private void SetProperties(NamedValueSet properties)
{
try
{
DataType = "Trade";
SourceSystem = PropertyHelper.ExtractSourceSystem(properties);
var tradeId = properties.GetValue <string>(TradeProp.TradeId);
Id = tradeId;
Domain = SourceSystem + '.' + DataType;
TradeDate = properties.GetValue <DateTime>(TradeProp.TradeDate);
TradeType = EnumHelper.Parse <ItemChoiceType15>(properties.GetValue <string>(TradeProp.TradeType), true);
ProductType = ProductTypeSimpleScheme.ParseEnumString(properties.GetValue <string>(TradeProp.ProductType, false));
Party1 = properties.GetValue <string>(TradeProp.Party1, false);
Party2 = properties.GetValue <string>(TradeProp.Party2, false);
BaseParty = properties.GetValue <string>(TradeProp.BaseParty);
CounterParty = properties.GetValue <string>(TradeProp.CounterPartyId);
UniqueIdentifier = BuildUniqueId(tradeId);
if (properties.GetValue <string>(CurveProp.UniqueIdentifier) != null)
{
UniqueIdentifier = properties.GetValue <string>(CurveProp.UniqueIdentifier);
}
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
PropertyHelper.Update(Properties, "Domain", Domain);
}
catch
{
throw new System.Exception("Invalid tradeid.");
}
}
private static void LoadFPMLTrades(
ILogger logger,
ICoreCache client,
Assembly assembly,
string sourceSystem)
{
logger.LogDebug("Loading FPML trades...");
Dictionary <string, string> chosenFiles = ResourceHelper.GetResources(assembly, ResourcePath + "." + sourceSystem, "xml");
if (chosenFiles.Count == 0)
{
throw new InvalidOperationException(String.Format("No trades found!"));
}
// load gwml-to-fpml mappings
//EnumMaps enumMaps = client.LoadObject<EnumMaps>("Orion.Configuration.GwmlEnumMaps");
//GwmlFpmlEnumMap gwmlFpmlEnumMap = new GwmlFpmlEnumMap(enumMaps);
foreach (KeyValuePair <string, string> file in chosenFiles)
{
string fpmlText = file.Value;
// convert gwml
//var fpmlDoc = XmlSerializerHelper.DeserializeFromString<DataDocument>(fpmlText);
var tradeConfirmed = XmlSerializerHelper.DeserializeFromString <RequestConfirmation>(fpmlText);
var trade = tradeConfirmed.trade;
//Converter imp = new Converter(gwmlFpmlEnumMap);
var tradeProps = new NamedValueSet();
tradeProps.Set(TradeProp.AsAtDate, DateTime.Today);
tradeProps.Set(TradeProp.TradeSource, sourceSystem);
// Document fpmlDoc = imp.ToFpml(gwmlDoc, tradeProps);
// get trade properties
//Trade trade = (Trade)(((DataDocument)fpmlDoc).Items[0]);
ProductTypeSimpleEnum productType = ProductTypeSimpleScheme.ParseEnumString(trade.Item.Items[0].ToString());//TODO fix this
DateTime tradeDate = trade.tradeHeader.tradeDate.Value;
// now we can set the actual item name correctly
string fpmlTradeItemName = $"{sourceSystem}.Trade.{productType}.{trade.id}";
//gwmlDocItemName = String.Format("{0}.GWML.{1}.{2}", sourceSystem, productType, trade.id);
tradeProps.Set(TradeProp.TradeDate, tradeDate);
tradeProps.Set(TradeProp.TradeId, trade.id);
tradeProps.Set(TradeProp.ProductType, ProductTypeSimpleScheme.GetEnumString(productType));
tradeProps.Set(TradeProp.TradeState, TradeState.Verified.ToString());
client.SaveObject(trade, fpmlTradeItemName, tradeProps, false, TimeSpan.FromDays(30));
} // foreach file
logger.LogDebug("Loaded {0} FPML trades.", chosenFiles.Count);
}
public static bool IsImplementedProductType(NamedValueSet tradeProps)
{
var productType = ProductTypeSimpleScheme.ParseEnumString(tradeProps.GetValue <string>(TradeProp.ProductType));
return(IsImplementedProductType(productType));
}