public void BeginEdit()
{
if (log.IsDebugEnabled)
{
log.Debug("Beginning edit, creating from backup of currently selected request.");
}
backupOfRequestForQuote = SelectedRequestForQuote.Clone(SelectedRequestForQuote.Identifier);
}
public List <OptionDetailImpl> ParseOptionTypes(string request, IRequestForQuote parent)
{
if (String.IsNullOrEmpty(request))
{
throw new ArgumentException("request");
}
if (parent == null)
{
throw new ArgumentNullException("parent");
}
var optionTypes = new List <OptionDetailImpl>();
var optionDetailReg = new Regex(@"^(?<side>[+-])?(?<quantity>[1-9])?(?<type>[CP]{1})+");
var optionLegReg = new Regex(@"^(?<leg>[+-]?[1-9]?[CP]{1})+");
var matchedLegs = optionLegReg.Match(request);
var legCount = 0;
while (matchedLegs.Success)
{
var leg = matchedLegs.Groups["leg"].ToString();
var matchedDetails = optionDetailReg.Match(leg);
var side = matchedDetails.Groups["side"].Value == "-" ? SideEnum.SELL : SideEnum.BUY;
var quantity = matchedDetails.Groups["quantity"].Value == "" ? 1 : Convert.ToInt32(matchedDetails.Groups["quantity"].Value);
var isCall = matchedDetails.Groups["type"].Value == "C";
optionTypes.Add(new OptionDetailImpl()
{
Side = side,
Quantity = quantity,
IsCall = isCall,
LegId = ++legCount,
ParentRequest = parent
});
if (log.IsDebugEnabled)
{
log.Debug("leg #" + optionTypes.Count + ": " + leg + ", leg side: " + side + ", quantity: " + quantity + ", Type: " + (isCall ? "CALL" : "PUT"));
}
request = request.Replace(leg, "");
matchedLegs = optionLegReg.Match(request);
}
return(optionTypes);
}
public List <OptionDetailImpl> ParseRequest(string request, IRequestForQuote parent)
{
if (String.IsNullOrEmpty(request))
{
throw new ArgumentException("request");
}
if (parent == null)
{
throw new ArgumentNullException("parent");
}
var partsOfTheRequest = request.Split(new char[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
var optionLegs = ParseOptionTypes(partsOfTheRequest[0], parent);
ParseOptionStrikes(partsOfTheRequest[1], optionLegs);
ParseOptionMaturityDates(partsOfTheRequest[2], optionLegs);
ParseOptionUnderlyings(partsOfTheRequest[3], optionLegs);
return(optionLegs);
}
/// <summary>
/// Updates an RFQ via the web service.
/// </summary>
/// <param name="requestToUpdate"> the rfq to update.</param>
/// <returns> true if the RFQ is updated successfully, false otherwise.</returns>
/// <exception cref="ArgumentNullException"> thrown if requestToSave is null.</exception>
public bool UpdateRequest(IRequestForQuote requestToUpdate)
{
if (requestToUpdate == null)
{
throw new ArgumentNullException("requestToUpdate");
}
try
{
return(requestControllerProxy.update(CreateServiceRequestFromRequestForQuote(requestToUpdate),
configManager.CurrentUser));
}
catch (FaultException fe)
{
log.Error("Failed to update request. Exception thrown: ", fe);
}
catch (EndpointNotFoundException enfe)
{
log.Error("Failed to update request. Exception thrown: ", enfe);
}
return(false);
}
/// <summary>
/// Converts GUI formatted RFQ into the web service format.
