protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
UserReqID = FixmlUtil.ReadUInt(xml, "UserReqID");
Username = FixmlUtil.ReadString(xml, "Username", true);
Status = UserStatUtil.Read(xml, "UserStat");
StatusText = FixmlUtil.ReadString(xml, "UserStatText", true);
}
public static StatementFundType Read(XmlElement xml, string name)
{
string str = FixmlUtil.ReadString(xml, name, true);
if (!dict.ContainsKey(str))
{
throw new FixmlException(string.Format("Unknown StatementFundType: '{0}'", str));
}
return(dict[str]);
}
public static BizMsgRejectReason Read(XmlElement xml, string name)
{
int number = FixmlUtil.ReadInt(xml, name);
if (!Enum.IsDefined(typeof(BizMsgRejectReason), (BizMsgRejectReason)number))
{
FixmlUtil.Error(xml, name, number, "- unknown BizRejectReason");
}
return((BizMsgRejectReason)number);
}
public static UserStatus Read(XmlElement xml, string name)
{
int number = FixmlUtil.ReadInt(xml, name);
if (!Enum.IsDefined(typeof(UserStatus), (UserStatus)number))
{
FixmlUtil.Error(xml, name, number, "- unknown UserStatus");
}
return((UserStatus)number);
}
public static OrderSide Read(XmlElement xml, string name)
{
char ch = FixmlUtil.ReadChar(xml, name);
if (!Enum.IsDefined(typeof(OrderSide), (OrderSide)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown OrderSide");
}
return((OrderSide)ch);
}
public static BizMsgReferenceMsgType Read(XmlElement xml, string name)
{
string str = FixmlUtil.ReadString(xml, name);
if (!dict.ContainsKey(str))
{
FixmlUtil.Error(xml, name, str, "- unknown BizReferenceMsgType");
}
return(dict[str]);
}
public static MDRejectReason Read(XmlElement xml, string name)
{
char ch = FixmlUtil.ReadChar(xml, name);
if (!Enum.IsDefined(typeof(MDRejectReason), (MDRejectReason)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown MDRejectReason");
}
return((MDRejectReason)ch);
}
protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
RequestId = FixmlUtil.ReadUInt(xml, "ReqID");
SessionId = FixmlUtil.ReadString(xml, "SesID", true);
try { SessionPhase = TrdgSesPhaseUtil.Read(xml, "SesSub"); }
catch (FixmlException e) { e.PrintWarning(); }
try { SessionStatus = TrdgSesStatusUtil.Read(xml, "Stat"); }
catch (FixmlException e) { e.PrintWarning(); }
RejectReason = TrdSesStatRejRsnUtil.Read(xml, "StatRejRsn");
Instrument = FixmlInstrument.Read(xml, "Instrmt");
}
protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
RequestId = FixmlUtil.ReadInt(xml, "MDReqID");
List <MDEntry> list = new List <MDEntry>();
foreach (XmlElement inc in xml.GetElementsByTagName("Inc"))
{
list.Add(new MDEntry(inc));
}
Entries = list.ToArray();
}
public static OrdTimeInForce?Read(XmlElement xml, string name)
{
char?ch = FixmlUtil.ReadChar(xml, name, true);
if (ch == null)
{
return(null);
}
if (!Enum.IsDefined(typeof(OrdTimeInForce), (OrdTimeInForce)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown OrdTimeInForce");
}
return((OrdTimeInForce)ch);
}
public static OrdRejectReason?Read(XmlElement xml, string name, bool optional)
{
int?number = FixmlUtil.ReadInt(xml, name, optional);
if (number == null)
{
return(null);
}
if (!Enum.IsDefined(typeof(OrdRejectReason), (OrdRejectReason)number))
{
FixmlUtil.Error(xml, name, number, "- unknown OrderRejectReason");
}
return((OrdRejectReason)number);
}
public static ExecReportType?Read(XmlElement xml, string name, bool optional)
{
char?ch = FixmlUtil.ReadChar(xml, name, optional);
if (ch == null)
{
return(null);
}
if (!Enum.IsDefined(typeof(ExecReportType), (ExecReportType)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown ExecType");
