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;
}
}
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);
}