private Trade _loadTrade(BinaryFormatter bformatter, Stream stream)
{
Trade trade = new Trade();
trade.AfterHours = (bool)bformatter.Deserialize(stream);
trade.BrokerCode = (string)bformatter.Deserialize(stream);
trade.BrokerName = (string)bformatter.Deserialize(stream);
trade.BrokerType = (string)bformatter.Deserialize(stream);
trade.BuyerCode = (string)bformatter.Deserialize(stream);
trade.BuyerName = (string)bformatter.Deserialize(stream);
trade.DMASource = (string)bformatter.Deserialize(stream);
trade.DMATrade = (string)bformatter.Deserialize(stream);
trade.DMATradeID = (string)bformatter.Deserialize(stream);
trade.HedgeLongMaturity = (DateTime)bformatter.Deserialize(stream);
trade.MarketID = (string)bformatter.Deserialize(stream);
trade.MaturityDate = (DateTime)bformatter.Deserialize(stream);
trade.NegotiationChannel = (string)bformatter.Deserialize(stream);
trade.NumberOfContracts = (int)bformatter.Deserialize(stream);
trade.OptionType = (string)bformatter.Deserialize(stream);
trade.Orientation = (string)bformatter.Deserialize(stream);
trade.Papel = (string)bformatter.Deserialize(stream);
trade.Price = (Decimal)bformatter.Deserialize(stream);
trade.ProductID = (string)bformatter.Deserialize(stream);
trade.RecordType = (string)bformatter.Deserialize(stream);
trade.SellerCode = (string)bformatter.Deserialize(stream);
trade.SellerName = (string)bformatter.Deserialize(stream);
trade.SequentialNumber = (string)bformatter.Deserialize(stream);
trade.Serie = (string)bformatter.Deserialize(stream);
trade.TradeDate = (DateTime)bformatter.Deserialize(stream);
trade.TradeID = (string)bformatter.Deserialize(stream);
trade.TraderCode = (string)bformatter.Deserialize(stream);
trade.TraderName = (string)bformatter.Deserialize(stream);
trade.TradeTimestamp = (DateTime)bformatter.Deserialize(stream);
trade.ValDelta = (Decimal)bformatter.Deserialize(stream);
trade.ValReference1 = (Decimal)bformatter.Deserialize(stream);
trade.ValReference2 = (Decimal)bformatter.Deserialize(stream);
int numtradedetails = (int)bformatter.Deserialize(stream);
if (numtradedetails > 0)
{
for (int i = 0; i < numtradedetails; i++)
{
TradeDetail detail = new TradeDetail();
detail.MarketID = (string)bformatter.Deserialize(stream);
detail.NumberOfContracts = (int)bformatter.Deserialize(stream);
detail.Price = (Decimal)bformatter.Deserialize(stream);
detail.Rate = (Decimal)bformatter.Deserialize(stream);
detail.Type = (string)bformatter.Deserialize(stream);
trade.TradeDetails.Add(detail);
}
}
return(trade);
}
/// <summary>
/// Popula um objeto Trade a partir dos dados lidos do Oracle
/// </summary>
/// <param name="odr"></param>
/// <returns></returns>
private Trade _Sinacor2Trade(OracleDataReader odr)
{
Trade trade = new Trade();
try
{
trade.TradeID = OracleConvert.GetString("NR_SEQCOMI", odr);
string dtStamp = OracleConvert.GetString("DT_STAMP_N", odr);
trade.TradeTimestamp = DateTime.ParseExact(dtStamp, "yyyy/MM/dd HH:mm:ss", ciEn);
trade.TradeDate = OracleConvert.GetDateTime("DT_NEGOCIO", odr);
trade.Orientation = OracleConvert.GetString("CD_NATOPE", odr).Equals("C") ? "B" : "S";
trade.ProductID = OracleConvert.GetString("CD_COMMOD", odr);
trade.MarketID = OracleConvert.GetString("CD_MERCAD", odr);
trade.Serie = OracleConvert.GetString("CD_SERIE", odr);
trade.NegotiationChannel = OracleConvert.GetString("CD_CANAL", odr);
trade.AfterHours = OracleConvert.GetString("IN_AFTER", odr).Equals("S") ? true : false;
trade.NumberOfContracts = OracleConvert.GetInt("QT_QTDESP", odr);
trade.Price = Convert.ToDecimal(OracleConvert.GetDouble("PR_NEGOCIO", odr));
trade.SequentialNumber = OracleConvert.GetInt("NR_SEQORD", odr).ToString();
trade.Papel = OracleConvert.GetString("CD_PAPEL", odr);
trade.MaturityDate = OracleConvert.GetDateTime("DT_VENC", odr);
trade.HedgeLongMaturity = trade.MaturityDate;
if (trade.Orientation.Equals("B"))
{
trade.BuyerCode = OracleConvert.GetInt("CD_CLIENTE", odr).ToString();
trade.BuyerName = OracleConvert.GetString("NM_CLIENTE", odr);
trade.SellerCode = OracleConvert.GetInt("CD_CORRET", odr).ToString();
trade.SellerName = OracleConvert.GetString("NM_CONTRAPARTE", odr);
}
else
{
trade.SellerCode = OracleConvert.GetInt("CD_CLIENTE", odr).ToString();
trade.SellerName = OracleConvert.GetString("NM_CLIENTE", odr);
trade.BuyerCode = OracleConvert.GetInt("CD_CORRET", odr).ToString();
trade.BuyerName = OracleConvert.GetString("NM_CONTRAPARTE", odr);
}
trade.BrokerCode = "227";
trade.BrokerName = "GRADUAL INVESTIMENTOS";
trade.BrokerType = "";
trade.TraderCode = OracleConvert.GetString("CD_CPFCGC_EMIT", odr);
trade.TraderName = OracleConvert.GetString("NM_EMIT_ORDEM", odr);
trade.ValReference1 = Convert.ToDecimal(OracleConvert.GetDouble("VL_FUT_CURTO", odr));
trade.ValReference2 = Convert.ToDecimal(OracleConvert.GetDouble("VL_FUT_LONGO", odr));
if (trade.ProductID.Equals("VID") ||
trade.ProductID.Equals("VTF") ||
trade.ProductID.Equals("VTC"))
{
TradeDetail detail = new TradeDetail();
detail.NumberOfContracts = trade.NumberOfContracts;
detail.Price = trade.Price;
detail.MarketID = trade.MarketID;
if (trade.ValReference1 > 0)
{
detail.Type = "Short";
}
if (trade.ValReference2 > 0)
{
detail.Type = "Long";
}
if (trade.Orientation.Equals("B"))
{
trade.OptionType = "CALL";
}
else
{
trade.OptionType = "PUT";
}
trade.TradeDetails.Add(detail);
}
int tpregistro = OracleConvert.GetInt("TP_REGISTRO", odr);
switch (tpregistro)
{
case 1: trade.RecordType = "NW"; break;
case 2: trade.RecordType = "DL"; break;
case 3: trade.RecordType = "AM"; break;
default: trade.RecordType = "IV"; break;
}
return(trade);
}
catch (Exception ex)
{
logger.Error("_Sinacor2Trade(): (" + ex.StackTrace + ") [" + ex.Message + "]");
}
return(null);
}
