internal virtual void Update(IDBRow dataRow)
{
this._maxDQLot = dataRow.GetColumn <decimal>("MaxDQLot");
this._maxOtherLot = dataRow.GetColumn <decimal>("MaxOtherLot");
this._dqQuoteMinLot = dataRow.GetColumn <decimal>("DQQuoteMinLot");
this._autoDQMaxLot = dataRow.GetColumn <decimal>("AutoDQMaxLot");
this._acceptDQVariation = dataRow.GetColumn <int>("AcceptDQVariation");
this._autoLmtMktMaxLot = dataRow.GetColumn <decimal>("AutoLmtMktMaxLot");
this._acceptLmtVariation = dataRow.GetColumn <int>("AcceptLmtVariation");
this._acceptCloseLmtVariation = dataRow.GetColumn <int>("AcceptCloseLmtVariation");
this._cancelLmtVariation = dataRow.GetColumn <int>("CancelLmtVariation");
this._autoDQDelay = TimeSpan.FromSeconds(dataRow.GetColumn <Int16>("AutoDQDelay"));
this._autoAcceptMaxLot = dataRow.GetColumn <decimal>("AutoAcceptMaxLot");
this._autoCancelMaxLot = dataRow.GetColumn <decimal>("AutoCancelMaxLot");
this._hitPriceVariationForSTP = dataRow.GetColumn <int>("HitPriceVariationForSTP");
this._allowedNewTradeSides = (AllowedOrderSides)dataRow.GetColumn <byte>("AllowedNewTradeSides");
if (dataRow.Contains("PlaceSptMktTimeSpan"))
{
this._placeSptMktTimeSpan = TimeSpan.FromSeconds((int)dataRow["PlaceSptMktTimeSpan"]);
}
}
internal Instrument(IDBRow instrumentRow)
{
this._id = (Guid)instrumentRow["ID"];
this._currencyId = (Guid)instrumentRow["CurrencyID"];
this._code = (string)instrumentRow["Code"];
_originCode = instrumentRow.GetColumn <string>("OriginCode");
this._isActive = instrumentRow.GetColumn <bool>("IsActive");
this._lastAcceptTimeSpan = instrumentRow.GetColumn <int>("LastAcceptTimeSpan");
this._orderTypeMask = instrumentRow.GetColumn <int>("OrderTypeMask");
this._mit = instrumentRow.GetColumn <bool>("MIT");
this.AutoAcceptMaxLot = instrumentRow.GetColumn <decimal>("AutoAcceptMaxLot");
this.AutoCancelMaxLot = instrumentRow.GetColumn <decimal>("AutoCancelMaxLot");
this._isAutoFill = instrumentRow.GetColumn <bool>("IsAutoFill");
this._maxMinAdjust = instrumentRow.GetColumn <int>("MaxMinAdjust");
this._interestFormula = (InterestFormula)instrumentRow.GetColumn <byte>("InterestFormula");
this._interestYearDays = instrumentRow.GetColumn <int>("InterestYearDays");
this._useSettlementPriceForInterest = instrumentRow.GetColumn <bool>("UseSettlementPriceForInterest");
this.InactiveTime = instrumentRow.GetColumn <int>("OriginInactiveTime");
this._isBetterPrice = instrumentRow.GetColumn <bool>("IsBetterPrice");
this._hitTimes = instrumentRow.GetColumn <short>("HitTimes");
this._penetrationPoint = instrumentRow.GetColumn <int>("PenetrationPoint");
this._isPriceEnabled = instrumentRow.GetColumn <bool>("IsPriceEnabled");
this.SpotPaymentTime = instrumentRow.GetColumn <DateTime?>("SpotPaymentTime");
this._canPlacePendingOrderAtAnyTime = instrumentRow.GetColumn <bool>("CanPlacePendingOrderAtAnyTime");
this._allowedSpotTradeOrderSides = (AllowedOrderSides)instrumentRow.GetColumn <byte>("AllowedSpotTradeOrderSides");
this.HitPriceVariationForSTP = instrumentRow.GetColumn <int>("HitPriceVariationForSTP");
if (instrumentRow.ExistsColumn("ExternalExchangeCode"))
{
if (instrumentRow["ExternalExchangeCode"] != DBNull.Value)
{
this._exchangeSystem = (ExchangeSystem)Enum.Parse(typeof(ExchangeSystem), (string)(instrumentRow["ExternalExchangeCode"]), true);
}
}
this.AutoDQDelay = TimeSpan.FromSeconds(instrumentRow.GetColumn <Int16>("AutoDQDelay"));
this._summaryQuantity = instrumentRow.GetColumn <decimal>("SummaryQuantity");
