private static List<ExchangeUpdateData> ToExchangeUpdateDatas(XmlNode content)
{
List<ExchangeUpdateData> exchangeUpdateDatas = new List<ExchangeUpdateData>();
foreach (XmlNode xmlNode in content.ChildNodes)
{
ExchangeMetadataType metadataType;
if (Enum.TryParse<ExchangeMetadataType>(xmlNode.Name, out metadataType))
{
ExchangeUpdateData exchangeUpdateData = new ExchangeUpdateData()
{
ExchangeMetadataType = metadataType,
FieldsAndValues = new Dictionary<string, string>()
};
foreach (XmlAttribute attribute in xmlNode.Attributes)
{
exchangeUpdateData.FieldsAndValues.Add(attribute.Name, attribute.Value);
}
exchangeUpdateDatas.Add(exchangeUpdateData);
}
else if (xmlNode.Name == "Instruments")
{
CommandConvertor.ExtractDatas(exchangeUpdateDatas, xmlNode, ExchangeMetadataType.Instrument);
}
else if (xmlNode.Name == "Customers")
{
CommandConvertor.ExtractDatas(exchangeUpdateDatas, xmlNode, ExchangeMetadataType.Customer);
}
else if (xmlNode.Name == "QuotePolicyDetails")
{
CommandConvertor.ExtractDatas(exchangeUpdateDatas, xmlNode, ExchangeMetadataType.QuotePolicyDetail);
}
else
{
Logger.AddEvent(TraceEventType.Warning, "CommandConvertor.ToExchangeUpdateDatas Unknown metadata type:\r\n{0}", xmlNode.OuterXml);
}
}
return exchangeUpdateDatas;
}
private void NotifyInstrumentUpdate(ExchangeMetadataType metadataType, Dictionary<string, string> fieldsAndValues, Guid[] instrumentIds)
{
ExchangeUpdateData[] exchangeUpdateDatas = new ExchangeUpdateData[instrumentIds.Length];
for (int i = 0; i < instrumentIds.Length; i++)
{
Dictionary<string, string> fieldsAndValues2 = new Dictionary<string, string>(fieldsAndValues);
fieldsAndValues2.Add(ExchangeFieldSR.ID, instrumentIds[i].ToString());
exchangeUpdateDatas[i] = new ExchangeUpdateData()
{
ExchangeMetadataType = metadataType,
FieldsAndValues = fieldsAndValues2,
};
}
UpdateMessage updateMessage = new UpdateMessage() { ExchangeCode = this.ExchangeCode, ExchangeUpdateDatas = exchangeUpdateDatas };
MainService.ClientManager.Dispatch(updateMessage);
}
private static void ExtractDatas(List<ExchangeUpdateData> exchangeUpdateDatas, XmlNode xmlNode, ExchangeMetadataType metadataType)
{
foreach (XmlNode instrumentNode in xmlNode.ChildNodes)
{
ExchangeUpdateData exchangeUpdateData = new ExchangeUpdateData()
{
ExchangeMetadataType = metadataType,
FieldsAndValues = new Dictionary<string, string>()
};
foreach (XmlAttribute attribute in xmlNode.Attributes)
{
exchangeUpdateData.FieldsAndValues.Add(attribute.Name, attribute.Value);
}
exchangeUpdateDatas.Add(exchangeUpdateData);
}
}
