/// <summary>
/// Creates an XML Element representing a placment in the execution document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="execution">A execution record.</param>
public LocalExecutionElement(XmlDocument xmlDocument, ExecutionSet.ExecutionRow executionRow) :
base("LocalExecution", xmlDocument)
{
// Broker field
if (!executionRow.IsBrokerIdNull())
{
AddAttribute("BrokerId", executionRow.BrokerId.ToString());
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(executionRow.BrokerId);
if (brokerRow != null)
{
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
if (!brokerRow.IsPhoneNull())
{
AddAttribute("BrokerPhone", brokerRow.Phone);
}
}
}
// Add the attributes of a execution to this record.
AddAttribute("ExecutionId", executionRow.ExecutionId.ToString());
AddAttribute("Quantity", executionRow.Quantity.ToString());
AddAttribute("Price", executionRow.Price.ToString());
AddAttribute("Commission", executionRow.Commission.ToString());
AddAttribute("AccruedInterest", executionRow.AccruedInterest.ToString());
AddAttribute("UserFee0", executionRow.UserFee0.ToString());
AddAttribute("UserFee1", executionRow.UserFee1.ToString());
AddAttribute("UserFee2", executionRow.UserFee2.ToString());
AddAttribute("UserFee3", executionRow.UserFee3.ToString());
AddAttribute("TradeDate", executionRow.TradeDate.ToString("s"));
AddAttribute("SettlementDate", executionRow.SettlementDate.ToString("s"));
}
/// <summary>
/// Shows a property dialog for managing collections of traders.
/// </summary>
/// <param name="customer">A customer.</param>
public void Show(Broker customer)
{
try
{
// Lock the tables needed for the dialog.
Debug.Assert(!ClientMarketData.IsLocked);
ClientMarketData.BlotterLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.BrokerLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ObjectLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.TypeLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.SourceLock.AcquireReaderLock(CommonTimeout.LockWait);
// Find the customer in the data model.
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(customer.BrokerId);
if (brokerRow == null)
{
throw new Exception("Some else has deleted this customer.");
}
// Fill in the 'General' tab with the generic information.
this.textBoxName.Text = brokerRow.SourceRow.BlotterRow.ObjectRow.Name;
this.labelTypeText.Text = brokerRow.SourceRow.BlotterRow.ObjectRow.TypeRow.Description;
this.textBoxDescription.Text = (brokerRow.SourceRow.BlotterRow.ObjectRow.IsDescriptionNull()) ?
"" : brokerRow.SourceRow.BlotterRow.ObjectRow.Description;
this.pictureBox.Image = customer.Image32x32;
}
finally
{
// Release the tables.
if (ClientMarketData.BlotterLock.IsReaderLockHeld)
{
ClientMarketData.BlotterLock.ReleaseReaderLock();
}
if (ClientMarketData.BrokerLock.IsReaderLockHeld)
{
ClientMarketData.BrokerLock.ReleaseReaderLock();
}
if (ClientMarketData.ObjectLock.IsReaderLockHeld)
{
ClientMarketData.ObjectLock.ReleaseReaderLock();
}
if (ClientMarketData.TypeLock.IsReaderLockHeld)
{
ClientMarketData.TypeLock.ReleaseReaderLock();
}
if (ClientMarketData.SourceLock.IsReaderLockHeld)
{
ClientMarketData.SourceLock.ReleaseReaderLock();
}
Debug.Assert(!ClientMarketData.IsLocked);
}
// Display the dialog.
this.ShowDialog();
}
/// <summary>
/// Creates an XML Element representing a broker in a execution document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="brokerRow">A broker record.</param>
public BrokersElement(XmlDocument xmlDocument, ClientMarketData.BrokerRow brokerRow) : base("Broker", xmlDocument)
{
// Add the attributes of a broker to this record.
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
if (!brokerRow.IsPhoneNull())
{
AddAttribute("BrokerPhone", brokerRow.Phone);
}
}
/// <summary>
/// Initializes a Broker.
/// </summary>
/// <param name="configurationId">Defines which external fields are used to identify an object.</param>
/// <param name="brokerId">The broker identifier.</param>
/// <returns>A broker record, null if the identifier doesn't exist.</returns>
protected override void Initialize(int brokerId)
{
// Use the specified configuration to find the internal broker identifier.