/// </summary>
/// <param name="sourceRequestForQuote"> the GUI formatted RFQ to be converted.</param>
/// <returns> the web service formatted RFQ.</returns>
/// <exception cref="ArgumentNullException"> thrown if the GUI formatted RFQ is null.</exception>
private requestDetailImpl CreateServiceRequestFromRequestForQuote(IRequestForQuote sourceRequestForQuote)
{
if (sourceRequestForQuote == null)
{
throw new ArgumentNullException("sourceRequestForQuote");
}
var serviceRequestToCreate = new requestDetailImpl();
if (sourceRequestForQuote.Legs != null && sourceRequestForQuote.Legs.Count > 0)
{
var legsArray = new optionDetailImpl[sourceRequestForQuote.Legs.Count];
var legCount = 0;
foreach (var leg in sourceRequestForQuote.Legs)
{
legsArray[legCount++] = CreateServiceOptionLegFromRequestForQuoteLeg(leg);
}
serviceRequestToCreate.legs = new optionDetailListImpl()
{
optionDetailList = legsArray
};
}
serviceRequestToCreate.bookCode = sourceRequestForQuote.BookCode;
serviceRequestToCreate.request = sourceRequestForQuote.Request;
serviceRequestToCreate.identifier = sourceRequestForQuote.Identifier;
serviceRequestToCreate.clientId = sourceRequestForQuote.Client.Identifier;
serviceRequestToCreate.isOTC = sourceRequestForQuote.IsOTC;
serviceRequestToCreate.status = sourceRequestForQuote.Status.ToString(); //6
serviceRequestToCreate.tradeDate = sourceRequestForQuote.TradeDate.ToShortDateString();
serviceRequestToCreate.expiryDate = sourceRequestForQuote.ExpiryDate.ToShortDateString(); //8
serviceRequestToCreate.dayCountConvention = sourceRequestForQuote.DayCountConvention;
serviceRequestToCreate.lotSize = sourceRequestForQuote.LotSize;
serviceRequestToCreate.multiplier = sourceRequestForQuote.Multiplier;
serviceRequestToCreate.contracts = sourceRequestForQuote.Contracts;
serviceRequestToCreate.quantity = sourceRequestForQuote.Quantity; //12
serviceRequestToCreate.notionalMillions = sourceRequestForQuote.NotionalMillions;
serviceRequestToCreate.notionalFXRate = sourceRequestForQuote.NotionalFXRate;
serviceRequestToCreate.notionalCurrency = sourceRequestForQuote.NotionalCurrency.ToString(); //15
serviceRequestToCreate.delta = sourceRequestForQuote.Delta;
serviceRequestToCreate.gamma = sourceRequestForQuote.Gamma;
serviceRequestToCreate.vega = sourceRequestForQuote.Vega;
serviceRequestToCreate.theta = sourceRequestForQuote.Theta;
serviceRequestToCreate.rho = sourceRequestForQuote.Rho; //20
serviceRequestToCreate.deltaNotional = sourceRequestForQuote.DeltaNotional;
serviceRequestToCreate.gammaNotional = sourceRequestForQuote.GammaNotional;
serviceRequestToCreate.vegaNotional = sourceRequestForQuote.VegaNotional;
serviceRequestToCreate.thetaNotional = sourceRequestForQuote.ThetaNotional;
serviceRequestToCreate.rhoNotional = sourceRequestForQuote.RhoNotional; //25
serviceRequestToCreate.deltaShares = sourceRequestForQuote.DeltaShares;
serviceRequestToCreate.gammaShares = sourceRequestForQuote.GammaShares;
serviceRequestToCreate.vegaShares = sourceRequestForQuote.VegaShares;
serviceRequestToCreate.thetaShares = sourceRequestForQuote.ThetaShares;
serviceRequestToCreate.rhoShares = sourceRequestForQuote.RhoShares; //30
serviceRequestToCreate.askFinalAmount = sourceRequestForQuote.AskFinalAmount;
serviceRequestToCreate.askFinalPercentage = sourceRequestForQuote.AskFinalPercentage;
