private void UpdateFixTagRequired(string name, bool required)
{
// find the fix tag
var fixTag = FixTags.FirstOrDefault(a => a.Name == name);
if (fixTag != null)
{
fixTag.Required = required;
}
}
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func <OrderCondition> getCondition)
{
return(reader.ReadOrderCondition(tag, TimeHelper.Moscow, TransactionSession.DateTimeFormat, () => (QuikOrderCondition)getCondition()));
}
public static bool ReadOrderCondition(this IFixReader reader, FixTags tag, TimeZoneInfo timeZone, string dateTimeFormat, Func <QuikOrderCondition> getCondition)
{
if (getCondition == null)
{
throw new ArgumentNullException(nameof(getCondition));
}
switch ((QuikFixTags)tag)
{
case QuikFixTags.Type:
getCondition().Type = (QuikOrderConditionTypes)reader.ReadInt();
return(true);
case QuikFixTags.StopPriceCondition:
getCondition().StopPriceCondition = (QuikStopPriceConditions)reader.ReadInt();
return(true);
case QuikFixTags.ConditionOrderSide:
getCondition().ConditionOrderSide = (Sides)reader.ReadInt();
return(true);
case QuikFixTags.LinkedOrderCancel:
getCondition().LinkedOrderCancel = reader.ReadBool();
return(true);
case QuikFixTags.Result:
getCondition().Result = (QuikOrderConditionResults)reader.ReadInt();
return(true);
case QuikFixTags.OtherSecurityCode:
getCondition().OtherSecurityId = new SecurityId {
SecurityCode = reader.ReadString()
};
return(true);
case QuikFixTags.StopPrice:
getCondition().StopPrice = reader.ReadDecimal();
return(true);
case QuikFixTags.StopLimitPrice:
getCondition().StopLimitPrice = reader.ReadDecimal();
return(true);
case QuikFixTags.IsMarketStopLimit:
getCondition().IsMarketStopLimit = reader.ReadBool();
return(true);
case QuikFixTags.ActiveTimeFrom:
if (getCondition().ActiveTime == null)
{
getCondition().ActiveTime = new Range <DateTimeOffset>();
}
getCondition().ActiveTime.Min = reader.ReadDateTime(dateTimeFormat).ToDateTimeOffset(timeZone);
return(true);
case QuikFixTags.ActiveTimeTo:
if (getCondition().ActiveTime == null)
{
getCondition().ActiveTime = new Range <DateTimeOffset>();
}
getCondition().ActiveTime.Max = reader.ReadDateTime(dateTimeFormat).ToDateTimeOffset(timeZone);
return(true);
case QuikFixTags.ConditionOrderId:
getCondition().ConditionOrderId = reader.ReadLong();
return(true);
case QuikFixTags.ConditionOrderPartiallyMatched:
getCondition().ConditionOrderPartiallyMatched = reader.ReadBool();
return(true);
case QuikFixTags.ConditionOrderUseMatchedBalance:
getCondition().ConditionOrderUseMatchedBalance = reader.ReadBool();
return(true);
case QuikFixTags.LinkedOrderPrice:
getCondition().LinkedOrderPrice = reader.ReadDecimal();
return(true);
case QuikFixTags.Offset:
getCondition().Offset = reader.ReadString().ToUnit();
return(true);
case QuikFixTags.StopSpread:
getCondition().Spread = reader.ReadString().ToUnit();
return(true);
case QuikFixTags.IsMarketTakeProfit:
getCondition().IsMarketTakeProfit = reader.ReadBool();
return(true);
default:
return(false);
}
}
/// <summary>
/// Прочитать условие заявки <see cref="OrderCondition"/>.