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(brokerId);
if (brokerRow == null)
{
throw new Exception(String.Format("Broker {0} doesn't exist", brokerId));
}
// Initialize the base class.
base.Initialize(brokerId);
// Initialize the record from the data model.
this.symbol = brokerRow.Symbol;
}
/// <summary>
/// Creates a denormalized order record from a global record.
/// </summary>
/// <param name="globalOrder"></param>
/// <returns></returns>
public static OrderSet.OrderRow Create(ClientMarketData.OrderRow globalOrder)
{
// Create a new order record from the record factory.
OrderSet.OrderRow orderRow = orderSet.Order.NewOrderRow();
// These records are global and use the global system of identifiers.
orderRow.IsLocal = false;
// Copy each field that has an analog in the local record set into the new record.
foreach (DataColumn dataColumn in globalOrder.Table.Columns)
{
orderRow[dataColumn.ColumnName] = globalOrder[dataColumn];
}
// AccountId cross-referenced data is filled in here.
orderRow.AccountMnemonic = globalOrder.AccountRow.Mnemonic;
orderRow.AccountName = globalOrder.AccountRow.ObjectRow.Name;
// SecurityId cross-referenced data is filled in here.
orderRow.SecuritySymbol = globalOrder.SecurityRowByFKSecurityOrderSecurityId.Symbol;
orderRow.SecurityName = globalOrder.SecurityRowByFKSecurityOrderSecurityId.ObjectRow.Name;
// CurrencyId cross-referenced data is filled in here.
orderRow.SettlementSymbol = globalOrder.SecurityRowByFKSecurityOrderSettlementId.Symbol;
orderRow.SettlementName = globalOrder.SecurityRowByFKSecurityOrderSettlementId.ObjectRow.Name;
// BrokerId cross-referenced data is filled in here.
if (!globalOrder.IsBrokerIdNull())
{
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(globalOrder.BrokerId);
if (brokerRow != null)
{
orderRow.BrokerSymbol = brokerRow.Symbol;
orderRow.BrokerName = brokerRow.ObjectRow.Name;
}
}
// TimeInForce cross-referenced data is filled in here.
orderRow.TimeInForceMnemonic = globalOrder.TimeInForceRow.Mnemonic;
// TimeInForce cross-referenced data is filled in here.
orderRow.OrderTypeMnemonic = globalOrder.OrderTypeRow.Mnemonic;
// This is a complete record of the order, including the referenced data.
return(orderRow);
}
/// <summary>
/// Creates an XML Element representing a placment in the execution document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="executionRow">A execution record.</param>
public GlobalExecutionElement(XmlDocument xmlDocument, ClientMarketData.ExecutionRow executionRow) :
base("GlobalExecution", xmlDocument)
{
// Add the attributes of a broker to this record.
ClientMarketData.BrokerRow brokerRow = executionRow.BrokerRow;
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
// Add the attributes of a execution to this record.
AddAttribute("ExecutionId", executionRow.ExecutionId.ToString());
AddAttribute("Quantity", executionRow.Quantity.ToString());
AddAttribute("Price", executionRow.Price.ToString());
AddAttribute("Commission", executionRow.Commission.ToString());
AddAttribute("AccruedInterest", executionRow.AccruedInterest.ToString());
AddAttribute("UserFee0", executionRow.UserFee0.ToString());
AddAttribute("UserFee1", executionRow.UserFee1.ToString());
AddAttribute("UserFee2", executionRow.UserFee2.ToString());
AddAttribute("UserFee3", executionRow.UserFee3.ToString());
AddAttribute("TradeDate", executionRow.TradeDate.ToString("s"));
AddAttribute("SettlementDate", executionRow.SettlementDate.ToString("s"));
if (!executionRow.IsCreatedTimeNull())
{
AddAttribute("CreatedTime", executionRow.CreatedTime.ToString("s"));
}
if (!executionRow.IsCreatedLoginIdNull())
{
AddAttribute("CreatedLoginId", executionRow.CreatedLoginId.ToString());
AddAttribute("CreatedLoginName", executionRow.LoginRowByFKLoginExecutionCreatedLoginId.ObjectRow.Name);
}
if (!executionRow.IsModifiedTimeNull())
{
AddAttribute("ModifiedTime", executionRow.ModifiedTime.ToString("s"));
}
if (!executionRow.IsModifiedLoginIdNull())
{
AddAttribute("ModifiedLoginId", executionRow.ModifiedLoginId.ToString());
AddAttribute("ModifiedLoginName", executionRow.LoginRowByFKLoginExecutionModifiedLoginId.ObjectRow.Name);
}
}
public LocalExecution(ExecutionSet.ExecutionRow executionRow)
{
this.isLocal = true;
// Initialize the members.
