public void HandlePublishedNewRequestEvent(NewRequestForQuoteEventPayload eventPayload)
{
if (eventPayload == null)
{
throw new ArgumentNullException("eventPayload");
}
IRequestForQuote request = new RequestForQuoteImpl();
request.Legs = optionRequestParser.ParseRequest(eventPayload.NewRequestText.ToUpper(), request);
request.Request = eventPayload.NewRequestText;
request.Status = StatusEnum.PENDING;
request.Identifier = -1;
request.Client = eventPayload.NewRequestClient;
request.TradeDate = DateTime.Today;
if (request.Legs != null)
{
request.ExpiryDate = request.Legs[0].MaturityDate;
}
request.LotSize = 100;
request.Multiplier = 10;
request.Contracts = 100;
request.NotionalFXRate = 1;
request.NotionalMillions = 1;
request.BookCode = eventPayload.NewRequestBookCode;
request.DayCountConvention = 250.0;
request.PremiumSettlementFXRate = 1;
request.SalesCreditFXRate = 1;
request.IsOTC = true;
request.SalesCreditPercentage = 2;
request.PremiumSettlementDaysOverride = 1;
request.PremiumSettlementDate = DateTime.Today.AddDays(request.PremiumSettlementDaysOverride);
request.CalculatePricing(optionRequestPricer);
TodaysRequests.Add(request);
Requests.Clear();
Requests.AddRange(TodaysRequests);
NotifyPropertyChanged("Requests");
// TODO - add all fields with their defaults.
if (log.IsDebugEnabled)
{
log.Debug("Received and prcoessed published new request for quote => " + request);
}
}
public void HandleNewSerializedRequestEvent(NewSerializedRequestEventPayload eventPayload)
{
if (eventPayload == null)
{
throw new ArgumentNullException("eventPayload");
}
if (log.IsDebugEnabled)
{
log.Debug("Received new serialized request: " + eventPayload);
}
if (TodaysRequests.All(request => request.Identifier != eventPayload.NewSerializedRequest.Identifier) &&
eventPayload.NewSerializedRequest.TradeDate == DateTime.Today)
{
Requests.Add(eventPayload.NewSerializedRequest);
}
}
