public ICollection<ISecurity> GetSecurities(ExternalIdBundle bundle)
{
ArgumentChecker.NotEmpty(bundle.Identifiers, "bundle");
var parameters = UriEncoding.GetParameters(bundle);
return _restTarget.Resolve("securities", parameters).Get<FudgeListWrapper<ISecurity>>().List;
}
public ISecurity GetSecurity(ExternalIdBundle bundle)
{
ArgumentChecker.NotEmpty(bundle.Identifiers, "bundle");
Tuple<string, string>[] parameters = UriEncoding.GetParameters(bundle);
return _restTarget.Resolve("securitySearches").Resolve("single", parameters).Get<ISecurity>();
}
protected ManageableSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers)
{
_name = name;
_securityType = string.Intern(securityType); // Should be a small static set
_uniqueId = uniqueId;
_identifiers = identifiers;
}
public Tuple<UniqueId, ILocalDateDoubleTimeSeries> GetHistoricalTimeSeries(ExternalIdBundle identifierBundle, DateTimeOffset identifierValidityDate, string dataSource, string dataProvider, string dataField, DateTimeOffset start, bool includeStart, DateTimeOffset end, bool includeEnd)
{
RestTarget target = _rest.Resolve("htsSearches", "single");
target = identifierBundle.Identifiers.Aggregate(target, (current, id) => current.WithParam("id", id.ToString()));
target = target.WithParam("idValidityDate", identifierValidityDate != default(DateTimeOffset) ? EncodeDate(identifierValidityDate) : "ALL");
if (dataSource != null)
{
target = target.WithParam("dataSource", dataSource);
}
if (dataProvider != null)
{
target = target.WithParam("dataProvider", dataProvider);
}
if (dataField != null)
{
target = target.WithParam("dataField", dataField);
}
if (start != default(DateTimeOffset))
{
target = target.WithParam("start", EncodeDate(start));
target = target.WithParam("includeStart", includeStart);
}
if (end != default(DateTimeOffset))
{
target = target.WithParam("end", EncodeDate(end));
target = target.WithParam("includeEnd", includeEnd);
}
return DecodePairMessage(target.GetFudge());
}
public SimplePosition(UniqueId identifier, decimal quantity, ExternalIdBundle securityKey, IList<ITrade> trades)
{
_securityKey = securityKey;
_trades = trades;
_identifier = identifier;
_quantity = quantity;
}
public SimpleTrade(UniqueId uniqueId, DateTimeOffset tradeDate, ExternalIdBundle securityKey, CounterpartyImpl counterparty, decimal quantity)
{
_uniqueId = uniqueId;
_quantity = quantity;
_securityKey = securityKey;
_counterparty = counterparty;
_tradeDate = tradeDate;
}
public BondSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers,
string issuerName, string issuerType, string issuerDomicile, string market, string currency // ... you get the idea, I'm not going to write all of these out
)
: base(name, securityType, uniqueId, identifiers)
{
_issuerName = issuerName;
_issuerType = issuerType;
_issuerDomicile = issuerDomicile;
_market = market;
_currency = currency;
}
public FinancialSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers)
: base(name, securityType, uniqueId, identifiers)
{
}
internal static Tuple<string, string>[] GetParameters(ExternalIdBundle bundle)
{
var ids = bundle.Identifiers.ToList();
return ids.Select(s => new Tuple<string, string>("id", s.ToString())).ToArray();
}
public EquitySecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, string shortName)
: base(name, securityType, uniqueId, identifiers)
{
_shortName = shortName;
}
public Tuple<UniqueId, ILocalDateDoubleTimeSeries> GetHistoricalTimeSeries(ExternalIdBundle identifierBundle, DateTimeOffset identifierValidityDate, string dataSource, string dataProvider, string dataField)
{
return GetHistoricalTimeSeries(identifierBundle, identifierValidityDate, dataSource, dataProvider, dataField, default(DateTimeOffset), false, default(DateTimeOffset), true);
}
public EquityOptionSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, ExternalId underlyingIdentifier)
: base(name, securityType, uniqueId, identifiers)
{
_underlyingIdentifier = underlyingIdentifier;
}
public RawSecurity(string name, string securityType, UniqueId uniqueId, ExternalIdBundle identifiers, byte[] rawData)
: base(name, securityType, uniqueId, identifiers)
{
_rawData = rawData;
}