this.rowVersion = executionRow.RowVersion;
this.blockOrderId = executionRow.BlockOrderId;
if (!executionRow.IsBrokerIdNull())
{
this.brokerId = executionRow.BrokerId;
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(executionRow.BrokerId);
if (brokerRow != null)
{
this.brokerSymbol = brokerRow.Symbol;
this.brokerName = brokerRow.ObjectRow.Name;
}
}
this.executionId = executionRow.ExecutionId;
this.quantity = executionRow.Quantity;
this.price = executionRow.Price;
this.commission = executionRow.Commission;
this.accruedInterest = executionRow.AccruedInterest;
this.userFee0 = executionRow.UserFee0;
this.userFee1 = executionRow.UserFee1;
this.userFee2 = executionRow.UserFee2;
this.userFee3 = executionRow.UserFee3;
if (!executionRow.IsTradeDateNull())
{
this.tradeDate = executionRow.TradeDate;
}
if (!executionRow.IsSettlementDateNull())
{
this.settlementDate = executionRow.SettlementDate;
}
}
/// <summary>
/// Creates an XML Element representing a placment in the order document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="orderRow">A order record.</param>
public LocalOrderElement(XmlDocument xmlDocument, LocalOrderSet.OrderRow orderRow) :
base("LocalOrder", xmlDocument)
{
// Add the attributes of a order to this record.
AddAttribute("OrderId", orderRow.OrderId.ToString());
// Account field
if (!orderRow.IsAccountIdNull())
{
AddAttribute("AccountId", orderRow.AccountId.ToString());
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(orderRow.AccountId);
if (accountRow != null)
{
AddAttribute("AccountId", accountRow.AccountId.ToString());
AddAttribute("AccountName", accountRow.ObjectRow.Name);
AddAttribute("AccountMnemonic", accountRow.Mnemonic);
}
}
// Security field
if (!orderRow.IsSecurityIdNull())
{
AddAttribute("SecurityId", orderRow.SecurityId.ToString());
ClientMarketData.SecurityRow securityRow = ClientMarketData.Security.FindBySecurityId(orderRow.SecurityId);
if (securityRow != null)
{
AddAttribute("SecurityId", securityRow.SecurityId.ToString());
AddAttribute("SecurityName", securityRow.ObjectRow.Name);
AddAttribute("SecuritySymbol", securityRow.Symbol);
}
}
// Broker field
if (!orderRow.IsBrokerIdNull())
{
AddAttribute("BrokerId", orderRow.BrokerId.ToString());
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(orderRow.BrokerId);
if (brokerRow != null)
{
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
if (!brokerRow.IsPhoneNull())
{
AddAttribute("BrokerPhone", brokerRow.Phone);
}
}
}
// TransactionType field
if (!orderRow.IsTransactionTypeCodeNull())
{
AddAttribute("TransactionTypeCode", orderRow.TransactionTypeCode.ToString());
ClientMarketData.TransactionTypeRow transactionTypeRow = ClientMarketData.TransactionType.FindByTransactionTypeCode(orderRow.TransactionTypeCode);
if (transactionTypeRow != null)
{
AddAttribute("TransactionTypeMnemonic", transactionTypeRow.Mnemonic);
}
}
// TimeInForce field
if (!orderRow.IsTimeInForceCodeNull())
{
AddAttribute("TimeInForceCode", orderRow.TimeInForceCode.ToString());
ClientMarketData.TimeInForceRow timeInForceRow = ClientMarketData.TimeInForce.FindByTimeInForceCode(orderRow.TimeInForceCode);
if (timeInForceRow != null)
{
AddAttribute("TimeInForceMnemonic", timeInForceRow.Mnemonic);
}
}
// OrderType field
if (!orderRow.IsOrderTypeCodeNull())
{
AddAttribute("OrderTypeCode", orderRow.OrderTypeCode.ToString());
ClientMarketData.OrderTypeRow orderTypeRow = ClientMarketData.OrderType.FindByOrderTypeCode(orderRow.OrderTypeCode);
if (orderTypeRow != null)
{