}
return((ExecReportType)ch);
}
public static ExecReportStatus?Read(XmlElement xml, string name, bool optional)
{
string str = FixmlUtil.ReadString(xml, name, optional);
if (str == null)
{
return(null);
}
if (!dict.ContainsKey(str))
{
throw new FixmlException(string.Format("Unknown OrderStatus: '{0}'", str));
}
return(dict[str]);
}
public static TrdSesStatRejectReason Read(XmlElement xml, string name)
{
int?number = FixmlUtil.ReadInt(xml, name, true);
if (number == null)
{
return(TrdSesStatRejectReason.None);
}
if (!Enum.IsDefined(typeof(TrdSesStatRejectReason), (TrdSesStatRejectReason)number))
{
FixmlUtil.Error(xml, name, number, "- unknown TrdSesStatRejectReason");
}
return((TrdSesStatRejectReason)number);
}
protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
OrigTime = FixmlUtil.ReadString(xml, "OrigTm");
Headline = FixmlUtil.ReadString(xml, "Headline");
StringBuilder sb = new StringBuilder();
foreach (XmlElement elem in xml.GetElementsByTagName("TxtLn"))
{
if (sb.Length > 0)
{
sb.AppendLine();
}
sb.Append(FixmlUtil.ReadString(elem, "Txt").TrimEnd());
}
Text = sb.ToString();
}
public static FixmlInstrument Read(XmlElement parent, string name)
{
XmlElement elem = parent.SelectSingleNode("Instrmt") as XmlElement;
if (elem == null)
{
return(null);
}
string sym = FixmlUtil.ReadString(elem, "Sym");
string id = FixmlUtil.ReadString(elem, "ID");
char src = FixmlUtil.ReadChar(elem, "Src");
if (src != isinSrc)
{
throw new FixmlException("Unsupported SecurityIdSource: " + src);
}
return(Find(sym, id));
}
protected override void PrepareXmlMessage(string name)
{
base.PrepareXmlMessage("OrdCxlReq");
xml.SetAttribute("ID", OrderCancelId);
if (ClientOrderId != null)
{
xml.SetAttribute("OrigID", ClientOrderId);
}
if (BrokerOrderId != null)
{
xml.SetAttribute("OrdID", BrokerOrderId);
}
if (BrokerOrderId2 != null)
{
xml.SetAttribute("OrdID2", BrokerOrderId2);
}
if (Account != null)
{
xml.SetAttribute("Acct", Account);
}
if (Instrument != null)
{
Instrument.Write(xmlDoc, xml, "Instrmt");
}
if (Side != null)
{
xml.SetAttribute("Side", OrderSideUtil.Write(Side));
}
if (CreateTime != null)
{
xml.SetAttribute("TxnTm", FixmlUtil.WriteDateTime((DateTime)CreateTime));
}
if (Quantity != null)
{
AddElement(xml, "OrdQty").SetAttribute("Qty", Quantity.ToString());
}
if (Text != null)
{
xml.SetAttribute("Txt", Text);
}
}
protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
BrokerOrderId = FixmlUtil.ReadString(xml, "OrdID", true);
BrokerOrderId2 = FixmlUtil.ReadString(xml, "OrdID2", true);
ClientOrderId = FixmlUtil.ReadString(xml, "ID", true);
StatusReqId = FixmlUtil.ReadString(xml, "StatReqID", true);
ExecId = FixmlUtil.ReadString(xml, "ExecID");
ExecType = ExecRptTypeUtil.Read(xml, "ExecTyp", true);
Status = ExecRptStatUtil.Read(xml, "Stat", true);
RejectReason = OrderRejRsnUtil.Read(xml, "RejRsn", true);
Account = FixmlUtil.ReadString(xml, "Acct", true);
Instrument = FixmlInstrument.Read(xml, "Instrmt");
Side = OrderSideUtil.Read(xml, "Side");
Quantity = FixmlUtil.ReadUInt(xml, "OrdQty/Qty", true);
Type = OrderTypeUtil.Read(xml, "OrdTyp", true);
Price = FixmlUtil.ReadDecimal(xml, "Px", true);
StopPrice = FixmlUtil.ReadDecimal(xml, "StopPx", true);
Currency = FixmlUtil.ReadString(xml, "Ccy", true);
TimeInForce = OrdTmInForceUtil.Read(xml, "TmInForce");
ExpireDate = FixmlUtil.ReadDateTime(xml, "ExpireDt", true);
LastPrice = FixmlUtil.ReadDecimal(xml, "LastPx", true);
