Esempio n. 1
0
        public static void ProcessSecUpdate(SecurityUpdate secUpd)
        {
            CommandClass command = new CommandClass();
            int          retVal  = command.UpdateOptionExpDt(secUpd.Symbol, secUpd.MatDt.ToString("MM/dd/yyyy"));

            if (retVal == -2)
            {
                logger.LogError("Symbol not found: \"" + secUpd.Symbol + "\". Update failed for RptID " + secUpd.RptID);
                errFlag = true;
            }
            else if (retVal == 0)
            {
                updateCt += 1;
            }
        }
Esempio n. 2
0
        public static void ParseXML(XElement SecListUpd, string lineNumber)
        {
            // Required data
            DateTime       MatDt_1, MatDt_2;
            XElement       instrmt_1, instrmt_2;
            string         Sym_1, CFI_1;
            Double         StrkPx_1;
            SecurityUpdate secUpd = new SecurityUpdate();

            // RptID
            if (String.IsNullOrEmpty(SecListUpd.Attribute("RptID")?.Value))
            {
                logger.LogError("RptID is empty or missing. - Line " + lineNumber);
                return;
            }
            secUpd.RptID = SecListUpd.Attribute("RptID").Value;

            // Instrmt 1
            instrmt_1 = (XElement)SecListUpd.FirstNode;
            instrmt_1 = (XElement)instrmt_1.FirstNode;
            if (instrmt_1 == null || instrmt_1.Name.LocalName != "Instrmt")
            {
                logger.LogError("Invalid SecListUpd format. Instrmt block missing. - Line " + lineNumber);
                return;
            }

            // Instrmt 2
            instrmt_2 = (XElement)instrmt_1.NextNode;
            if (instrmt_2 == null || instrmt_2.Name.LocalName != "Instrmt")
            {
                logger.LogError("Invalid SecListUpd format. Instrmt block missing. - Line " + lineNumber);
                return;
            }

            // MatDt 1 (Old expiry date)
            if (!DateTime.TryParse(instrmt_1.Attribute("MatDt")?.Value, out MatDt_1))
            {
                logger.LogError("Invalid MatDt in Instrmt block 1. - Line " + lineNumber);
                return;
            }

            // MatDt 2 (New expiry date)
            if (!DateTime.TryParse(instrmt_2.Attribute("MatDt")?.Value, out MatDt_2))
            {
                logger.LogError("Invalid MatDt in Instrmt block 2. - Line " + lineNumber);
                return;
            }
            secUpd.MatDt = MatDt_2;

            if (MatDt_1 == MatDt_2)
            {
                return;
            }                                   // Check if MatDt does not change after update

            // Sym 1
            Sym_1 = (instrmt_1.Attribute("Sym")?.Value).PadRight(6);
            if (String.IsNullOrEmpty(Sym_1))
            {
                logger.LogError("Missing Sym in Instrmt block 1. - Line " + lineNumber);
                return;
            }

            // StrkPx 1
            if (!Double.TryParse(instrmt_1.Attribute("StrkPx")?.Value, out StrkPx_1))
            {
                logger.LogError("Invalid StrkPx (\"" + instrmt_1.Attribute("StrkPx")?.Value + "\") in Instrmt block 1. - Line " + lineNumber);
                return;
            }

            // CFI 1
            CFI_1 = instrmt_1.Attribute("CFI")?.Value;
            if (String.IsNullOrEmpty(CFI_1))
            {
                logger.LogError("Missing CFI in Instrmt block 1. - Line " + lineNumber);
                return;
            }
            if (CFI_1[1] == 'C')
            {
                secUpd.Symbol = Sym_1 + MatDt_1.ToString("yyMMdd") + "C" + StrkPx_1.ToString("00000.000").Replace(".", "");
            }
            else if (CFI_1[1] == 'P')
            {
                secUpd.Symbol = Sym_1 + MatDt_1.ToString("yyMMdd") + "P" + StrkPx_1.ToString("00000.000").Replace(".", "");
            }
            else
            {
                logger.LogError("Invalid CFI in Instrmt block 1. - Line " + lineNumber);
                return;
            }

            ProcessSecUpdate(secUpd);
        }