AddAttribute("OrderTypeMnemonic", orderTypeRow.Mnemonic);
}
}
if (!orderRow.IsQuantityNull())
{
AddAttribute("Quantity", orderRow.Quantity.ToString());
}
if (!orderRow.IsPrice1Null())
{
AddAttribute("Price1", orderRow.Price1.ToString());
}
if (!orderRow.IsPrice2Null())
{
AddAttribute("Price2", orderRow.Price2.ToString());
}
}
/// <summary>
/// Creates a broker element for the TicketDocument
/// </summary>
/// <param name="brokerRow">A Broker record</param>
/// <returns>An element that represents a broker.</returns>
public BrokersElement CreateBrokersElement(ClientMarketData.BrokerRow brokerRow)
{
return(new BrokersElement(this, brokerRow));
}
/// <summary>
/// Creates an XML Element representing a placment in the placement document.
/// </summary>
/// <param name="xmlDocument">The destination XML document.</param>
/// <param name="placementRow">A placement record.</param>
public PlacementElement(XmlDocument xmlDocument, PlacementSet.PlacementRow placementRow) :
base("Placement", xmlDocument)
{
// This is the primary identifier for the record.
AddAttribute("PlacementId", placementRow.LocalPlacementId.ToString());
// Broker field
if (!placementRow.IsBrokerIdNull())
{
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(placementRow.BrokerId);
if (brokerRow != null)
{
AddAttribute("BrokerId", brokerRow.BrokerId.ToString());
AddAttribute("BrokerName", brokerRow.ObjectRow.Name);
AddAttribute("BrokerSymbol", brokerRow.Symbol);
}
}
// TimeInForce field
if (!placementRow.IsTimeInForceCodeNull())
{
ClientMarketData.TimeInForceRow timeInForceRow =
ClientMarketData.TimeInForce.FindByTimeInForceCode(placementRow.TimeInForceCode);
if (timeInForceRow != null)
{
AddAttribute("TimeInForceCode", placementRow.TimeInForceCode.ToString());
AddAttribute("TimeInForceMnemonic", timeInForceRow.Mnemonic);
}
}
// OrderType field
if (!placementRow.IsOrderTypeCodeNull())
{
ClientMarketData.OrderTypeRow orderTypeRow =
ClientMarketData.OrderType.FindByOrderTypeCode(placementRow.OrderTypeCode);
if (orderTypeRow != null)
{
AddAttribute("OrderTypeCode", placementRow.OrderTypeCode.ToString());
AddAttribute("OrderTypeMnemonic", orderTypeRow.Mnemonic);
}
}
// Quantity
if (!placementRow.IsQuantityNull())
{
AddAttribute("Quantity", placementRow.Quantity.ToString());
}
// Price 1
if (!placementRow.IsPrice1Null())
{
AddAttribute("Price1", placementRow.Price1.ToString());
}
// Price 2
if (!placementRow.IsPrice2Null())
{
AddAttribute("Price2", placementRow.Price2.ToString());
}
// Created Time
if (!placementRow.IsCreatedTimeNull())
{
AddAttribute("CreatedTime", placementRow.CreatedTime.ToString("s"));
}
// Created Login
if (!placementRow.IsCreatedLoginIdNull())
{
ClientMarketData.LoginRow createdLoginRow = ClientMarketData.Login.FindByLoginId(placementRow.CreatedLoginId);
if (createdLoginRow != null)
{
AddAttribute("CreatedLoginId", createdLoginRow.LoginId.ToString());
AddAttribute("CreatedLoginName", createdLoginRow.ObjectRow.Name);
}
}
// Modified Time
if (!placementRow.IsModifiedTimeNull())
{
AddAttribute("ModifiedTime", placementRow.ModifiedTime.ToString("s"));
}
// Modified Login
if (!placementRow.IsModifiedLoginIdNull())
{
ClientMarketData.LoginRow modifiedLoginRow = ClientMarketData.Login.FindByLoginId(placementRow.ModifiedLoginId);
if (modifiedLoginRow != null)
{
AddAttribute("ModifiedLoginId", modifiedLoginRow.LoginId.ToString());
AddAttribute("ModifiedLoginName", modifiedLoginRow.ObjectRow.Name);
}
}
}
/// <summary>
/// Creates a denormalized order record from a local record.
