public static object GetEditByID(Guid id)
{
try
{
DA_TRN trn = DealUIP.GetByID(id);
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, trn.MA_INSRUMENT.ID);
var query = new
{
ID = trn.ID,
TradeDate = trn.TRADE_DATE.HasValue ? trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SpotDate = trn.SPOT_DATE.HasValue ? trn.SPOT_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
MaturityDate = trn.MATURITY_DATE.HasValue ? trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = trn.CTPY_ID.ToString(),
Portfolio = trn.PORTFOLIO_ID.ToString(),
Instrument = trn.INSTRUMENT_ID.ToString(),
BuySell = trn.FLAG_BUYSELL,
CCY1 = trn.FIRST.CCY_ID.ToString(),
SpotRate = trn.FIRST.RATE - (trn.FIRST.SWAP_POINT.HasValue ? trn.FIRST.SWAP_POINT : 0),
SwapPoint = trn.FIRST.SWAP_POINT,
Remark = trn.REMARK,
flag_settle = trn.FLAG_SETTLE,
Notional1 = Math.Abs(trn.FIRST.NOTIONAL.Value),
Notional2 = Math.Abs(trn.SECOND.NOTIONAL.Value)
};
return(new { Result = "OK", record = query, CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetInstrument(Guid id)
{
try
{ MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, id);
return(new { Result = "OK", Message = "", CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } }); }
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetCCYByInstrumentID(Guid id)
{
try
{
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, id);
return(new { Result = "OK", record = new { id = ins.MA_CURRENCY.ID.ToString(), label = ins.MA_CURRENCY.LABEL } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetLotSizeByInstrumentID(string ID)
{
try
{
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, new Guid(ID));
if (!ins.LOT_SIZE.HasValue)
{
return new { Result = "ERROR", Message = "Instrument's lot size is empty." }
}
;
return(new { Result = "OK", lotsize = ins.LOT_SIZE });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN lastTrn1 = DealUIP.GetByID(id);
DA_TRN lastTrn2 = DealUIP.GetFXSwapPair(SessionInfo, lastTrn1.INT_DEAL_NO, lastTrn1.VERSION, lastTrn1.ID);
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, lastTrn1.MA_INSRUMENT.ID);
var NearLeg = lastTrn1.FLAG_NEARFAR == "N" ? lastTrn1 : lastTrn2;
var FarLeg = lastTrn2.FLAG_NEARFAR == "F" ? lastTrn2 : lastTrn1;
var query = new
{
TradeDate = lastTrn1.TRADE_DATE.HasValue ? lastTrn1.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = lastTrn1.CTPY_ID.ToString(),
Portfolio = lastTrn1.PORTFOLIO_ID.ToString(),
Instrument = lastTrn1.INSTRUMENT_ID.ToString(),
ContractCcy = lastTrn1.FIRST.CCY_ID.ToString(),
SpotDate = lastTrn1.SPOT_DATE.HasValue ? lastTrn1.SPOT_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SpotRate = lastTrn1.FIRST.RATE.Value - lastTrn1.FIRST.SWAP_POINT.Value,
BSN = NearLeg.FLAG_BUYSELL,
BSF = FarLeg.FLAG_BUYSELL,
SetDateN = NearLeg.MATURITY_DATE.HasValue ? NearLeg.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SetDateF = FarLeg.MATURITY_DATE.HasValue ? FarLeg.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SwapPoitN = NearLeg.FIRST.SWAP_POINT,
SwapPoitF = FarLeg.FIRST.SWAP_POINT,
ContAmtN = Math.Abs(NearLeg.FIRST.NOTIONAL.Value),
CountAmtN = Math.Abs(NearLeg.SECOND.NOTIONAL.Value),
ContAmtF = Math.Abs(FarLeg.FIRST.NOTIONAL.Value),
CountAmtF = Math.Abs(FarLeg.SECOND.NOTIONAL.Value),
flag_settle = lastTrn1.FLAG_SETTLE,
};
return(new { Result = "OK", record = query, productid2 = lastTrn2.ID.ToString(), CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object CallTBMA(string instrumentid, string setdate, double yield, double cprice, string ytype, bool y2p)
