/// <summary>
/// Initialize the data used in this application.
/// </summary>
private void InitializeData(object parameter)
{
string title = string.Empty;
string symbol = string.Empty;
string name = string.Empty;
Bitmap logo = null;
decimal leavesQuantity = 0.0m;
decimal minimumQuantity = 0.0m;
NegotiationState negotiationState = NegotiationState.None;
try
{
// Lock the tables.
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
ClientMarketData.MatchLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.NegotiationLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.ObjectLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.OrderTypeLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.SecurityLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.WorkingOrderLock.AcquireReaderLock(ClientTimeout.LockWait);
// Find the Match record.
ClientMarketData.MatchRow matchRow = ClientMarketData.Match.FindByMatchId(this.matchId);
ClientMarketData.WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
ClientMarketData.OrderTypeRow orderTypeRow = workingOrderRow.OrderTypeRow;
ClientMarketData.SecurityRow securityRow = workingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId;
symbol = securityRow.Symbol;
name = securityRow.ObjectRow.Name;
minimumQuantity = securityRow.MinimumQuantity;
if (!securityRow.IsLogoNull())
{
MemoryStream memoryStream = new MemoryStream(Convert.FromBase64String(securityRow.Logo));
logo = new Bitmap(memoryStream);
}
title = string.Format("{0} of {1}", orderTypeRow.Description, symbol);
leavesQuantity = workingOrderRow.SubmittedQuantity;
foreach (ClientMarketData.DestinationOrderRow destinationOrderRow in workingOrderRow.GetDestinationOrderRows())
{
foreach (ClientMarketData.ExecutionRow executionRow in destinationOrderRow.GetExecutionRows())
{
leavesQuantity -= executionRow.ExecutionQuantity;
}
}
}
finally
{
// Release the locks.
if (ClientMarketData.MatchLock.IsReaderLockHeld)
{
ClientMarketData.MatchLock.ReleaseReaderLock();
}
if (ClientMarketData.NegotiationLock.IsReaderLockHeld)
{
ClientMarketData.NegotiationLock.ReleaseReaderLock();
}
if (ClientMarketData.ObjectLock.IsReaderLockHeld)
{
ClientMarketData.ObjectLock.ReleaseReaderLock();
}
if (ClientMarketData.OrderTypeLock.IsReaderLockHeld)
{
ClientMarketData.OrderTypeLock.ReleaseReaderLock();
}
if (ClientMarketData.SecurityLock.IsReaderLockHeld)
{
ClientMarketData.SecurityLock.ReleaseReaderLock();
}
if (ClientMarketData.WorkingOrderLock.IsReaderLockHeld)
{
ClientMarketData.WorkingOrderLock.ReleaseReaderLock();
}
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
}
Invoke(new SetDialogAttributesDelegate(SetDialogAttributes), new object[] { title, symbol, name, logo, leavesQuantity, negotiationState });
}
/// <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 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>
/// Method called to retrieve the securityId for the security selected in the match viewere.
/// </summary>
/// <param name="parameter"></param>
private void InitializeData(object parameter)
{
int id = Int32.MinValue;
try
{
// Lock the tables.
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
ClientMarketData.MatchLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.NegotiationLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.OrderTypeLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.SecurityLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.WorkingOrderLock.AcquireReaderLock(ClientTimeout.LockWait);
// Find the Match record.
ClientMarketData.MatchRow matchRow = ClientMarketData.Match.FindByMatchId(this.matchId);
ClientMarketData.WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
ClientMarketData.OrderTypeRow orderTypeRow = workingOrderRow.OrderTypeRow;
ClientMarketData.SecurityRow securityRow = workingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId;
if (securityRow != null)
{
id = securityRow.SecurityId;
}
}
catch (Exception e)
{
// Write the error and stack trace out to the debug listener
EventLog.Error("{0}, {1}", e.Message, e.StackTrace);
}
finally
{
// Release the locks.