serviceRequestToCreate.askImpliedVol = sourceRequestForQuote.AskImpliedVol;
serviceRequestToCreate.askPremiumAmount = sourceRequestForQuote.AskPremiumAmount;
serviceRequestToCreate.askPremiumPercentage = sourceRequestForQuote.AskPremiumPercentage; //35
serviceRequestToCreate.bidFinalAmount = sourceRequestForQuote.BidFinalAmount;
serviceRequestToCreate.bidFinalPercentage = sourceRequestForQuote.BidFinalPercentage;
serviceRequestToCreate.bidImpliedVol = sourceRequestForQuote.BidImpliedVol;
serviceRequestToCreate.bidPremiumAmount = sourceRequestForQuote.BidPremiumAmount;
serviceRequestToCreate.bidPremiumPercentage = sourceRequestForQuote.BidPremiumPercentage; //40
serviceRequestToCreate.premiumAmount = sourceRequestForQuote.PremiumAmount;
serviceRequestToCreate.premiumPercentage = sourceRequestForQuote.PremiumPercentage;
serviceRequestToCreate.impliedVol = sourceRequestForQuote.ImpliedVol; //43
serviceRequestToCreate.salesCreditAmount = sourceRequestForQuote.SalesCreditAmount;
serviceRequestToCreate.salesCreditPercentage = sourceRequestForQuote.SalesCreditPercentage;
serviceRequestToCreate.salesCreditCurrency = sourceRequestForQuote.SalesCreditCurrency.ToString();
serviceRequestToCreate.salesCreditFXRate = sourceRequestForQuote.SalesCreditFXRate; //47
serviceRequestToCreate.premiumSettlementCurrency = sourceRequestForQuote.PremiumSettlementCurrency.ToString();
serviceRequestToCreate.premiumSettlementDate = sourceRequestForQuote.PremiumSettlementDate.ToShortDateString();
serviceRequestToCreate.premiumSettlementDaysOverride = sourceRequestForQuote.PremiumSettlementDaysOverride;
serviceRequestToCreate.premiumSettlementFXRate = sourceRequestForQuote.PremiumSettlementFXRate; //51
serviceRequestToCreate.salesComment = sourceRequestForQuote.SalesComment;
serviceRequestToCreate.traderComment = sourceRequestForQuote.TraderComment;
serviceRequestToCreate.clientComment = sourceRequestForQuote.ClientComment; //54
serviceRequestToCreate.hedgePrice = sourceRequestForQuote.HedgePrice;
serviceRequestToCreate.hedgeType = sourceRequestForQuote.HedgeType.ToString();
serviceRequestToCreate.totalPremium = sourceRequestForQuote.TotalPremium;
serviceRequestToCreate.pickedUpBy = sourceRequestForQuote.PickedUpBy; //58
return(serviceRequestToCreate);
}
public void CopyMembers(IRequestForQuote fromSourceRequest)
{
Status = fromSourceRequest.Status;
Client = fromSourceRequest.Client;
TradeDate = fromSourceRequest.TradeDate;
ExpiryDate = fromSourceRequest.ExpiryDate;
DayCountConvention = fromSourceRequest.DayCountConvention;
Request = fromSourceRequest.Request;
IsOTC = fromSourceRequest.IsOTC;
Delta = fromSourceRequest.Delta;
Gamma = fromSourceRequest.Gamma;
Vega = fromSourceRequest.Vega;
Theta = fromSourceRequest.Theta;
Rho = fromSourceRequest.Rho;
ImpliedVol = fromSourceRequest.ImpliedVol;
PremiumAmount = fromSourceRequest.PremiumAmount;
PremiumPercentage = fromSourceRequest.PremiumPercentage;
Identifier = fromSourceRequest.Identifier;
PickedUpBy = fromSourceRequest.PickedUpBy;
BookCode = fromSourceRequest.BookCode;
PremiumSettlementCurrency = fromSourceRequest.PremiumSettlementCurrency;
PremiumSettlementDate = fromSourceRequest.PremiumSettlementDate;
PremiumSettlementDaysOverride = fromSourceRequest.PremiumSettlementDaysOverride;
PremiumSettlementFXRate = fromSourceRequest.PremiumSettlementFXRate;
SalesCreditAmount = fromSourceRequest.SalesCreditAmount;
