internal Protocal.OrderCommonData Parse(XmlNode orderXml)
{
Protocal.OrderCommonData order = this.CreateOrderData();
this.ParseAttrs(order, orderXml);
order.IfDoneOrderSetting = this.ParseIfDoneSetting(orderXml);
if (!order.IsOpen)
{
this.ParseOrderRelation(order, orderXml);
}
return(order);
}
protected virtual void ParseAttrs(Protocal.OrderCommonData order, XmlNode orderXml)
{
foreach (XmlAttribute attribute in orderXml.Attributes)
{
string nodeName = attribute.Name;
string nodeValue = attribute.Value;
if (nodeName.Equals("ID"))
{
order.Id = new Guid(nodeValue);
continue;
}
else if (nodeName.Equals("Lot"))
{
order.Lot = decimal.Parse(nodeValue);
continue;
}
else if (nodeName.Equals("IsOpen"))
{
order.IsOpen = bool.Parse(nodeValue);
continue;
}
else if (nodeName.Equals("IsBuy"))
{
order.IsBuy = bool.Parse(nodeValue);
continue;
}
else if (nodeName.Equals("SetPrice"))
{
order.SetPrice = nodeValue;
continue;
}
else if (nodeName.Equals("SetPrice2"))
{
order.SetPrice2 = nodeValue;
continue;
}
else if (nodeName.Equals("TradeOption"))
{
order.TradeOption = (TradeOption)(int.Parse(nodeValue));
continue;
}
else if (nodeName.Equals("DQMaxMove"))
{
order.DQMaxMove = int.Parse(nodeValue);
continue;
}
else if (nodeName.Equals("BlotterCode"))
{
order.BlotterCode = nodeValue;
continue;
}
}
}
internal virtual void FillOrderCommonData(Protocal.OrderCommonData orderData, Guid instrumentId, DateTime?tradeDay = null)
{
this.Id = orderData.Id;
this.TradeOption = orderData.TradeOption;
this.IsOpen = orderData.IsOpen;
this.IsBuy = orderData.IsBuy;
this.SetPrice = PriceHelper.CreatePrice(orderData.SetPrice, instrumentId, tradeDay);
this.SetPrice2 = PriceHelper.CreatePrice(orderData.SetPrice2, instrumentId, tradeDay);
this.SetPriceMaxMovePips = orderData.SetPriceMaxMovePips;
this.DQMaxMove = orderData.DQMaxMove;
this.Lot = orderData.Lot;
this.OriginalLot = orderData.OriginalLot != null ? orderData.OriginalLot.Value : orderData.Lot;
this.LotBalance = this.Lot;
}
private void ParseOrderRelation(Protocal.OrderCommonData order, XmlNode xmlNode)
{
order.OrderRelations = new List <OrderRelationData>();
foreach (XmlNode orderRelationChild in xmlNode.ChildNodes)
{
if (orderRelationChild.Name == "OrderRelation")
{
OrderRelationData orderRelaitonData = this.CreateOrderRelationData();
orderRelaitonData.OpenOrderId = Guid.Parse(orderRelationChild.Attributes["OpenOrderID"].Value);
orderRelaitonData.CloseOrderId = order.Id;
orderRelaitonData.ClosedLot = Convert.ToDecimal(orderRelationChild.Attributes["ClosedLot"].Value);
order.OrderRelations.Add(orderRelaitonData);
}
}
}