LastQuantity = FixmlUtil.ReadUInt(Xml, "LastQty", true);
LeavesQuantity = FixmlUtil.ReadUInt(xml, "LeavesQty", true);
CumulatedQuantity = FixmlUtil.ReadUInt(xml, "CumQty", true);
TransactionTime = FixmlUtil.ReadDateTime(xml, "TxnTm", true);
Commission = FixmlUtil.ReadDecimal(xml, "Comm/Comm", true);
CommissionType = OrdCommTypeUtil.Read(xml, "Comm/CommTyp", true);
NetMoney = FixmlUtil.ReadDecimal(xml, "NetMny", true);
MinimumQuantity = FixmlUtil.ReadUInt(xml, "MinQty", true);
DisplayQuantity = FixmlUtil.ReadUInt(xml, "DsplyInstr/DisplayQty", true);
Text = FixmlUtil.ReadString(xml, "Text", true);
TriggerType = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrTyp", true);
TriggerAction = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrActn", true);
TriggerPrice = FixmlUtil.ReadDecimal(xml, "TrgrInstr/TrgrPx", true);
TriggerPriceType = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrPxTyp", true);
DeferredPaymentType = FixmlUtil.ReadChar(xml, "DefPayTyp", true);
}
public static TradingSessionPhase Read(XmlElement xml, string name)
{
string str = FixmlUtil.ReadString(xml, name, true);
if (str == null)
{
return(TradingSessionPhase.Unknown);
}
uint number;
if (uint.TryParse(str, out number))
{
if (Enum.IsDefined(typeof(TradingSessionPhase), (TradingSessionPhase)number))
{
return((TradingSessionPhase)number);
}
}
if (!dict.ContainsKey(str))
{
FixmlUtil.Error(xml, name, str, "- unknown TradingSessionPhase");
}
return(dict[str]);
}
internal MDEntry(XmlElement inc)
{
//TODO: NOL3 na razie nie przesyła wcale pola "UpdtAct".
UpdateAction = MDUpdateAction.Change; //MDUpdateActionUtil.Read(inc, "UpdtAct");
EntryType = MDEntryTypeUtil.Read(inc, "Typ");
Instrument = FixmlInstrument.Read(inc, "Instrmt");
if (EntryType.In(MDEntryTypes.HasPrice))
{
PriceStr = FixmlUtil.ReadString(inc, "Px");
if (!(new[] { "PKC", "PCR", "PCRO" }).Contains(PriceStr))
{
Price = FixmlUtil.ReadDecimal(inc, "Px");
}
}
if (EntryType.In(MDEntryTypes.HasCurrency))
{
Currency = FixmlUtil.ReadString(inc, "CCy");
}
if (EntryType.In(MDEntryTypes.HasSize))
{
try { Size = FixmlUtil.ReadUInt(inc, "Sz"); }
catch (FixmlException e) { e.PrintWarning(); }
}
if (EntryType.In(MDEntryTypes.HasTurnover))
{
Turnover = FixmlUtil.ReadDecimal(inc, "Tov", EntryType.In(MDEntryTypes.OpenClose));
}
if (EntryType.In(MDEntryTypes.BasicBook))
{
Level = FixmlUtil.ReadUInt(inc, "MDPxLvl");
Orders = FixmlUtil.ReadUInt(inc, "NumOfOrds");
}
if (EntryType == MDEntryType.Trade)
{
DateTime = FixmlUtil.ReadDateTime(inc, "Dt", "Tm");
}
}
public StatementData(XmlElement xml)
{
AccountNumber = FixmlUtil.ReadString(xml, "Acct");
XmlNodeList fundsXml = xml.GetElementsByTagName("Fund");
XmlNodeList positionsXml = xml.GetElementsByTagName("Position");
Funds = new Dictionary <StatementFundType, decimal>(fundsXml.Count);
Positions = new Dictionary <FixmlInstrument, PosQuantity>(positionsXml.Count);
foreach (XmlElement elem in fundsXml)
{
StatementFundType key;
try { key = StatementFundUtil.Read(elem, "name"); }
catch (FixmlException e) { e.PrintWarning(); continue; }
decimal value = FixmlUtil.ReadDecimal(elem, "value");
Funds.Add(key, value);
}
foreach (XmlElement elem in positionsXml)
{
FixmlInstrument key = FixmlInstrument.FindById(FixmlUtil.ReadString(elem, "Isin"));
int acc110 = FixmlUtil.ReadInt(elem, "Acc110");
int acc120 = FixmlUtil.ReadInt(elem, "Acc120", true) ?? 0;
Positions.Add(key, new PosQuantity(acc110, acc120));
}
// nie zaszkodzi się upewnić - czy to, co NOL3 podesłał, stanowi jakąś integralną całość...
