/// <summary>
/// Updates the aggregates associated with a SourceOrder.
/// </summary>
/// <param name="workingOrderRow">The working order to which the SourceOrder belongs.</param>
void UpdateSourceOrderQuantity(WorkingOrder workingOrder, DataModel.WorkingOrderRow workingOrderRow)
{
// These factors are used display the quantities and prices in industry standard notations.
Decimal quantityFactor = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.QuantityFactor;
Decimal priceFactor = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.PriceFactor;
// Aggregate the execution and source order quantities.
Decimal sourceOrderQuantity = 0.0m;
foreach (DataModel.SourceOrderRow sourceOrderRow in workingOrderRow.GetSourceOrderRows())
{
sourceOrderQuantity += sourceOrderRow.OrderedQuantity;
}
// Update and commit the changes to the WorkingOrder record.
this.workingOrderCollectionView.EditItem(workingOrder);
workingOrder.SourceOrderQuantity = sourceOrderQuantity;
workingOrder.MarketValue = sourceOrderQuantity * quantityFactor * workingOrder.LastPrice.Price * priceFactor;
this.workingOrderCollectionView.CommitEdit();
}
/// <summary>
/// The sum total of the quantities of all the source orders in a given working order.
/// </summary>
/// <param name="dataModelTransaction"></param>
/// <param name="workingOrderRow">A working order row.</param>
/// <returns>The total quantity of all the source orders associated with the working order.</returns>
internal static Decimal GetSourceOrderQuantity(DataModelTransaction dataModelTransaction, DataModel.WorkingOrderRow workingOrderRow)
{
// This will aggregate all the source order quantities. Note that the rows are kept locked for the duration of the transaction. This guarantees
// the integrity of the aggregate values.
Decimal sourceOrderQuantity = 0.0m;
foreach (DataModel.SourceOrderRow sourceOrderRow in workingOrderRow.GetSourceOrderRows())
{
try
{
sourceOrderRow.AcquireReaderLock(dataModelTransaction.TransactionId, DataModel.LockTimeout);
sourceOrderQuantity += sourceOrderRow.OrderedQuantity;
}
finally
{
sourceOrderRow.ReleaseLock(dataModelTransaction.TransactionId);
}
}
// This is the sum total of all the source orders in the given working order.
return(sourceOrderQuantity);
}
/// <summary>
/// Copy the values from the data model.
/// </summary>
/// <param name="workingOrderRow">The data model row that is the source of the data.</param>
public virtual void Copy(DataModel.WorkingOrderRow workingOrderRow)
{
// Validate the parameters.
if (workingOrderRow == null)
{
throw new ArgumentNullException("workingOrderRow");
}
// Find the price associated with the security in this order and copy.
DataModel.PriceRow priceRow = DataModel.Price.PriceKey.Find(
workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.SecurityId,
workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SettlementId.SecurityId);
if (priceRow != null)
{
this.AskPrice.Price = priceRow.AskPrice;
this.BidPrice.Price = priceRow.BidPrice;
this.LastPrice.Price = priceRow.LastPrice;
}
// Any order that is not filled is considered active.
this.IsActive = workingOrderRow.StatusRow.StatusCode != StatusCode.Filled;
// Copy the scalar values directly from the data model.
this.BlotterName = workingOrderRow.BlotterRow.EntityRow.Name;
this.CreatedBy = workingOrderRow.UserRowByFK_User_WorkingOrder_CreatedUserId.EntityRow.Name;
this.CreatedTime = workingOrderRow.CreatedTime;
this.ModifiedBy = workingOrderRow.UserRowByFK_User_WorkingOrder_ModifiedUserId.EntityRow.Name;
this.ModifiedTime = workingOrderRow.ModifiedTime;
this.RowVersion = workingOrderRow.RowVersion;
this.SecurityName = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.EntityRow.Name;
this.SideCode = workingOrderRow.SideRow.SideCode;
this.SideMnemonic = workingOrderRow.SideRow.Mnemonic;
this.SettlementDate = workingOrderRow.SettlementDate;
this.StatusCode = workingOrderRow.StatusRow.StatusCode;
this.Symbol = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.Symbol;
this.TradeDate = workingOrderRow.TradeDate;
this.WorkingOrderId = workingOrderRow.WorkingOrderId;
// These factors are needed to compute the proper quantities and prices.
Decimal quantityFactor = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.QuantityFactor;
Decimal priceFactor = workingOrderRow.SecurityRowByFK_Security_WorkingOrder_SecurityId.PriceFactor;
// Aggregate the Destiantion Order and Execution Quantities.
Decimal destinationOrderQuantity = 0.0m;
Decimal executionQuantity = 0.0m;
foreach (DataModel.DestinationOrderRow destinationOrderRow in workingOrderRow.GetDestinationOrderRows())
{
destinationOrderQuantity += destinationOrderRow.OrderedQuantity;
foreach (DataModel.ExecutionRow executionRow in destinationOrderRow.GetExecutionRows())
{
executionQuantity += executionRow.ExecutionQuantity;
}
}
this.DestinationOrderQuantity = destinationOrderQuantity;
this.ExecutionQuantity = executionQuantity;
// Aggregate the Source Order Quantity.
Decimal sourceOrderQuantity = 0.0m;
foreach (DataModel.SourceOrderRow sourceOrderRow in workingOrderRow.GetSourceOrderRows())
{
sourceOrderQuantity += sourceOrderRow.OrderedQuantity;
}
this.SourceOrderQuantity = sourceOrderQuantity;
// These derived values must be calcualted after the value columns.
this.AvailableQuantity = this.SourceOrderQuantity - this.DestinationOrderQuantity;
this.MarketValue = sourceOrderQuantity * quantityFactor * this.LastPrice.Price * priceFactor;
this.LeavesQuantity = this.DestinationOrderQuantity - this.ExecutionQuantity;
}