public static void SetInstrumentGuidMapping(this DataSet ds)
{
try
{
if (ds == null)
{
return;
}
DataTable table = ds.Tables[InstrumentConstants.InstrumentTableName];
if (table == null)
{
return;
}
DataColumn column = new DataColumn();
column.ColumnName = InstrumentConstants.IntForIntrumentIDColumnName;
column.DataType = typeof(Int32);
column.AutoIncrement = false;
table.Columns.Add(column);
DataRowCollection rowCol = table.Rows;
for (int rowIndex = 0; rowIndex < rowCol.Count; rowIndex++)
{
DataRow dr = rowCol[rowIndex];
Guid id = (Guid)dr[InstrumentConstants.InstrumentIDColumnName];
int mappingId = GuidMapping.Add(id);
dr[InstrumentConstants.IntForIntrumentIDColumnName] = mappingId;
}
}
catch (Exception ex)
{
_Logger.Error(ex);
}
}
private static void Initialize(Instrument instrument, DataRow dataRow)
{
instrument.Id = (Guid)dataRow["ID"];
instrument.OriginCode = (string)dataRow["OriginCode"];
instrument.Code = (string)dataRow["Code"];
instrument.Description = (string)dataRow["Description"];
instrument.Denominator = (int)dataRow["Denominator"];
instrument.NumeratorUnit = (int)dataRow["NumeratorUnit"];
instrument.CommissionFormula = (byte)dataRow["CommissionFormula"];
instrument.TradePLFormula = (byte)dataRow["TradePLFormula"];
instrument.OrderTypeMask = (int)dataRow["OrderTypeMask"];
instrument.IsNormal = (bool)dataRow["IsNormal"];
instrument.MaxDQLot = dataRow.GetItemValue <decimal>("MaxDQLot", 0);
instrument.MaxOtherLot = dataRow.GetItemValue <decimal>("MaxOtherLot", 0);
instrument.CurrencyId = (Guid)dataRow["CurrencyID"];
instrument.PriceValidTime = (int)dataRow["PriceValidTime"];
instrument.DqQuoteMinLot = dataRow.GetItemValue <decimal>("DQQuoteMinLot", 0);
instrument.IsSinglePrice = (bool)dataRow["IsSinglePrice"];
instrument.LastAcceptTimeSpan = TimeSpan.FromMinutes((int)dataRow["LastAcceptTimeSpan"]);
instrument.BeginTime = (DateTime)dataRow["BeginTime"];
instrument.EndTime = (DateTime)dataRow["EndTime"];
instrument.AcceptDQVariation = (int)dataRow["AcceptDQVariation"];
instrument.AcceptLmtVariation = (int)dataRow["AcceptLmtVariation"];
instrument.AcceptCloseLmtVariation = (int)dataRow["AcceptCloseLmtVariation"];
instrument.CancelLmtVariation = (int)dataRow["CancelLmtVariation"];
instrument.AcceptIfDoneVariation = (int)dataRow["AcceptIfDoneVariation"];
instrument.PriceType = dataRow["PriceType"].ToEnum <PriceType>();
//instrument.IsHasDocument = (bool)dataRow["IsHasDocument"];
instrument.Sequence = (int)dataRow["Sequence"];
instrument.DayOpenTime = dataRow.GetItemValue <DateTime?>("DayOpenTime", null);
instrument.DayCloseTime = dataRow.GetItemValue <DateTime?>("DayCloseTime", null);
instrument.LastDayCloseTime = dataRow.GetItemValue <DateTime?>("LastDayCloseTime", null);
instrument.NextDayOpenTime = dataRow.GetItemValue <DateTime?>("NextDayOpenTime", null);
instrument.MocTime = dataRow.GetItemValue <DateTime?>("MOCTime", null);
instrument.LastTradeDay = dataRow.GetItemValue <DateTime?>("LastTradeDay", null);
instrument.IsActive = (bool)dataRow["IsActive"];
instrument.Category = dataRow["Category"].ToEnum <InstrumentCategory>();
instrument.CanPlacePendingOrderAtAnyTime = (bool)dataRow["CanPlacePendingOrderAtAnyTime"];
if (dataRow.Table.Columns.Contains("ExternalExchangeCode"))
{
instrument.ExternalExchangeCode = dataRow.GetItemValue <string>("ExternalExchangeCode", null);
}
if (dataRow.Table.Columns.Contains("GroupID"))
{
instrument.GroupId = dataRow.GetItemValue <Guid?>("GroupID", null);
}
instrument.MarginFormula = (byte)dataRow["MarginFormula"];
instrument.SequenceForQuotatoin = GuidMapping.Add(instrument.Id);
instrument.AllowedNewTradeSides = Convert.ToInt16(dataRow["AllowedNewTradeSides"]);
instrument.Unit = dataRow.GetItemValue <string>("Unit", "");
instrument.PhysicalLotDecimal = dataRow.GetItemValue <byte>("PhysicalLotDecimal", 0);
instrument.Narrative = dataRow.GetItemValue <string>("Narrative", "");
instrument.QuoteDescription = dataRow.GetItemValue <string>("QuoteDescription", "");
if (dataRow.Table.Columns.Contains("DeliveryTimeBeginDay"))
{
instrument.DeliveryTimeBeginDay = dataRow.GetItemValue <int>("DeliveryTimeBeginDay", 0);
}
if (dataRow.Table.Columns.Contains("DeliveryTimeEndDay"))
{
instrument.DeliveryTimeEndDay = dataRow.GetItemValue <int>("DeliveryTimeEndDay", 0);
}
if (dataRow.Table.Columns.Contains("DeliveryPointGroupId") && dataRow["DeliveryPointGroupId"] != DBNull.Value)
{
instrument.DeliveryPointGroupId = (Guid)dataRow["DeliveryPointGroupId"];
}
}
