internal static Transaction CreateBookTran(InstrumentCategory instrumentCategory, Account account, Protocal.TransactionBookData tranData)
{
var factory = CreateAddTranCommandFactory(tranData.OrderType, instrumentCategory);
var command = factory.CreateBookTran(account, tranData);
return(command.ExecuteAndGetResult());
}
internal static TransactionBookData ToTransactionBookData(XmlNode tranNode)
{
string tranCode = string.Empty;
Guid? orderBatchInstructionId;
TransactionBookData tranData = TransactionParser.ParseTransactionBookData(tranNode, out orderBatchInstructionId);
tranData.Id = Guid.Parse(tranNode.Attributes["ID"].Value);
tranData.Orders = new List <OrderBookData>();
var instrument = InstrumentManager.Default.Get(tranData.InstrumentId);
InstrumentCategory instrumentCategory = instrument.Category;
foreach (XmlNode orderNode in tranNode.ChildNodes)
{
if (orderNode.Name == "Order")
{
OrderBookData orderData = null;
if (instrumentCategory == InstrumentCategory.Forex)
{
orderData = OrderDataHelper.InitializeBookData(orderNode);
}
else
{
orderData = OrderDataHelper.InitalizePhysicalBookData(orderNode);
}
orderData.OrderBatchInstructionID = orderBatchInstructionId;
tranData.Orders.Add(orderData);
}
}
tranData.PlaceByRiskMonitor = true;
return(tranData);
}
//Only Update the fields that should take effect in the past
internal override void Update(IDBRow instrumentRow)
{
base.Update(instrumentRow);
this._category = (InstrumentCategory)instrumentRow.GetColumn <int>("Category");
this._numeratorUnit = instrumentRow.GetColumn <int>("NumeratorUnit");
this._denominator = instrumentRow.GetColumn <int>("Denominator");
this._isNormal = instrumentRow.GetColumn <bool>("IsNormal");
this.DayOpenTime = (instrumentRow["DayOpenTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["DayOpenTime"];
this.DayCloseTime = (instrumentRow["DayCloseTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["DayCloseTime"];
if (instrumentRow.Contains("EndTime"))
{
_endTime = (instrumentRow["EndTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["EndTime"];
}
this.ValueDate = (instrumentRow["ValueDate"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["ValueDate"];
this.NextDayOpenTime = (instrumentRow["NextDayOpenTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["NextDayOpenTime"];
this._commissionFormula = (FeeFormula)instrumentRow.GetColumn <byte>("CommissionFormula");
this._levyFormula = (FeeFormula)instrumentRow.GetColumn <byte>("LevyFormula");
_otherFeeFormula = (FeeFormula)instrumentRow.GetColumn <byte>("OtherFeeFormula");
this._marginFormula = (MarginFormula)instrumentRow.GetColumn <byte>("MarginFormula");
this._tradePLFormula = (TradePLFormula)instrumentRow.GetColumn <byte>("TradePLFormula");
this._isExpired = this.DayOpenTime == default(DateTime) && this.DayCloseTime == default(DateTime) && this.ValueDate == default(DateTime) && this.NextDayOpenTime == default(DateTime);
}
internal static Transaction CreateMultipleCloseTran(InstrumentCategory instrumentCategory, Account account, Guid instrumentId, decimal contractSize, Guid submitorId)
{
var addTranCommandFactory = TransactionFacade.CreateAddTranCommandFactory(OrderType.MultipleClose, instrumentCategory);
var command = addTranCommandFactory.CreateMultipleCloseTran(account, instrumentId, contractSize, submitorId);
return(command.ExecuteAndGetResult());
}
public void SaveInstrumentCategory(InstrumentCategory instrumentCategory)
{
DanielsEntities context = new DanielsEntities();
COSC4210.MusicalIntruments.Web.Models.Category instrumentItemCategory = new COSC4210.MusicalIntruments.Web.Models.Category();
if (instrumentCategory.ID != 0)
{
var etItemCategory = from t in context.Categories