/// </summary>
/// <param name="reader">Читатель данных.</param>
/// <param name="tag">Тэг.</param>
/// <param name="getCondition">Функция, возвращающая условие заявки.</param>
/// <returns>Успешно ли обработаны данные.</returns>
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func <OrderCondition> getCondition)
{
return(reader.ReadOrderCondition(tag, TimeZone, TimeStampFormat, () => (QuikOrderCondition)getCondition()));
}
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)
{
return reader.ReadOrderCondition(tag, TimeHelper.Moscow, TransactionSession.DateTimeFormat, () => (QuikOrderCondition)getCondition());
}
public static bool ReadOrderCondition(this IFixReader reader, FixTags tag, TimeSpan dateTimeOffset, Func<QuikOrderCondition> getCondition)
{
if (getCondition == null)
throw new ArgumentNullException("getCondition");
switch ((QuikFixTags)tag)
{
case QuikFixTags.Type:
getCondition().Type = (QuikOrderConditionTypes)reader.ReadInt();
return true;
case QuikFixTags.StopPriceCondition:
getCondition().StopPriceCondition = (QuikStopPriceConditions)reader.ReadInt();
return true;
case QuikFixTags.ConditionOrderSide:
getCondition().ConditionOrderSide = (Sides)reader.ReadInt();
return true;
case QuikFixTags.LinkedOrderCancel:
getCondition().LinkedOrderCancel = reader.ReadBool();
return true;
case QuikFixTags.Result:
getCondition().Result = (QuikOrderConditionResults)reader.ReadInt();
return true;
case QuikFixTags.OtherSecurityCode:
getCondition().OtherSecurityId = new SecurityId { SecurityCode = reader.ReadString() };
return true;
case QuikFixTags.StopPrice:
getCondition().StopPrice = reader.ReadDecimal();
return true;
case QuikFixTags.StopLimitPrice:
getCondition().StopLimitPrice = reader.ReadDecimal();
return true;
case QuikFixTags.IsMarketStopLimit:
getCondition().IsMarketStopLimit = reader.ReadBool();
return true;
case QuikFixTags.ActiveTimeFrom:
if (getCondition().ActiveTime == null)
getCondition().ActiveTime = new Range<DateTimeOffset>();
getCondition().ActiveTime.Min = reader.ReadDateTime().ApplyTimeZone(dateTimeOffset);
return true;
case QuikFixTags.ActiveTimeTo:
if (getCondition().ActiveTime == null)
getCondition().ActiveTime = new Range<DateTimeOffset>();
getCondition().ActiveTime.Max = reader.ReadDateTime().ApplyTimeZone(dateTimeOffset);
return true;
case QuikFixTags.ConditionOrderId:
getCondition().ConditionOrderId = reader.ReadLong();
return true;
case QuikFixTags.ConditionOrderPartiallyMatched:
getCondition().ConditionOrderPartiallyMatched = reader.ReadBool();
return true;
case QuikFixTags.ConditionOrderUseMatchedBalance:
getCondition().ConditionOrderUseMatchedBalance = reader.ReadBool();
return true;
case QuikFixTags.LinkedOrderPrice:
getCondition().LinkedOrderPrice = reader.ReadDecimal();
return true;
case QuikFixTags.Offset:
getCondition().Offset = reader.ReadString().ToUnit();
return true;
case QuikFixTags.StopSpread:
getCondition().Spread = reader.ReadString().ToUnit();
return true;
case QuikFixTags.IsMarketTakeProfit:
getCondition().IsMarketTakeProfit = reader.ReadBool();
return true;
default:
return false;
}
}
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)
{
return reader.ReadOrderCondition(tag, TimeHelper.Moscow.BaseUtcOffset, () => (QuikOrderCondition)getCondition());
}
/// <summary>
/// Прочитать условие регистрации заявки <see cref="OrderRegisterMessage.Condition"/>.
/// </summary>
/// <param name="reader">Читатель данных.</param>
/// <param name="tag">Тэг.</param>
/// <param name="getCondition">Функция, возвращающая условие заявки.</param>
/// <returns>Успешно ли обработаны данные.</returns>
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)
{
return reader.ReadOrderCondition(tag, UtcOffset, DateTimeFormat, () => (QuikOrderCondition)getCondition());
}
/// <summary>
/// Прочитать условие регистрации заявки <see cref="OrderRegisterMessage.Condition"/>.
