public ISecurity GetSecurity(ExternalIdBundle bundle) { ArgumentChecker.NotEmpty(bundle.Identifiers, "bundle"); Tuple <string, string>[] parameters = UriEncoding.GetParameters(bundle); return(_restTarget.Resolve("securitySearches").Resolve("single", parameters).Get <ISecurity>()); }
public Tuple <UniqueId, ILocalDateDoubleTimeSeries> GetHistoricalTimeSeries(ExternalIdBundle identifierBundle, DateTimeOffset identifierValidityDate, string dataSource, string dataProvider, string dataField, DateTimeOffset start, bool includeStart, DateTimeOffset end, bool includeEnd) { RestTarget target = _rest.Resolve("htsSearches", "single"); target = identifierBundle.Identifiers.Aggregate(target, (current, id) => current.WithParam("id", id.ToString())); target = target.WithParam("idValidityDate", identifierValidityDate != default(DateTimeOffset) ? EncodeDate(identifierValidityDate) : "ALL"); if (dataSource != null) { target = target.WithParam("dataSource", dataSource); } if (dataProvider != null) { target = target.WithParam("dataProvider", dataProvider); } if (dataField != null) { target = target.WithParam("dataField", dataField); } if (start != default(DateTimeOffset)) { target = target.WithParam("start", EncodeDate(start)); target = target.WithParam("includeStart", includeStart); } if (end != default(DateTimeOffset)) { target = target.WithParam("end", EncodeDate(end)); target = target.WithParam("includeEnd", includeEnd); } return(DecodePairMessage(target.GetFudge())); }
public SimplePosition(UniqueId identifier, decimal quantity, ExternalIdBundle securityKey, IList <ITrade> trades) { _securityKey = securityKey; _trades = trades; _identifier = identifier; _quantity = quantity; }
protected ManageableSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers) { _name = name; _securityType = string.Intern(securityType); // Should be a small static set _uniqueId = uniqueId; _identifiers = identifiers; }
public SimpleTrade(UniqueId uniqueId, DateTimeOffset tradeDate, ExternalIdBundle securityKey, CounterpartyImpl counterparty, decimal quantity) { _uniqueId = uniqueId; _quantity = quantity; _securityKey = securityKey; _counterparty = counterparty; _tradeDate = tradeDate; }
public ICollection <ISecurity> GetSecurities(ExternalIdBundle bundle) { ArgumentChecker.NotEmpty(bundle.Identifiers, "bundle"); var parameters = UriEncoding.GetParameters(bundle); return(_restTarget.Resolve("securities", parameters).Get <FudgeListWrapper <ISecurity> >().List); }
public BondSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, string issuerName, string issuerType, string issuerDomicile, string market, string currency // ... you get the idea, I'm not going to write all of these out ) : base(name, securityType, uniqueId, identifiers) { _issuerName = issuerName; _issuerType = issuerType; _issuerDomicile = issuerDomicile; _market = market; _currency = currency; }
public Tuple <UniqueId, ILocalDateDoubleTimeSeries> GetHistoricalTimeSeries(ExternalIdBundle identifierBundle, DateTimeOffset identifierValidityDate, string dataSource, string dataProvider, string dataField) { return(GetHistoricalTimeSeries(identifierBundle, identifierValidityDate, dataSource, dataProvider, dataField, default(DateTimeOffset), false, default(DateTimeOffset), true)); }
public static void AssertSensibleValue(ExternalIdBundle bundle) { Assert.NotNull(bundle); Assert.NotEmpty(bundle.Identifiers); AssertSensibleValue(bundle.Identifiers); }
internal static Tuple <string, string>[] GetParameters(ExternalIdBundle bundle) { var ids = bundle.Identifiers.ToList(); return(ids.Select(s => new Tuple <string, string>("id", s.ToString())).ToArray()); }
public EquityOptionSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, ExternalId underlyingIdentifier) : base(name, securityType, uniqueId, identifiers) { _underlyingIdentifier = underlyingIdentifier; }
public EquitySecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, string shortName) : base(name, securityType, uniqueId, identifiers) { _shortName = shortName; }
public RawSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, byte[] rawData) : base(name, securityType, uniqueId, identifiers) { _rawData = rawData; }
public FinancialSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers) : base(name, securityType, uniqueId, identifiers) { }