public override void EndElement(string endElement)
{
if ("instrument" == endElement)
{
long id = GetLongValue(Id, 0L);
String name = GetStringValue(Name);
string symbol = GetStringValue(Symbol);
string isin = GetStringValue(UnderlyingIsin);
string assetClass = GetStringValue(AssetClass);
UnderlyingInfo underlying = new UnderlyingInfo(symbol, isin, assetClass);
DateTime startTime = GetDateTime(StartTime, DateTime.MinValue);
DateTime? expiryTime = GetDateTime(EndTime);
TimeSpan openOffset = GetTimeSpan(OpeningOffset, TimeSpan.MinValue);
TimeSpan closeOffset = GetTimeSpan(ClosingOffset, TimeSpan.MinValue);
string timeZone = GetStringValue(Timezone);
List <DayOfWeek> daysOfWeek = GetDaysOfWeek();
CalendarInfo calendarInfo = new CalendarInfo(startTime, expiryTime, openOffset, closeOffset, timeZone, daysOfWeek);
decimal marginRate = GetDecimalValue(Margin, 0);
decimal maximumPosition = GetDecimalValue(MaximumPositionThreshold, 0);
RiskInfo riskInfo = new RiskInfo(marginRate, maximumPosition);
decimal priceIncrement = GetDecimalValue(PriceIncrement, 0);
decimal quantityIncrement = GetDecimalValue(OrderQuantityIncrement, 0);
decimal volatilityBandPercentage = GetDecimalValue(RetailVolatilityBandPercentage, 0);
OrderBookInfo orderBookInfo = new OrderBookInfo(priceIncrement, quantityIncrement, volatilityBandPercentage);
string currency = GetStringValue(Currency);
decimal unitPrice = GetDecimalValue(UnitPrice, 0);
string unitOfMeasure = GetStringValue(ContractUnitMeasure);
decimal contractSize = GetDecimalValue(ContractSize, 0);
ContractInfo contractInfo = new ContractInfo(currency, unitPrice, unitOfMeasure, contractSize);
decimal minimumCommission = GetDecimalValue(MinimumCommission, 0);
decimal?aggressiveCommissionRate = GetDecimalValue(AggressiveCommisionRate);
decimal?passiveCommissionRate = GetDecimalValue(PassiveCommissionRate);
decimal?aggressiveCommissionPerContract = GetDecimalValue(AggressiveCommissionPerContract);
decimal?passiveCommissionPerContract = GetDecimalValue(PassiveCommissionPerContract);
string fundingBaseRate = GetStringValue(FundingBaseRate);
int dailyInterestRateBasis = GetIntValue(DailyInteresetRateBasis, 0);
decimal?fundingPremiumPercentage = GetDecimalValue(FundingPremiumPercentage);
decimal?fundingReductionPercentage = GetDecimalValue(FundingReductionPercentage);
decimal?longSwapPoints = GetDecimalValue(LongSwapPoints);
decimal?shortSwapPoints = GetDecimalValue(ShortSwapPoints);
CommercialInfo commercialInfo = new CommercialInfo(minimumCommission, aggressiveCommissionRate, passiveCommissionRate,
aggressiveCommissionPerContract, passiveCommissionPerContract,
fundingBaseRate, dailyInterestRateBasis,
fundingPremiumPercentage, fundingReductionPercentage, longSwapPoints, shortSwapPoints);
_instruments.Add(new Instrument(id, name, underlying, calendarInfo, riskInfo, orderBookInfo, contractInfo, commercialInfo));
}
}
public Instrument(long id, string name, UnderlyingInfo underlying, CalendarInfo calendar, RiskInfo risk, OrderBookInfo orderBook, ContractInfo contract, CommercialInfo commercial)
{
this._id = id;
this._name = name;
this._underlying = underlying;
this._calendar = calendar;
this._risk = risk;
this._orderBook = orderBook;
this._contract = contract;
this._commercial = commercial;
}