/// </summary>
/// <param name="reader">Читатель данных.</param>
/// <param name="tag">Тэг.</param>
/// <param name="getCondition">Функция, возвращающая условие заявки.</param>
/// <returns>Успешно ли обработаны данные.</returns>
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func <OrderCondition> getCondition)
{
return(reader.ReadOrderCondition(tag, UtcOffset, DateTimeFormat, () => (QuikOrderCondition)getCondition()));
}
/// <summary>
/// Прочитать условие регистрации заявки <see cref="OrderRegisterMessage.Condition"/>.
/// </summary>
/// <param name="reader">Читатель данных.</param>
/// <param name="tag">Тэг.</param>
/// <param name="getCondition">Функция, возвращающая условие заявки.</param>
/// <returns>Успешно ли обработаны данные.</returns>
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)
{
return reader.ReadOrderCondition(tag, TimeZone, TimeStampFormat, () => (QuikOrderCondition)getCondition());
}
public static bool ReadOrderCondition(this IFixReader reader, FixTags tag, TimeSpan dateTimeOffset, QuikOrderCondition condition)
{
switch ((QuikFixTags)tag)
{
case QuikFixTags.Type:
condition.Type = (QuikOrderConditionTypes)reader.ReadInt();
return(true);
case QuikFixTags.StopPriceCondition:
condition.StopPriceCondition = (QuikStopPriceConditions)reader.ReadInt();
return(true);
case QuikFixTags.ConditionOrderSide:
condition.ConditionOrderSide = (Sides)reader.ReadInt();
return(true);
case QuikFixTags.LinkedOrderCancel:
condition.LinkedOrderCancel = reader.ReadBool();
return(true);
case QuikFixTags.Result:
condition.Result = (QuikOrderConditionResults)reader.ReadInt();
return(true);
case QuikFixTags.OtherSecurityCode:
condition.OtherSecurityId = new SecurityId {
SecurityCode = reader.ReadString()
};
return(true);
case QuikFixTags.StopPrice:
condition.StopPrice = reader.ReadDecimal();
return(true);
case QuikFixTags.StopLimitPrice:
condition.StopLimitPrice = reader.ReadDecimal();
return(true);
case QuikFixTags.IsMarketStopLimit:
condition.IsMarketStopLimit = reader.ReadBool();
return(true);
case QuikFixTags.ActiveTimeFrom:
if (condition.ActiveTime == null)
{
condition.ActiveTime = new Range <DateTimeOffset>();
}
condition.ActiveTime.Min = reader.ReadDateTime().ApplyTimeZone(dateTimeOffset);
return(true);
case QuikFixTags.ActiveTimeTo:
if (condition.ActiveTime == null)
{
condition.ActiveTime = new Range <DateTimeOffset>();
}
condition.ActiveTime.Max = reader.ReadDateTime().ApplyTimeZone(dateTimeOffset);
return(true);
case QuikFixTags.ConditionOrderId:
condition.ConditionOrderId = reader.ReadLong();
return(true);
case QuikFixTags.ConditionOrderPartiallyMatched:
condition.ConditionOrderPartiallyMatched = reader.ReadBool();
return(true);
case QuikFixTags.ConditionOrderUseMatchedBalance:
condition.ConditionOrderUseMatchedBalance = reader.ReadBool();
return(true);
case QuikFixTags.LinkedOrderPrice:
condition.LinkedOrderPrice = reader.ReadDecimal();
return(true);
case QuikFixTags.Offset:
condition.Offset = reader.ReadString().ToUnit();
return(true);
case QuikFixTags.StopSpread:
condition.Spread = reader.ReadString().ToUnit();
return(true);
case QuikFixTags.IsMarketTakeProfit:
condition.IsMarketTakeProfit = reader.ReadBool();
return(true);
default:
return(false);
}
}