where t.ID == instrumentCategory.ID
select t;
instrumentItemCategory = etItemCategory.FirstOrDefault();
instrumentItemCategory.CategoryName = instrumentCategory.InstrumentCategoryName;
}
else
{
instrumentItemCategory.CategoryName = instrumentCategory.InstrumentCategoryName;
context.Categories.Add(instrumentItemCategory);
}
instrumentItemCategory.LastModified = DateTime.Now;
instrumentItemCategory.LastModifiedBy = "Phil";
context.SaveChanges();
}
internal Instrument(DataRow row)
{
this.Id = (Guid)(row["ID"]);
this.NumeratorUnit = (int)(row["NumeratorUnit"]);
this.Denominator = (int)(row["Denominator"]);
this.CurrencyId = (Guid)row["CurrencyID"];
this.Category = (InstrumentCategory)((int)row["Category"]);
}
internal static TransactionData ToTransactionData(Token token, XmlNode tran)
{
string tranCode = string.Empty;
Protocal.TransactionData tranData = TransactionParser.ParseTransaction(tran);
tranData.PlaceByRiskMonitor = token.AppType == AppType.RiskMonitor ? true : false;
tranData.Id = Guid.Parse(tran.Attributes["ID"].Value);
tranData.Orders = new List <OrderData>();
InstrumentCategory instrumentCategory = InstrumentCategory.Forex;
if (tran.Attributes["InstrumentCategory"] != null)
{
instrumentCategory = (InstrumentCategory)Enum.Parse(typeof(InstrumentCategory), tran.Attributes["InstrumentCategory"].Value);
}
foreach (XmlNode orderNode in tran.ChildNodes)
{
if (orderNode.Name == "Order")
{
OrderData orderData = null;
if (tranData.OrderType == OrderType.BinaryOption)
{
orderData = OrderDataHelper.InitializeBOData(orderNode);
}
else if (instrumentCategory == InstrumentCategory.Forex)
{
orderData = OrderDataHelper.Initialize(orderNode);
}
else
{
orderData = OrderDataHelper.InitializePhysicalData(orderNode);
}
tranData.Orders.Add(orderData);
}
}
return(tranData);
}
internal void Update(XmlNode instrumentNode)
{
foreach (XmlAttribute attribute in instrumentNode.Attributes)
{
switch (attribute.Name)
{
case "NumeratorUnit":
this.NumeratorUnit = XmlConvert.ToInt32(attribute.Value);
break;
case "Denominator":
this.Denominator = XmlConvert.ToInt32(attribute.Value);
break;
case "CurrencyID":
this.CurrencyId = XmlConvert.ToGuid(attribute.Value);
break;
case "Category":
this.Category = (InstrumentCategory)XmlConvert.ToInt32(attribute.Value);
break;
}
}
}
internal static AddTransactionCommandFactoryBase CreateAddTranCommandFactory(OrderType orderType, InstrumentCategory instrumentCategory)
{
if (orderType == OrderType.BinaryOption)
{
return(AddBOTransactionCommandFactory.Default);
}
else if (instrumentCategory == InstrumentCategory.Physical)
{
return(AddPhysicalTransactionCommandFactory.Default);
}
else
{
return(AddGeneralTransactionCommandFactory.Default);
}
}
internal override void Update(XElement instrumentNode)
{
base.Update(instrumentNode);
foreach (XAttribute attribute in instrumentNode.Attributes())
{
switch (attribute.Name.ToString())
{
case "ID":
this._id = XmlConvert.ToGuid(attribute.Value);
break;
case "CurrencyID":
this._currencyId = XmlConvert.ToGuid(attribute.Value);
break;
case "Code":
this._code = attribute.Value;
break;
case "OriginCode":
_originCode = attribute.Value;
break;
case "OriginInactiveTime":
this.InactiveTime = XmlConvert.ToInt32(attribute.Value);
break;
case "Category":
this._category = (InstrumentCategory)XmlConvert.ToInt32(attribute.Value);
break;
case "NumeratorUnit":
this._numeratorUnit = XmlConvert.ToInt32(attribute.Value);
break;
case "Denominator":
this._denominator = XmlConvert.ToInt32(attribute.Value);
break;
case "IsActive":
this._isActive = XmlConvert.ToBoolean(attribute.Value);
break;
case "LastAcceptTimeSpan":
this._lastAcceptTimeSpan = XmlConvert.ToInt32(attribute.Value);
