public static MDRejectReason Read(XmlElement xml, string name) { char ch = FixmlUtil.ReadChar(xml, name); if (!Enum.IsDefined(typeof(MDRejectReason), (MDRejectReason)ch)) { FixmlUtil.Error(xml, name, ch, "- unknown MDRejectReason"); } return((MDRejectReason)ch); }
public static OrderSide Read(XmlElement xml, string name) { char ch = FixmlUtil.ReadChar(xml, name); if (!Enum.IsDefined(typeof(OrderSide), (OrderSide)ch)) { FixmlUtil.Error(xml, name, ch, "- unknown OrderSide"); } return((OrderSide)ch); }
public static ExecReportType?Read(XmlElement xml, string name, bool optional) { char?ch = FixmlUtil.ReadChar(xml, name, optional); if (ch == null) { return(null); } if (!Enum.IsDefined(typeof(ExecReportType), (ExecReportType)ch)) { FixmlUtil.Error(xml, name, ch, "- unknown ExecType"); } return((ExecReportType)ch); }
public static OrdTimeInForce?Read(XmlElement xml, string name) { char?ch = FixmlUtil.ReadChar(xml, name, true); if (ch == null) { return(null); } if (!Enum.IsDefined(typeof(OrdTimeInForce), (OrdTimeInForce)ch)) { FixmlUtil.Error(xml, name, ch, "- unknown OrdTimeInForce"); } return((OrdTimeInForce)ch); }
public static FixmlInstrument Read(XmlElement parent, string name) { XmlElement elem = parent.SelectSingleNode("Instrmt") as XmlElement; if (elem == null) { return(null); } string sym = FixmlUtil.ReadString(elem, "Sym"); string id = FixmlUtil.ReadString(elem, "ID"); char src = FixmlUtil.ReadChar(elem, "Src"); if (src != isinSrc) { throw new FixmlException("Unsupported SecurityIdSource: " + src); } return(Find(sym, id)); }
protected override void ParseXmlMessage(string name) { base.ParseXmlMessage(MsgName); BrokerOrderId = FixmlUtil.ReadString(xml, "OrdID", true); BrokerOrderId2 = FixmlUtil.ReadString(xml, "OrdID2", true); ClientOrderId = FixmlUtil.ReadString(xml, "ID", true); StatusReqId = FixmlUtil.ReadString(xml, "StatReqID", true); ExecId = FixmlUtil.ReadString(xml, "ExecID"); ExecType = ExecRptTypeUtil.Read(xml, "ExecTyp", true); Status = ExecRptStatUtil.Read(xml, "Stat", true); RejectReason = OrderRejRsnUtil.Read(xml, "RejRsn", true); Account = FixmlUtil.ReadString(xml, "Acct", true); Instrument = FixmlInstrument.Read(xml, "Instrmt"); Side = OrderSideUtil.Read(xml, "Side"); Quantity = FixmlUtil.ReadUInt(xml, "OrdQty/Qty", true); Type = OrderTypeUtil.Read(xml, "OrdTyp", true); Price = FixmlUtil.ReadDecimal(xml, "Px", true); StopPrice = FixmlUtil.ReadDecimal(xml, "StopPx", true); Currency = FixmlUtil.ReadString(xml, "Ccy", true); TimeInForce = OrdTmInForceUtil.Read(xml, "TmInForce"); ExpireDate = FixmlUtil.ReadDateTime(xml, "ExpireDt", true); LastPrice = FixmlUtil.ReadDecimal(xml, "LastPx", true); LastQuantity = FixmlUtil.ReadUInt(Xml, "LastQty", true); LeavesQuantity = FixmlUtil.ReadUInt(xml, "LeavesQty", true); CumulatedQuantity = FixmlUtil.ReadUInt(xml, "CumQty", true); TransactionTime = FixmlUtil.ReadDateTime(xml, "TxnTm", true); Commission = FixmlUtil.ReadDecimal(xml, "Comm/Comm", true); CommissionType = OrdCommTypeUtil.Read(xml, "Comm/CommTyp", true); NetMoney = FixmlUtil.ReadDecimal(xml, "NetMny", true); MinimumQuantity = FixmlUtil.ReadUInt(xml, "MinQty", true); DisplayQuantity = FixmlUtil.ReadUInt(xml, "DsplyInstr/DisplayQty", true); Text = FixmlUtil.ReadString(xml, "Text", true); TriggerType = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrTyp", true); TriggerAction = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrActn", true); TriggerPrice = FixmlUtil.ReadDecimal(xml, "TrgrInstr/TrgrPx", true); TriggerPriceType = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrPxTyp", true); DeferredPaymentType = FixmlUtil.ReadChar(xml, "DefPayTyp", true); }