public override object GetField(Main.Common.Enums.Fields field)
{
SecurityFields sField = (SecurityFields)field;
if (Security == null)
{
return(SecurityFields.NULL);
}
if (sField == SecurityFields.Symbol)
{
return(Security.Symbol);
}
else if (sField == SecurityFields.SecurityType)
{
return(Security.SecType);
}
else if (sField == SecurityFields.Currency)
{
return(Security.Currency);
}
else if (sField == SecurityFields.Exchange)
{
return(Security.Exchange);
}
else if (sField == SecurityFields.Halted)
{
return(Security.Halted);
}
else if (sField == SecurityFields.MarketData)
{
return(new MarketDataWrapper(Security, Config));
}
return(ExecutionReportFields.NULL);
}
public override object GetField(Main.Common.Enums.Fields field)
{
SecurityFields sField = (SecurityFields)field;
if (Security == null)
{
return(SecurityFields.NULL);
}
if (sField == SecurityFields.Symbol)
{
return(Security.SecurityAltID);//Ex: XBTZ18
}
else if (sField == SecurityFields.SecurityDesc)
{
return(Security.SecurityAltID);
}
else if (sField == SecurityFields.SecurityType)
{
return(GetSecurityType());
}
else if (sField == SecurityFields.Factor)
{
return(SecurityFields.NULL);
}
else if (sField == SecurityFields.CFICode)
{
return(SecurityFields.NULL);
}
else if (sField == SecurityFields.ContractMultiplier)
{
return(Security.ContractMultiplier);
}
else if (sField == SecurityFields.Currency)
{
return(Security.QuoteSymbol);
}
else if (sField == SecurityFields.Exchange)
{
return("BitMex");
}
else if (sField == SecurityFields.StrikePrice)
{
return(Security.StrikePrice);
}
else if (sField == SecurityFields.MaturityDate)
{
return(Security.MaturityDate);
}
else if (sField == SecurityFields.MaturityMonthYear)
{
return(Security.MaturityMonthYear);
}
else if (sField == SecurityFields.SymbolSfx)
{
return(Security.Symbol);//Ex: XBT
}
else if (sField == SecurityFields.UnderlyingSymbol)
{
return(Security.Symbol);
}
else if (sField == SecurityFields.StrikeCurrency)
{
return(Security.QuoteSymbol);
}
else if (sField == SecurityFields.MinPriceIncrement)
{
return(Security.MinPriceIncrement);
}
else if (sField == SecurityFields.TickSize)
{
return(SecurityFields.NULL);
}
else if (sField == SecurityFields.InstrumentPricePrecision)
{
return(SecurityFields.NULL);
}
else if (sField == SecurityFields.InstrumentSizePrecision)
{
return(SecurityFields.NULL);
}
else if (sField == SecurityFields.ContractPositionNumber)
{
return(SecurityFields.NULL);
}
else if (sField == SecurityFields.MarginRatio)
{
return(Security.GetMargin());
}
else if (sField == SecurityFields.ContractSize)
{
return(Security.LotSize);
}
else if (sField == SecurityFields.MarketData)
{
return(null);
}
return(SecurityFields.NULL);
}
