/// <summary>
/// Creates an XML Element representing a placment in the order document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="orderRow">A order record.</param>
public LocalOrderElement(XmlDocument xmlDocument, LocalOrderSet.OrderRow orderRow) :
base("LocalOrder", xmlDocument)
{
// Add the attributes of a order to this record.
AddAttribute("OrderId", orderRow.OrderId.ToString());
// Account field
if (!orderRow.IsAccountIdNull())
{
AddAttribute("AccountId", orderRow.AccountId.ToString());
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(orderRow.AccountId);
if (accountRow != null)
{
AddAttribute("AccountId", accountRow.AccountId.ToString());
AddAttribute("AccountName", accountRow.ObjectRow.Name);
AddAttribute("AccountMnemonic", accountRow.Mnemonic);
}
}
// Security field
if (!orderRow.IsSecurityIdNull())
{
AddAttribute("SecurityId", orderRow.SecurityId.ToString());
ClientMarketData.SecurityRow securityRow = ClientMarketData.Security.FindBySecurityId(orderRow.SecurityId);
if (securityRow != null)
{
AddAttribute("SecurityId", securityRow.SecurityId.ToString());
AddAttribute("SecurityName", securityRow.ObjectRow.Name);
AddAttribute("SecuritySymbol", securityRow.Symbol);
}
}
// Broker field
if (!orderRow.IsBrokerIdNull())
{
AddAttribute("BrokerId", orderRow.BrokerId.ToString());
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(orderRow.BrokerId);
if (brokerRow != null)
{
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
if (!brokerRow.IsPhoneNull())
{
AddAttribute("BrokerPhone", brokerRow.Phone);
}
}
}
// TransactionType field
if (!orderRow.IsTransactionTypeCodeNull())
{
AddAttribute("TransactionTypeCode", orderRow.TransactionTypeCode.ToString());
ClientMarketData.TransactionTypeRow transactionTypeRow = ClientMarketData.TransactionType.FindByTransactionTypeCode(orderRow.TransactionTypeCode);
if (transactionTypeRow != null)
{
AddAttribute("TransactionTypeMnemonic", transactionTypeRow.Mnemonic);
}
}
// TimeInForce field
if (!orderRow.IsTimeInForceCodeNull())
{
AddAttribute("TimeInForceCode", orderRow.TimeInForceCode.ToString());
ClientMarketData.TimeInForceRow timeInForceRow = ClientMarketData.TimeInForce.FindByTimeInForceCode(orderRow.TimeInForceCode);
if (timeInForceRow != null)
{
AddAttribute("TimeInForceMnemonic", timeInForceRow.Mnemonic);
}
}
// OrderType field
if (!orderRow.IsOrderTypeCodeNull())
{
AddAttribute("OrderTypeCode", orderRow.OrderTypeCode.ToString());
ClientMarketData.OrderTypeRow orderTypeRow = ClientMarketData.OrderType.FindByOrderTypeCode(orderRow.OrderTypeCode);
if (orderTypeRow != null)
{
AddAttribute("OrderTypeMnemonic", orderTypeRow.Mnemonic);
}
}
if (!orderRow.IsQuantityNull())
{
AddAttribute("Quantity", orderRow.Quantity.ToString());
}
if (!orderRow.IsPrice1Null())
{
AddAttribute("Price1", orderRow.Price1.ToString());
}
if (!orderRow.IsPrice2Null())
{
AddAttribute("Price2", orderRow.Price2.ToString());
}
}
/// <summary>
/// Creates a denormalized order record from a local record.
/// </summary>
/// <param name="localOrder">A local order record.</param>
/// <returns>A order record that is independant of the global data set for all the anscillary data.</returns>
public static OrderSet.OrderRow Create(LocalOrderSet.OrderRow localOrder)
{
// Create a new, empty order record.
OrderSet.OrderRow orderRow = orderSet.Order.NewOrderRow();
// This new record is a copy of a local record and uses the local system of identifiers.
orderRow.IsLocal = true;
// Copy each field that has an analog in the local record set into the new record.
foreach (DataColumn dataColumn in localOrder.Table.Columns)
{
orderRow[dataColumn.ColumnName] = localOrder[dataColumn];
}
// AccountId cross-referenced data is filled in here.
if (!localOrder.IsAccountIdNull())
{
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(orderRow.AccountId);
if (accountRow != null)
{
orderRow.AccountMnemonic = accountRow.Mnemonic;
orderRow.AccountName = accountRow.ObjectRow.Name;
}
}
// SecurityId cross-referenced data is filled in here.
if (!localOrder.IsSecurityIdNull())
{
ClientMarketData.SecurityRow securityRow = ClientMarketData.Security.FindBySecurityId(orderRow.SecurityId);
if (securityRow != null)
{
orderRow.SecuritySymbol = securityRow.Symbol;
orderRow.SecurityName = securityRow.ObjectRow.Name;
}
}
// CurrencyId cross-referenced data is filled in here.
if (!localOrder.IsSettlementIdNull())
{
ClientMarketData.CurrencyRow currencyRow = ClientMarketData.Currency.FindByCurrencyId(orderRow.SettlementId);
if (currencyRow != null)
{
orderRow.SettlementSymbol = currencyRow.SecurityRow.Symbol;
orderRow.SettlementName = currencyRow.SecurityRow.ObjectRow.Name;
}
}
// BrokerId cross-referenced data is filled in here.
if (!localOrder.IsBrokerIdNull())
{
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(orderRow.BrokerId);
if (brokerRow != null)
{
orderRow.BrokerSymbol = brokerRow.Symbol;
orderRow.BrokerName = brokerRow.ObjectRow.Name;
}
}
// TransactionType cross-referenced data is filled in here.
if (!localOrder.IsTransactionTypeCodeNull())
{
ClientMarketData.TransactionTypeRow transactionTypeRow = ClientMarketData.TransactionType.FindByTransactionTypeCode(orderRow.TransactionTypeCode);
if (transactionTypeRow != null)
{
orderRow.TransactionTypeMnemonic = transactionTypeRow.Mnemonic;
}
}
// TimeInForce cross-referenced data is filled in here.
if (!localOrder.IsTimeInForceCodeNull())
{
ClientMarketData.TimeInForceRow timeInForceRow = ClientMarketData.TimeInForce.FindByTimeInForceCode(orderRow.TimeInForceCode);
if (timeInForceRow != null)
{
orderRow.TimeInForceMnemonic = timeInForceRow.Mnemonic;
}
}
// TimeInForce cross-referenced data is filled in here.
if (!localOrder.IsOrderTypeCodeNull())
{
ClientMarketData.OrderTypeRow orderTypeRow = ClientMarketData.OrderType.FindByOrderTypeCode(orderRow.OrderTypeCode);
if (orderTypeRow != null)
{
orderRow.OrderTypeMnemonic = orderTypeRow.Mnemonic;
}
}
// This is a complete record of the order, including the referenced data.
return(orderRow);
}