/// </summary>
/// <param name="localOrder">A local order record.</param>
/// <returns>A order record that is independant of the global data set for all the anscillary data.</returns>
public static OrderSet.OrderRow Create(LocalOrderSet.OrderRow localOrder)
{
// Create a new, empty order record.
OrderSet.OrderRow orderRow = orderSet.Order.NewOrderRow();
// This new record is a copy of a local record and uses the local system of identifiers.
orderRow.IsLocal = true;
// Copy each field that has an analog in the local record set into the new record.
foreach (DataColumn dataColumn in localOrder.Table.Columns)
{
orderRow[dataColumn.ColumnName] = localOrder[dataColumn];
}
// AccountId cross-referenced data is filled in here.
if (!localOrder.IsAccountIdNull())
{
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(orderRow.AccountId);
if (accountRow != null)
{
orderRow.AccountMnemonic = accountRow.Mnemonic;
orderRow.AccountName = accountRow.ObjectRow.Name;
}
}
// SecurityId cross-referenced data is filled in here.
if (!localOrder.IsSecurityIdNull())
{
ClientMarketData.SecurityRow securityRow = ClientMarketData.Security.FindBySecurityId(orderRow.SecurityId);
if (securityRow != null)
{
orderRow.SecuritySymbol = securityRow.Symbol;
orderRow.SecurityName = securityRow.ObjectRow.Name;
}
}
// CurrencyId cross-referenced data is filled in here.
if (!localOrder.IsSettlementIdNull())
{
ClientMarketData.CurrencyRow currencyRow = ClientMarketData.Currency.FindByCurrencyId(orderRow.SettlementId);
if (currencyRow != null)
{
orderRow.SettlementSymbol = currencyRow.SecurityRow.Symbol;
orderRow.SettlementName = currencyRow.SecurityRow.ObjectRow.Name;
}
}
// BrokerId cross-referenced data is filled in here.
if (!localOrder.IsBrokerIdNull())
{
ClientMarketData.BrokerRow brokerRow = ClientMarketData.Broker.FindByBrokerId(orderRow.BrokerId);
if (brokerRow != null)
{
orderRow.BrokerSymbol = brokerRow.Symbol;
orderRow.BrokerName = brokerRow.ObjectRow.Name;
}
}
// TransactionType cross-referenced data is filled in here.
if (!localOrder.IsTransactionTypeCodeNull())
{
ClientMarketData.TransactionTypeRow transactionTypeRow = ClientMarketData.TransactionType.FindByTransactionTypeCode(orderRow.TransactionTypeCode);
if (transactionTypeRow != null)
{
orderRow.TransactionTypeMnemonic = transactionTypeRow.Mnemonic;
}
}
// TimeInForce cross-referenced data is filled in here.
if (!localOrder.IsTimeInForceCodeNull())
{
ClientMarketData.TimeInForceRow timeInForceRow = ClientMarketData.TimeInForce.FindByTimeInForceCode(orderRow.TimeInForceCode);
if (timeInForceRow != null)
{
orderRow.TimeInForceMnemonic = timeInForceRow.Mnemonic;
}
}
// TimeInForce cross-referenced data is filled in here.
if (!localOrder.IsOrderTypeCodeNull())
{
ClientMarketData.OrderTypeRow orderTypeRow = ClientMarketData.OrderType.FindByOrderTypeCode(orderRow.OrderTypeCode);
if (orderTypeRow != null)
{
orderRow.OrderTypeMnemonic = orderTypeRow.Mnemonic;
}
}
// This is a complete record of the order, including the referenced data.
return(orderRow);
}