break;
case "OrderTypeMask":
this._orderTypeMask = XmlConvert.ToInt32(attribute.Value);
break;
case "MIT":
this._mit = XmlConvert.ToBoolean(attribute.Value);
break;
case "AutoAcceptMaxLot":
this.AutoAcceptMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "AutoCancelMaxLot":
this.AutoCancelMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "IsAutoFill":
this._isAutoFill = XmlConvert.ToBoolean(attribute.Value);
break;
case "MaxMinAdjust":
this._maxMinAdjust = XmlConvert.ToInt32(attribute.Value);
break;
case "DayOpenTime":
this.DayOpenTime = Convert.ToDateTime(attribute.Value);
break;
case "DayCloseTime":
this.DayCloseTime = Convert.ToDateTime(attribute.Value);
break;
case "EndTime":
_endTime = Convert.ToDateTime(attribute.Value);
break;
case "ValueDate":
this.ValueDate = Convert.ToDateTime(attribute.Value);
break;
case "NextDayOpenTime":
this.NextDayOpenTime = Convert.ToDateTime(attribute.Value);
break;
case "CommissionFormula":
this._commissionFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "LevyFormula":
this._levyFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "OtherFeeFormula":
_otherFeeFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "MarginFormula":
this._marginFormula = (MarginFormula)XmlConvert.ToByte(attribute.Value);
break;
case "TradePLFormula":
this._tradePLFormula = (TradePLFormula)XmlConvert.ToByte(attribute.Value);
break;
case "InterestFormula":
this._interestFormula = (InterestFormula)XmlConvert.ToByte(attribute.Value);
break;
case "InterestYearDays":
this._interestYearDays = XmlConvert.ToInt32(attribute.Value);
break;
case "IsNormal":
this._isNormal = XmlConvert.ToBoolean(attribute.Value);
break;
case "HitTimes":
this._hitTimes = XmlConvert.ToInt32(attribute.Value);
break;
case "PenetrationPoint":
this._penetrationPoint = XmlConvert.ToInt32(attribute.Value);
break;
case "UseSettlementPriceForInterest":
this._useSettlementPriceForInterest = XmlConvert.ToBoolean(attribute.Value);
break;
case "CanPlacePendingOrderAtAnyTime":
this._canPlacePendingOrderAtAnyTime = XmlConvert.ToBoolean(attribute.Value);
break;
case "AllowedSpotTradeOrderSides":
this._allowedSpotTradeOrderSides = (AllowedOrderSides)XmlConvert.ToInt32(attribute.Value);
break;
case "PlaceSptMktTimeSpan":
_placeSptMktTimeSpan = TimeSpan.FromSeconds(XmlConvert.ToInt32(attribute.Value));
break;
case "HitPriceVariationForSTP":
this.HitPriceVariationForSTP = XmlConvert.ToInt32(attribute.Value);
break;
case "AcceptIfDoneVariation":
this._acceptIfDoneVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "FirstOrderTime":
_firstOrderTime = XmlConvert.ToInt32(attribute.Value);
break;
case "IsPriceEnabled":
this._isPriceEnabled = XmlConvert.ToBoolean(attribute.Value);
_priceEnableTime = DateTime.Now;
break;
case "AutoDQDelay":
this.AutoDQDelay = TimeSpan.FromSeconds(XmlConvert.ToInt16(attribute.Value));
break;
case "HolidayAlertDayPolicyID":
this.HolidayAlertDayPolicyId = XmlConvert.ToGuid(attribute.Value);
break;
case "SummaryQuantity":
this._summaryQuantity = XmlConvert.ToDecimal(attribute.Value);
break;
case "SpotPaymentTime":
this.SpotPaymentTime = attribute.Value.Get <DateTime?>();
break;
}
}
}
static InstrumentCategory()
{
LayerZero = new InstrumentCategory() { Layer = 0, Name = "通用/专用仪器" };
LayerFirst = new InstrumentCategory() { Layer = 1, Name = "仪器大类" };
LayerSecond = new InstrumentCategory() { Layer = 2, Name = "仪器中类" };
LayerThird = new InstrumentCategory() { Layer = 3, Name = "仪器小类" };
Dic = new Dictionary<int, InstrumentCategory>();
Dic.Add(LayerZero.Layer, LayerZero);
Dic.Add(LayerFirst.Layer, LayerFirst);
Dic.Add(LayerSecond.Layer, LayerSecond);
Dic.Add(LayerThird.Layer, LayerThird);
}