{
try
{
MA_TBMA_CONFIG config = LookupUIP.GetTBMAConfig(SessionInfo);
string username, userpassword, token, Key, ErrorMessage;
username = config.TBMA_CAL_USERNAME;
userpassword = config.TBMA_CAL_PASSWORD;
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, new Guid(instrumentid));
if (ins == null)
{
throw new Exception("Instrument is not found");
}
LoggingHelper.Info("TBMA Calculation Service has been called by " + SessionInfo.UserLogon);
//Step 1 Create new instant object
ThaiBMACalc.ThaiBMA_Claculation_Service calc = new ThaiBMACalc.ThaiBMA_Claculation_Service(); //Service Object
ThaiBMACalc.BondFactor BF = new ThaiBMACalc.BondFactor(); //input object
ThaiBMACalc.AuthenHeader header = new ThaiBMACalc.AuthenHeader(); //authen object
//Step 2 Get token
Authen.ThaiBMA_Calculation_Auth authen = new Authen.ThaiBMA_Calculation_Auth();
token = authen.GetToken(username);
//Step 3 Get Key for access
Key = GetKey.getKeyLogin(token, username, userpassword);
header.key = Key;
header.username = username;
//Step 4 Set auhen value
calc.AuthenHeaderValue = header;
//Step 5 Set input value to object
BF.Symbol = ins.LABEL;
BF.SettlementDate = DateTime.ParseExact(setdate, "dd/MM/yyyy", null);
BF.TradeDateAndTime = System.DateTime.Now;
BF.Yield = yield;
BF.Percent_Price = cprice;
BF.isYield2Price = y2p;
BF.isCallPutOption = false;
BF.Unit = 1;
BF.PriceType = ThaiBMACalc.PriceType.Clean;
if (ins.LABEL.StartsWith("ILB"))
{
BF.isILB = true;
}
if (ytype == "DM")
{
BF.YieldType = ThaiBMACalc.YieldType.DM;
}
else
{
BF.YieldType = ThaiBMACalc.YieldType.YTM;
}
//Step 6 Call calc method
ThaiBMACalc.CalculationOutput result = calc.BondCalculation(BF);
ThaiBMACalc.ServiceError sresult = (ThaiBMACalc.ServiceError)result.ServiceResult;
//Error while calling service
if (sresult != null && !sresult.Result)
{
ErrorMessage = sresult.ErrorMessage;
string ErrorNo = sresult.ErrorNo;
bool rtn = sresult.Result;
string attime = sresult.TimeStamp.ToString();
LoggingHelper.Error("ThaiBMA service is fail. " + ErrorMessage);
return(new { Result = "ERROR", Message = "ThaiBMA service is fail. " + ErrorMessage });
}
if ((result.CalcError == null) && (result.CalcResult != null))
{
ThaiBMACalc.CalcResult myResult = (ThaiBMACalc.CalcResult)result.CalcResult;
//Calculation Result
double RGrossPrice = 0;
double RCleanPrice = 0;
double RYield = 0;
if (myResult.Symbol.StartsWith("ILB"))
{
RCleanPrice = (double)myResult.Percent_Unadjusted_CleanPrice;
RYield = (double)myResult.Percent_RealYield;
RGrossPrice = (double)myResult.Percent_Unadjusted_GrossPrice;
}
else
{
RYield = ytype == "DM" ? (double)myResult.Percent_DM : (double)myResult.Percent_Yield;
RCleanPrice = (double)myResult.Percent_CleanPrice;
RGrossPrice = (double)myResult.Percent_GrossPrice;
}
return(new { Result = "OK", gprice = RGrossPrice, cprice = RCleanPrice, yield = RYield });
//.... and more
}
else
{
Type error = result.CalcError.GetType();
IList <PropertyInfo> props = new List <PropertyInfo>(error.GetProperties());
string errmsg = string.Join(",", props.Where(p => p.GetValue(result.CalcError, null).ToString() != "").Select(p => p.GetValue(result.CalcError, null)).ToList());
LoggingHelper.Error("ThaiBMA Caculation is fail. " + errmsg);
return(new { Result = "ERROR", Message = "ThaiBMA Caculation is fail. " + errmsg });
}
}
catch (Exception ex)
{
LoggingHelper.Error("ThaiBMA service is fail. " + ex.Message);
return(new { Result = "ERROR", Message = ex.Message });
}
}