void HandleMessage(string msg, dynamic args, Request request)
{
LogDebug("(in) " + request.type + " " + msg);
LogVerbose("... " + JsonConvert.SerializeObject(request));
args = args ?? new { };
try
{
switch (msg)
{
case "initialize":
var cap = new Capabilities();
InitializeEvent?.Invoke(request, cap);
Send(request, cap);
Initialized();
break;
case "configurationDone":
ConfigurationDoneEvent?.Invoke(request);
break;
case "launch":
LaunchEvent?.Invoke(request, JsonConvert.SerializeObject(args));
break;
case "attach":
AttachEvent?.Invoke(request, JsonConvert.SerializeObject(args));
break;
case "disconnect":
DisconnectEvent?.Invoke(request);
break;
case "next":
StepOverEvent?.Invoke(request);
break;
case "continue":
ContinueEvent?.Invoke(request);
break;
case "stepIn":
StepInEvent?.Invoke(request);
break;
case "stepOut":
StepOutEvent?.Invoke(request);
break;
case "pause":
PauseEvent?.Invoke(request);
break;
case "threads":
GetThreadsEvent?.Invoke(request);
break;
case "scopes":
GetScopesEvent?.Invoke(request, (int)args.frameId);
break;
case "stackTrace":
GetStackTraceEvent?.Invoke(request);
break;
case "variables":
_tempVariables.Clear();
GetVariablesEvent?.Invoke(request, (int)args.variablesReference, _tempVariables);
Send(request, new VariablesResponseBody(_tempVariables));
break;
case "setVariable":
var variable = new Variable((string)args.name, (string)args.value, "", (int)args.variablesReference);
SetVariableEvent?.Invoke(
request, variable
);
Send(
request,
new SetVariableResponseBody(variable.value, variable.variablesReference)
);
break;
case "loadedSources":
GetLoadedSourcesEvent?.Invoke(request);
break;
case "source":
GetSourceEvent?.Invoke(request);
break;
case "evaluate":
string resultEval = "";
EvaluateEvent?.Invoke(
request, (int)args.frameId, (string)args.context, (string)args.expression, (bool)(args.format?.hex ?? false),
ref resultEval
);
Send(
request,
new EvaluateResponseBody(
resultEval
)
);
break;
case "completions":
GetCompletionsEvent?.Invoke(
request, (int)args.frameId, (int)args.line, (int)args.column, (string )args.text
);
break;
case "setBreakpoints":
SetBreakpointsEvent?.Invoke(request);
break;
// case "runInTerminal":
// OnRunInTerminal?.Invoke( pRequest );
// break;
// case "setFunctionBreakpoints":
// SetFunctionBreakpoints( pResponse, pArgs );
// break;
// case "setExceptionBreakpoints":
// SetExceptionBreakpoints( pResponse, pArgs );
// break;
default:
CustomRequestEvent?.Invoke(request);
if (!request.responded)
{
Log(
Logging.Severity.Error,
string.Format("Request not handled: '{0}' [{1}]", msg, Convert.Encode(request.arguments.ToString()))
);
}
break;
}
}
catch (Exception e)
{
Log(
Logging.Severity.Error,
$"Error during request '{Convert.Encode( request.arguments.ToString() )}' [{msg}] (exception: {e.Message})\n{e}"
);
Send(new Response(request, errorMsg: e.Message));
}
}
static public void ApplyTerm(bool isFull, Trade trade, SimpleDate tradeDate, SimpleDate effectiveDate,
string party, double fee, Market market, StringBuilder sb)
{
CleanUpFees(trade);
trade.Product.ClearFlows();
var tradeTime = tradeDate.ToDateTime();
//tradeTime = tradeTime.AddSeconds(count);
var settleDate = effectiveDate;
var stepOutPartyId = GetPartyIdFromCode(party);
bool isStepout = stepOutPartyId > 0 && stepOutPartyId != trade.PartyId;