// (i czy ja w ogóle słusznie zakładam, jakie powinny być zależności między tymi wartościami)
// - dla rachunku akcyjnego:
if (CheckFundsSum(StatementFundType.CashReceivables, StatementFundType.Cash, StatementFundType.Receivables))
{
CheckFundsSum(StatementFundType.PortfolioValue, StatementFundType.CashReceivables, StatementFundType.SecuritiesValue);
}
// - dla rachunku kontraktowego:
if (CheckFundsSum(StatementFundType.Deposit, StatementFundType.DepositBlocked, StatementFundType.DepositFree))
{
CheckFundsSum(StatementFundType.PortfolioValue, StatementFundType.Cash, StatementFundType.CashBlocked, StatementFundType.Deposit);
}
}
protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
// NOL3 w razie problemów czasem zwraca tutaj ujemną wartość -1
RequestId = FixmlUtil.ReadInt(xml, "ReqID");
}
protected override void PrepareXmlMessage(string name)
{
base.PrepareXmlMessage("Order");
xml.SetAttribute("ID", ClientOrderId);
if (TradeDate != null)
{
xml.SetAttribute("TrdDt", FixmlUtil.WriteDate((DateTime)TradeDate));
}
if (Account != null)
{
xml.SetAttribute("Acct", Account);
}
if (MinimumQuantity != null)
{
xml.SetAttribute("MinQty", FixmlUtil.WriteDecimal(MinimumQuantity));
}
if (DisplayQuantity != null)
{
AddElement(xml, "DsplyInstr").SetAttribute("DisplayQty", FixmlUtil.WriteDecimal(DisplayQuantity));
}
if (Instrument != null)
{
Instrument.Write(xmlDoc, xml, "Instrmt");
}
if (Side != null)
{
xml.SetAttribute("Side", OrderSideUtil.Write(Side));
}
xml.SetAttribute("TxnTm", FixmlUtil.WriteDateTime(CreateTime));
AddElement(xml, "OrdQty").SetAttribute("Qty", Quantity.ToString());
xml.SetAttribute("OrdTyp", OrderTypeUtil.Write(Type));
if (Price != null)
{
xml.SetAttribute("Px", FixmlUtil.WriteDecimal(Price));
}
if (StopPrice != null)
{
xml.SetAttribute("StopPx", FixmlUtil.WriteDecimal(StopPrice));
}
if (Currency != null)
{
xml.SetAttribute("Ccy", Currency);
}
xml.SetAttribute("TmInForce", OrdTmInForceUtil.Write(TimeInForce));
if (ExpireDate != null)
{
xml.SetAttribute("ExpireDt", FixmlUtil.WriteDate((DateTime)ExpireDate));
}
if (TriggerPrice != null)
{
XmlElement el = AddElement("TrgrInstr");
el.SetAttribute("TrgrTyp", TriggerType.ToString());
el.SetAttribute("TrgrActn", TriggerAction.ToString());
el.SetAttribute("TrgrPx", FixmlUtil.WriteDecimal(TriggerPrice));
el.SetAttribute("TrgrPxTyp", TriggerPriceType.ToString());
}
if (DeferredPaymentType != null)
{
xml.SetAttribute("DefPayTyp", DeferredPaymentType.ToString());
}
}