SalesCreditPercentage = fromSourceRequest.SalesCreditPercentage;
SalesCreditCurrency = fromSourceRequest.SalesCreditCurrency;
SalesCreditFXRate = fromSourceRequest.SalesCreditFXRate;
Multiplier = fromSourceRequest.Multiplier;
Contracts = fromSourceRequest.Contracts;
LotSize = fromSourceRequest.LotSize;
NotionalMillions = fromSourceRequest.NotionalMillions;
NotionalCurrency = fromSourceRequest.NotionalCurrency;
NotionalFXRate = fromSourceRequest.NotionalFXRate;
BidImpliedVol = fromSourceRequest.BidImpliedVol;
BidPremiumPercentage = fromSourceRequest.BidPremiumPercentage;
BidPremiumAmount = fromSourceRequest.BidPremiumAmount;
BidFinalPercentage = fromSourceRequest.BidFinalPercentage;
BidFinalAmount = fromSourceRequest.BidFinalAmount;
AskImpliedVol = fromSourceRequest.AskImpliedVol;
AskPremiumPercentage = fromSourceRequest.AskPremiumPercentage;
AskPremiumAmount = fromSourceRequest.AskPremiumAmount;
AskFinalPercentage = fromSourceRequest.AskFinalPercentage;
AskFinalAmount = fromSourceRequest.AskFinalAmount;
SalesComment = fromSourceRequest.SalesComment;
TraderComment = fromSourceRequest.TraderComment;
ClientComment = fromSourceRequest.ClientComment;
HedgePrice = fromSourceRequest.HedgePrice;
HedgeType = fromSourceRequest.HedgeType;
if (fromSourceRequest.Legs != null)
{
Legs = new List <OptionDetailImpl>();
foreach (var leg in fromSourceRequest.Legs)
{
Legs.Add(leg.CloneOptionDetails());
}
}
// TODO verify
if (Messages != null)
{
Messages = new List <ChatMessageImpl>(fromSourceRequest.Messages);
}
}
public RequestForQuoteDetailsViewModel(IOptionRequestPricer optionRequestPricer, IRequestForQuote requestForQuote,
IClientManager clientManager, IBookManager bookManager, IEventAggregator eventAggregator,
IUnderlyingManager underlyingManager, IChatServiceManager chatServiceManager,
IOptionRequestPersistanceManager optionRequestPersistanceManager, IConfigurationManager configManager,
IUserManager userManager)
{
if (optionRequestPricer == null)
{
throw new ArgumentNullException("optionRequestPricer");
}
if (clientManager == null)
{
throw new ArgumentNullException("clientManager");
}
if (bookManager == null)
{
throw new ArgumentNullException("bookManager");
}
if (userManager == null)
{
throw new ArgumentNullException("userManager");
}
if (underlyingManager == null)
{
throw new ArgumentNullException("underlyingManager");
}
if (chatServiceManager == null)
{
throw new ArgumentNullException("chatServiceManager");
}
if (eventAggregator == null)
{
throw new ArgumentNullException("eventAggregator");
}
if (optionRequestPersistanceManager == null)
{
throw new ArgumentNullException("optionRequestPersistanceManager");
}
if (configManager == null)
{
throw new ArgumentNullException("configManager");
}
if (requestForQuote == null)
{
throw new ArgumentNullException("requestForQuote");
}
this.optionRequestPricer = optionRequestPricer;
this.clientManager = clientManager;
this.bookManager = bookManager;
this.userManager = userManager;
this.underlyingManager = underlyingManager;
this.chatServiceManager = chatServiceManager;
this.eventAggregator = eventAggregator;
this.optionRequestPersistanceManager = optionRequestPersistanceManager;
this.configManager = configManager;
SelectedRequestForQuote = requestForQuote;
InitializeCommands();
InitializeCollections();
InitializeEventSubscriptions();
}
