public SecurityDefinitionViewItem(FIXSecurityDefinition securityDefinition, byte providerId)
: base(new string[5])
{
this.securityDefinition = securityDefinition;
this.SubItems[0].Text = SecurityDefinitionHelper.GetSymbol(securityDefinition, providerId);
this.SubItems[1].Text = ((object)APITypeConverter.InstrumentType.Convert(securityDefinition.SecurityType)).ToString();
this.SubItems[2].Text = securityDefinition.SecurityExchange;
this.SubItems[3].Text = securityDefinition.Currency;
DateTime?nullable;
if (((FIXGroup)securityDefinition).ContainsField(541))
{
nullable = new DateTime?(securityDefinition.MaturityDate);
}
else if (((FIXGroup)securityDefinition).ContainsField(200))
{
try
{
nullable = new DateTime?(new DateTime(int.Parse(securityDefinition.MaturityMonthYear.Substring(0, 4), (IFormatProvider)CultureInfo.InvariantCulture), int.Parse(securityDefinition.MaturityMonthYear.Substring(4, 2), (IFormatProvider)CultureInfo.InvariantCulture), 1));
}
catch
{
nullable = new DateTime?();
}
}
else
{
nullable = new DateTime?();
}
this.SubItems[4].Text = !nullable.HasValue ? "" : nullable.Value.ToShortDateString();
}
public static string GetSymbol(FIXSecurityDefinition definition, byte providerId)
{
switch (providerId)
{
case FreeQuant.Providers.ProviderId.IB: // 4
return(SecurityDefinitionHelper.GetSymbol_IB(definition));
case FreeQuant.Providers.ProviderId.TTFIX:
return(SecurityDefinitionHelper.GetSymbol_TTFIX(definition));
case FreeQuant.Providers.ProviderId.OpenECry: // 22:
return(SecurityDefinitionHelper.GetSymbol_OEC(definition));
default:
return(definition.Symbol);
}
}
private bool AddInstrument(FIXSecurityDefinition securityDefinition)
{
string symbol = SecurityDefinitionHelper.GetSymbol(securityDefinition, ((IProvider)this.provider).Id);
if (InstrumentManager.Instruments.Contains(symbol))
{
return(false);
}
Instrument instrument = new Instrument(symbol, securityDefinition.SecurityType);
foreach (FIXField fixField in ((FIXGroup)securityDefinition).Fields)
{
switch ((int)fixField.Tag)
{
case 320:
case 322:
case 323:
case 393:
case 55:
case 167:
goto case 320;
default:
((FIXGroup)instrument).AddField(fixField);
goto case 320;
}
}
for (int index = 0; index < securityDefinition.NoSecurityAltID; ++index)
{
((FIXInstrument)instrument).AddGroup(securityDefinition.GetSecurityAltIDGroup(index));
}
switch (((IProvider)this.provider).Id)
{
case (byte)4:
if (((FIXInstrument)instrument).Symbol != securityDefinition.Symbol)
{
instrument.AddSymbol(securityDefinition.Symbol, securityDefinition.SecurityExchange, ((IProvider)this.provider).Name);
}
((FIXGroup)instrument).RemoveField(48);
break;
case (byte)10:
instrument.AddSymbol(string.Format("{0}|{1}|1.0", (object)securityDefinition.Symbol, securityDefinition.SecurityID), securityDefinition.SecurityExchange, ((IProvider)this.provider).Name);
((FIXGroup)instrument).RemoveField(48);
instrument.AddSymbol(securityDefinition.Symbol, securityDefinition.SecurityExchange, "TT API");
break;
case (byte)21:
instrument.AddSymbol(securityDefinition.SecurityID, securityDefinition.SecurityExchange, ((IProvider)this.provider).Name);
break;
case (byte)22:
if (((FIXInstrument)instrument).Symbol != securityDefinition.Symbol)
{
instrument.AddSymbol(securityDefinition.SecurityID, securityDefinition.SecurityExchange, ((IProvider)this.provider).Name);
((FIXGroup)instrument).RemoveField(48);
break;
}
else
{
break;
}
}
if ((((FIXInstrument)instrument).SecurityType == "FUT" || ((FIXInstrument)instrument).SecurityType == "OPT" || ((FIXInstrument)instrument).SecurityType == "MLEG") && (!((FIXGroup)instrument).ContainsField(541) && ((FIXGroup)instrument).ContainsField(200)))
{
int year = int.Parse(securityDefinition.MaturityMonthYear.Substring(0, 4), (IFormatProvider)CultureInfo.InvariantCulture);
int month = int.Parse(securityDefinition.MaturityMonthYear.Substring(4, 2), (IFormatProvider)CultureInfo.InvariantCulture);
((FIXInstrument)instrument).MaturityDate = new DateTime(year, month, 1);
}
instrument.Save();
return(true);
}
