/// <summary>
/// Internal: Output this request. Can't use the Abstract Subscription Request because it needs to append two separate subscriptions.
/// </summary>
/// <param name="writer">The destination for the request content</param>
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body");
writer.StartElement("subscription");
writer.ValueOrEmpty("type", "historicMarketData");
writer.EndElement("subscription").EndElement("body").EndElement("req");
}
/// <summary>
/// Internal: Output this request. Can't use the Abstract Subscription Request because it needs to append two separate subscriptions.
/// </summary>
/// <param name="writer">The destination for the request content</param>
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body");
writer.StartElement("subscription");
writer.ValueOrEmpty("type", "historicMarketData");
writer.EndElement("subscription").EndElement("body").EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
WriteEmptyTag("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
WriteEmptyTag("body").
EndElement("req");
}
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body").ValueUTF8("username", this._username).ValueUTF8("password", this._password);
if (this._checkProtocolVersion)
{
writer.ValueOrNone("protocolVersion", "1.8");
}
writer.ValueOrNone("productType", this._productType.ToString()).EndElement("body").EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
ValueOrNone("token", _token).
EndElement("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
ValueOrNone("token", _token).
EndElement("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
ValueOrEmpty("instructionId", _instructionId).
ValueOrEmpty("instrumentId", _instrumentId).
ValueOrEmpty("originalInstructionId", _originalInstructionId).
EndElement("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
ValueUTF8("username", _username).
ValueUTF8("password", _password).
ValueOrNone("protocolVersion", ProtocolVersion).
ValueOrNone("productType", _productType.ToString()).
EndElement("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
ValueOrEmpty("instructionId", _instructionId).
ValueOrEmpty("instrumentId", _instrumentId).
ValueOrEmpty("originalInstructionId", _originalInstructionId).
EndElement("body").
EndElement("req");
}
private IStructuredWriter WriteOptions(IStructuredWriter writer)
{
if (_options.Length <= 0)
{
return(writer);
}
writer.StartElement("options");
foreach (Option option in _options)
{
writer.ValueOrNone("option", Convert.ToString(option).ToUpper());
}
writer.EndElement("options");
return(writer);
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public virtual void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
StartElement("order").
ValueOrNone("instrumentId", _instrumentId).
ValueOrNone("instructionId", _instructionId).
ValueOrNone("price", GetPrice()).
ValueOrNone("quantity", _quantity).
ValueOrNone("timeInForce", Enum.GetName(TimeInForce.GetType(), _timeInForce)).
ValueOrNone("stopLossOffset", _stopLossPriceOffset).
ValueOrNone("stopProfitOffset", _stopProfitPriceOffset).
EndElement("order").
EndElement("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public override void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
StartElement("order").
ValueOrNone("instrumentId", InstrumentId).
ValueOrNone("instructionId", InstructionId).
ValueOrNone("stopPrice", StopPrice).
ValueOrNone("quantity", Quantity).
ValueOrNone("timeInForce", Enum.GetName(TimeInForce.GetType(), TimeInForce)).
ValueOrNone("stopLossOffset", StopLossPriceOffset).
ValueOrNone("stopProfitOffset", StopProfitPriceOffset).
EndElement("order").
EndElement("body").
EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
ValueOrNone("instructionId", _instructionId).
ValueOrNone("orderBookId", _instrumentId).
ValueOrNone("from", Convert.ToString(DateTimeUtil.DateTimeToMillis(_from))).
ValueOrNone("to", Convert.ToString(DateTimeUtil.DateTimeToMillis(_to))).
StartElement("aggregate");
WriteOptions(writer).
ValueOrNone("resolution", Convert.ToString(_resolution).ToUpper()).
ValueOrNone("depth", _depth).
ValueOrNone("format", Convert.ToString(_format).ToUpper()).
EndElement("aggregate").
EndElement("body").
EndElement("req");
}
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body").ValueOrNone("instructionId", new long?(this._instructionId)).ValueOrNone("orderBookId", new long?(this._instrumentId)).ValueOrNone("from", Convert.ToString(DateTimeUtil.DateTimeToMillis(this._from))).ValueOrNone("to", Convert.ToString(DateTimeUtil.DateTimeToMillis(this._to))).StartElement("orderBook").StartElement("options").ValueOrNone("option", "BID").ValueOrNone("option", "ASK").EndElement("options").ValueOrNone("depth", new long?(1L)).ValueOrNone("format", Convert.ToString((object)this._format).ToUpper()).EndElement("orderBook").EndElement("body").EndElement("req");
}
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body").StartElement("subscription");
this.WriteSubscriptionBodyTo(writer);
writer.EndElement("subscription").EndElement("body").EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the request content</param>
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body").StartElement("subscription");
WriteSubscriptionBodyTo(writer);
writer.EndElement("subscription").EndElement("body").EndElement("req");
}
public virtual void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body").StartElement("order").ValueOrNone("instrumentId", new long?(this._instrumentId)).ValueOrNone("instructionId", this._instructionId).ValueOrNone("price", this.GetPrice()).ValueOrNone("quantity", new Decimal?(this._quantity)).ValueOrNone("timeInForce", Enum.GetName(this.TimeInForce.GetType(), (object)this._timeInForce)).ValueOrNone("stopLossOffset", this._stopLossPriceOffset).ValueOrNone("stopProfitOffset", this._stopProfitPriceOffset).EndElement("order").EndElement("body").EndElement("req");
}
public void WriteTo(IStructuredWriter writer)
{
writer.StartElement("req").StartElement("body").ValueOrEmpty("instrumentId", new long?(this._instrumentId)).ValueOrEmpty("originalInstructionId", this._originalInstructionId).ValueOrEmpty("instructionId", this._instructionId).ValueOrEmpty("stopLossOffset", this._stopLossOffset).ValueOrEmpty("stopProfitOffset", this._stopProfitOffset).EndElement("body").EndElement("req");
}
/// <summary>
/// Internal: Output this request.
/// </summary>
/// <param name="writer">The destination for the content of this request</param>
public void WriteTo(IStructuredWriter writer)
{
writer.
StartElement("req").
StartElement("body").
StartElement("order").
ValueOrNone("instrumentId", _instrumentId).
ValueOrNone("instructionId", _instructionId).
ValueOrNone("price", GetPrice()).
ValueOrNone("quantity", _quantity).
ValueOrNone("timeInForce", Enum.GetName(TimeInForce.GetType(), _timeInForce)).
ValueOrNone("stopLossOffset", _stopLossPriceOffset).
ValueOrNone("stopProfitOffset", _stopProfitPriceOffset).
EndElement("order").
EndElement("body").
EndElement("req");
}