/// <summary>
/// Creates a denormalized order record from a global record.
/// </summary>
/// <param name="globalOrder"></param>
/// <returns></returns>
public static OrderSet.OrderRow Create(ClientMarketData.OrderRow globalOrder)
{
// Create a new order record from the record factory.
OrderSet.OrderRow orderRow = orderSet.Order.NewOrderRow();
// These records are global and use the global system of identifiers.
orderRow.IsLocal = false;
// Copy each field that has an analog in the local record set into the new record.
foreach (DataColumn dataColumn in globalOrder.Table.Columns)
{
orderRow[dataColumn.ColumnName] = globalOrder[dataColumn];
}
// AccountId cross-referenced data is filled in here.
orderRow.AccountMnemonic = globalOrder.AccountRow.Mnemonic;
orderRow.AccountName = globalOrder.AccountRow.ObjectRow.Name;
// SecurityId cross-referenced data is filled in here.
orderRow.SecuritySymbol = globalOrder.SecurityRowByFKSecurityOrderSecurityId.Symbol;
orderRow.SecurityName = globalOrder.SecurityRowByFKSecurityOrderSecurityId.ObjectRow.Name;
// CurrencyId cross-referenced data is filled in here.
orderRow.SettlementSymbol = globalOrder.SecurityRowByFKSecurityOrderSettlementId.Symbol;
orderRow.SettlementName = globalOrder.SecurityRowByFKSecurityOrderSettlementId.ObjectRow.Name;
// BrokerId cross-referenced data is filled in here.
if (!globalOrder.IsBrokerIdNull())
{
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(globalOrder.BrokerId);
if (brokerRow != null)
{
orderRow.BrokerSymbol = brokerRow.Symbol;
orderRow.BrokerName = brokerRow.ObjectRow.Name;
}
}
// TimeInForce cross-referenced data is filled in here.
orderRow.TimeInForceMnemonic = globalOrder.TimeInForceRow.Mnemonic;
// TimeInForce cross-referenced data is filled in here.
orderRow.OrderTypeMnemonic = globalOrder.OrderTypeRow.Mnemonic;
// This is a complete record of the order, including the referenced data.
return(orderRow);
}
/// <summary>
/// Creates a denormalized order record from a local record.
/// </summary>
/// <param name="localOrder">A local order record.</param>
/// <returns>A order record that is independant of the global data set for all the anscillary data.</returns>
public static OrderSet.OrderRow Create(LocalOrderSet.OrderRow localOrder)
{
// Create a new, empty order record.
OrderSet.OrderRow orderRow = orderSet.Order.NewOrderRow();
// This new record is a copy of a local record and uses the local system of identifiers.
orderRow.IsLocal = true;
// Copy each field that has an analog in the local record set into the new record.
foreach (DataColumn dataColumn in localOrder.Table.Columns)
{
orderRow[dataColumn.ColumnName] = localOrder[dataColumn];
}
// AccountId cross-referenced data is filled in here.
if (!localOrder.IsAccountIdNull())
{
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(orderRow.AccountId);
if (accountRow != null)
{
orderRow.AccountMnemonic = accountRow.Mnemonic;
orderRow.AccountName = accountRow.ObjectRow.Name;
}
}
// SecurityId cross-referenced data is filled in here.
if (!localOrder.IsSecurityIdNull())
{
ClientMarketData.SecurityRow securityRow = ClientMarketData.Security.FindBySecurityId(orderRow.SecurityId);
if (securityRow != null)
{
orderRow.SecuritySymbol = securityRow.Symbol;
orderRow.SecurityName = securityRow.ObjectRow.Name;
}
}
// CurrencyId cross-referenced data is filled in here.
if (!localOrder.IsSettlementIdNull())
{
ClientMarketData.CurrencyRow currencyRow = ClientMarketData.Currency.FindByCurrencyId(orderRow.SettlementId);
if (currencyRow != null)
{
orderRow.SettlementSymbol = currencyRow.SecurityRow.Symbol;
orderRow.SettlementName = currencyRow.SecurityRow.ObjectRow.Name;
}
}
// BrokerId cross-referenced data is filled in here.
if (!localOrder.IsBrokerIdNull())
{
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(orderRow.BrokerId);
if (brokerRow != null)
{
orderRow.BrokerSymbol = brokerRow.Symbol;
orderRow.BrokerName = brokerRow.ObjectRow.Name;
}
}
// TransactionType cross-referenced data is filled in here.
if (!localOrder.IsTransactionTypeCodeNull())
{
ClientMarketData.TransactionTypeRow transactionTypeRow = ClientMarketData.TransactionType.FindByTransactionTypeCode(orderRow.TransactionTypeCode);
if (transactionTypeRow != null)
{
orderRow.TransactionTypeMnemonic = transactionTypeRow.Mnemonic;
}
}
// TimeInForce cross-referenced data is filled in here.
if (!localOrder.IsTimeInForceCodeNull())
{
ClientMarketData.TimeInForceRow timeInForceRow = ClientMarketData.TimeInForce.FindByTimeInForceCode(orderRow.TimeInForceCode);
if (timeInForceRow != null)
{
orderRow.TimeInForceMnemonic = timeInForceRow.Mnemonic;
}
}
// TimeInForce cross-referenced data is filled in here.
if (!localOrder.IsOrderTypeCodeNull())
{
ClientMarketData.OrderTypeRow orderTypeRow = ClientMarketData.OrderType.FindByOrderTypeCode(orderRow.OrderTypeCode);
if (orderTypeRow != null)
{
orderRow.OrderTypeMnemonic = orderTypeRow.Mnemonic;
}
}
// This is a complete record of the order, including the referenced data.
return(orderRow);
}