if (ClientMarketData.MatchLock.IsReaderLockHeld)
{
ClientMarketData.MatchLock.ReleaseReaderLock();
}
if (ClientMarketData.NegotiationLock.IsReaderLockHeld)
{
ClientMarketData.NegotiationLock.ReleaseReaderLock();
}
if (ClientMarketData.OrderTypeLock.IsReaderLockHeld)
{
ClientMarketData.OrderTypeLock.ReleaseReaderLock();
}
if (ClientMarketData.SecurityLock.IsReaderLockHeld)
{
ClientMarketData.SecurityLock.ReleaseReaderLock();
}
if (ClientMarketData.WorkingOrderLock.IsReaderLockHeld)
{
ClientMarketData.WorkingOrderLock.ReleaseReaderLock();
}
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
}
if (id != Int32.MinValue)
{
this.Open(id);
}
}
/// <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);
}
/// <summary>
/// Notifies the user that a match opportunity exists.
/// </summary>
/// <param name="parameter">The thread initialization parameters.</param>
private void NotifyUser(object parameter)
{
// Extract the thread parameters.
int matchId = (int)parameter;
// The symbol, title and the bitmap for the corporate logo will be retrieved from the data model in the code below.
// They will be used to initialize the pop-up dialog after the locks on the data model have been released.
string symbol = string.Empty;
string title = string.Empty;
Bitmap logo = null;
try
{
// Lock the tables.
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
ClientMarketData.MatchLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.NegotiationLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.OrderTypeLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.SecurityLock.AcquireReaderLock(ClientTimeout.LockWait);
ClientMarketData.WorkingOrderLock.AcquireReaderLock(ClientTimeout.LockWait);
// The match record, working order, order type and security records are used to construct the title, symbol and
// logo used by the notification window.
ClientMarketData.MatchRow matchRow = ClientMarketData.Match.FindByMatchId(matchId);
ClientMarketData.WorkingOrderRow workingOrderRow = matchRow.WorkingOrderRow;
ClientMarketData.OrderTypeRow orderTypeRow = workingOrderRow.OrderTypeRow;
ClientMarketData.SecurityRow securityRow = workingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId;
// Get the security symbol.
symbol = securityRow.Symbol;
// Create a logo bitmap.
if (!securityRow.IsLogoNull())
{
MemoryStream memoryStream = new MemoryStream(Convert.FromBase64String(securityRow.Logo));
logo = new Bitmap(memoryStream);
}
// Construct the title for the notification window.
title = string.Format("{0} of {1}", orderTypeRow.Description, symbol);
}
finally
{
// Release the locks.
if (ClientMarketData.MatchLock.IsReaderLockHeld)
{
ClientMarketData.MatchLock.ReleaseReaderLock();
}
if (ClientMarketData.NegotiationLock.IsReaderLockHeld)
{
ClientMarketData.NegotiationLock.ReleaseReaderLock();
}
if (ClientMarketData.OrderTypeLock.IsReaderLockHeld)
{
ClientMarketData.OrderTypeLock.ReleaseReaderLock();
}
if (ClientMarketData.SecurityLock.IsReaderLockHeld)
{
ClientMarketData.SecurityLock.ReleaseReaderLock();
}
if (ClientMarketData.WorkingOrderLock.IsReaderLockHeld)
{
ClientMarketData.WorkingOrderLock.ReleaseReaderLock();
}
System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked);
}
// The notification window looks and acts like the Microsoft Instant Messaging window. It will pop up in the lower
// right hand corner of the screen with a title, the corporate logo and a chance to either accept or decline the
// opportunity for a match.
NotificationWindow notificationWindow = new NotificationWindow();
notificationWindow.MatchId = matchId;
notificationWindow.Symbol = symbol;
notificationWindow.Message = title;
notificationWindow.CompanyLogo = logo;
notificationWindow.Accept += new MatchEventHandler(AcceptNegotiation);
notificationWindow.Decline += new MatchEventHandler(DeclineNegotiation);
notificationWindow.ChangeOptions += new EventHandler(ChangeOptions);
notificationWindow.Show();
}