if (isFull)
{
TerminationEvent pevent;
if (isStepout)
{
pevent = new StepOutEvent(trade);
(pevent as StepOutEvent).InitialParty = trade.PartyId;
(pevent as StepOutEvent).TargetParty = GetPartyIdFromCode(party);
pevent.FullCalculationPeriod = true;
}
else
{
pevent = new TerminationEvent(trade);
}
pevent.TradeTime = tradeTime;
// pevent.Price = price;
// pevent.PriceType = QuotationType.CleanPrice;
pevent.EffectiveDate = settleDate;
pevent.AmountCurrency = trade.Product.Currency;
pevent.Amount = fee;
pevent.InterestPaymentDate = settleDate;
//Termination Regular
var handler = (TerminationProductEventHandler)ProductEvent.Handler(pevent.EventType, trade.Product.ProcessingType);
var newTrades = new List<Trade>();
var modifiedTrades = new List<Trade>();
double accrual = 0;
try { accrual = handler.ComputeAccrual(trade, tradeTime, pevent.EffectiveDate, market, pevent.FXRate); }
catch (Exception ac)
{
sb.Append("*** Error computing Acrual for " + trade.Product.GetType().Name + " " + ac.Message + "\n");
}
pevent.Accrual = accrual;
handler.Process(pevent, market, trade, newTrades, modifiedTrades, new List<IProductEvent>());
if (trade.Fees != null)
{
foreach (Fee f in trade.Fees)
{
if (f.Date != pevent.EffectiveDate) continue;
if (f.FeeType != FeeType.AccrualOffset) f.InputAmount = accrual + pevent.Amount;
}
}
trade.Status = "Terminated";
}
else
{
//Partial
PartialTerminationEvent pevent;
var termamount = fee;
if (isStepout)
{
pevent = new PartialStepOutEvent(trade);
(pevent as PartialStepOutEvent).InitialParty = trade.PartyId;
(pevent as PartialStepOutEvent).TargetParty = GetPartyIdFromCode(party);
pevent.FullCalculationPeriod = true;
pevent.PreviousNotional = Math.Abs(trade.Product.CurrentNominal(trade.Product.ContractMaturity, tradeTime.AddSeconds(-1), false));
pevent.CurrentNotional = pevent.PreviousNotional - Math.Abs(termamount);
}
else
{
pevent = new PartialTerminationEvent(trade)
{
FullCalculationPeriod = true,
PreviousNotional =
Math.Abs(trade.Product.CurrentNominal(trade.Product.ContractMaturity, tradeTime.AddSeconds(-1), false))
};
pevent.CurrentNotional = pevent.PreviousNotional - Math.Abs(termamount);
}
pevent.EffectiveDate = settleDate;
pevent.TradeTime = tradeTime;
// pevent.Price = price;
// pevent.PriceType = QuotationType.CleanPrice;
pevent.EffectiveDate = settleDate;
pevent.AmountCurrency = trade.SettleCurrency;
// pevent.Amount = -termamount * (pevent.Price - 1);
pevent.InterestPaymentDate = settleDate;
//Termination Regular
var handler = (PartialTerminationProductEventHandler)ProductEvent.Handler(pevent.EventType, trade.Product.ProcessingType);
var newTrades = new List<Trade>();
var modifiedTrades = new List<Trade>();
double accrual = 0;
try { accrual = handler.ComputeAccrual(trade, tradeTime, pevent.EffectiveDate, market, pevent.PreviousNotional, pevent.CurrentNotional, true, pevent.FXRate); }
catch (Exception ac)
{
sb.Append("*** Error computing Acrual for " + trade.Product.GetType().Name + " " + ac.Message + "\n");
}
pevent.Accrual = accrual;
handler.Process(pevent, market, trade, newTrades, modifiedTrades, new List<IProductEvent>());
if (trade.Fees != null)
{
foreach (Fee f in trade.Fees)
{
if (f.Date == pevent.EffectiveDate && f.FeeType != FeeType.AccrualOffset) f.InputAmount = accrual + pevent.Amount;
}
}
}
}
