'delete' element is optional until there is something to delete.
if (deleteNode == null)
{
deleteNode = fragmentNode.AppendChild(this.CreateElement("Delete"));
}
// The original record can't be used (because it has been deleted, duh). A key is constructed from the data
// stored in the fragment list.
CommonElement commonElement = new CommonElement("Execution", this);
commonElement.AddAttribute("ExecutionId", (int)fragment.Key[0]);
deleteNode.AppendChild(commonElement);
break;
}
}
}
catch (Exception exception)
{
// Write the error and stack trace out to the event log.
EventLog.Error("{0}, {1}", exception.Message, exception.StackTrace);
}
finally
{
// Release the table locks.
if (ClientMarketData.BlotterLock.IsReaderLockHeld)
{
ClientMarketData.BlotterLock.ReleaseReaderLock();
}
if (ClientMarketData.DestinationLock.IsReaderLockHeld)
{
ClientMarketData.DestinationLock.ReleaseReaderLock();
}
if (ClientMarketData.DestinationOrderLock.IsReaderLockHeld)
{
ClientMarketData.DestinationOrderLock.ReleaseReaderLock();
}
if (ClientMarketData.ObjectLock.IsReaderLockHeld)
{
ClientMarketData.ObjectLock.ReleaseReaderLock();
}
if (ClientMarketData.ObjectTreeLock.IsReaderLockHeld)
{
ClientMarketData.ObjectTreeLock.ReleaseReaderLock();
}
if (ClientMarketData.OrderTypeLock.IsReaderLockHeld)
{
ClientMarketData.OrderTypeLock.ReleaseReaderLock();
}
if (ClientMarketData.PriceTypeLock.IsReaderLockHeld)
{
ClientMarketData.PriceTypeLock.ReleaseReaderLock();
}
if (ClientMarketData.SecurityLock.IsReaderLockHeld)
{
ClientMarketData.SecurityLock.ReleaseReaderLock();
}
if (ClientMarketData.ExecutionLock.IsReaderLockHeld)
{
ClientMarketData.ExecutionLock.ReleaseReaderLock();
}
if (ClientMarketData.StateLock.IsReaderLockHeld)
{
ClientMarketData.StateLock.ReleaseReaderLock();
}
if (ClientMarketData.StylesheetLock.IsReaderLockHeld)
{
ClientMarketData.StylesheetLock.ReleaseReaderLock();
}
if (ClientMarketData.TimeInForceLock.IsReaderLockHeld)
{
ClientMarketData.TimeInForceLock.ReleaseReaderLock();
}
if (ClientMarketData.UserLock.IsReaderLockHeld)
{
ClientMarketData.UserLock.ReleaseReaderLock();
}
if (ClientMarketData.WorkingOrderLock.IsReaderLockHeld)
{
ClientMarketData.WorkingOrderLock.ReleaseReaderLock();
}
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
}
}