this.PLValueDay = instrumentRow.GetColumn <Int16>("PLValueDay");
if (instrumentRow.ExistsColumn("UseAlertLevel4WhenClosed"))
{
this.UseAlertLevel4WhenClosed = instrumentRow["UseAlertLevel4WhenClosed"] == DBNull.Value ? false : (bool)instrumentRow["UseAlertLevel4WhenClosed"];
}
if (instrumentRow.ExistsColumn("HolidayAlertDayPolicyID"))
{
Guid policyId = Guid.Empty;
if (Guid.TryParse(instrumentRow["HolidayAlertDayPolicyID"].ToString(), out policyId))
{
this.HolidayAlertDayPolicyId = policyId;
}
}
if (instrumentRow.ExistsColumn("AcceptIfDoneVariation"))
{
this._acceptIfDoneVariation = instrumentRow.GetColumn <int>("AcceptIfDoneVariation");
}
if (instrumentRow.Contains("PlaceSptMktTimeSpan"))
{
_placeSptMktTimeSpan = TimeSpan.FromSeconds((int)instrumentRow["PlaceSptMktTimeSpan"]);
}
if (instrumentRow.Contains("FirstOrderTime"))
{
_firstOrderTime = (int)instrumentRow["FirstOrderTime"];
}
this.Update(instrumentRow);
}
internal override void Update(XElement instrumentNode)
{
base.Update(instrumentNode);
foreach (XAttribute attribute in instrumentNode.Attributes())
{
switch (attribute.Name.ToString())
{
case "ID":
this._id = XmlConvert.ToGuid(attribute.Value);
break;
case "CurrencyID":
this._currencyId = XmlConvert.ToGuid(attribute.Value);
break;
case "Code":
this._code = attribute.Value;
break;
case "OriginCode":
_originCode = attribute.Value;
break;
case "OriginInactiveTime":
this.InactiveTime = XmlConvert.ToInt32(attribute.Value);
break;
case "Category":
this._category = (InstrumentCategory)XmlConvert.ToInt32(attribute.Value);
break;
case "NumeratorUnit":
this._numeratorUnit = XmlConvert.ToInt32(attribute.Value);
break;
case "Denominator":
this._denominator = XmlConvert.ToInt32(attribute.Value);
break;
case "IsActive":
this._isActive = XmlConvert.ToBoolean(attribute.Value);
break;
case "LastAcceptTimeSpan":
this._lastAcceptTimeSpan = XmlConvert.ToInt32(attribute.Value);
break;
case "OrderTypeMask":
this._orderTypeMask = XmlConvert.ToInt32(attribute.Value);
break;
case "MIT":
this._mit = XmlConvert.ToBoolean(attribute.Value);
break;
case "AutoAcceptMaxLot":
this.AutoAcceptMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "AutoCancelMaxLot":
this.AutoCancelMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "IsAutoFill":
this._isAutoFill = XmlConvert.ToBoolean(attribute.Value);
break;
case "MaxMinAdjust":
this._maxMinAdjust = XmlConvert.ToInt32(attribute.Value);
break;
case "DayOpenTime":
this.DayOpenTime = Convert.ToDateTime(attribute.Value);
break;
case "DayCloseTime":
this.DayCloseTime = Convert.ToDateTime(attribute.Value);
break;
case "EndTime":
_endTime = Convert.ToDateTime(attribute.Value);
break;
case "ValueDate":
this.ValueDate = Convert.ToDateTime(attribute.Value);
break;
case "NextDayOpenTime":
this.NextDayOpenTime = Convert.ToDateTime(attribute.Value);
break;
case "CommissionFormula":
this._commissionFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "LevyFormula":
this._levyFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "OtherFeeFormula":
_otherFeeFormula = (FeeFormula)XmlConvert.ToByte(attribute.Value);
break;
case "MarginFormula":
this._marginFormula = (MarginFormula)XmlConvert.ToByte(attribute.Value);
break;
case "TradePLFormula":
this._tradePLFormula = (TradePLFormula)XmlConvert.ToByte(attribute.Value);
break;
case "InterestFormula":
this._interestFormula = (InterestFormula)XmlConvert.ToByte(attribute.Value);
break;
case "InterestYearDays":
this._interestYearDays = XmlConvert.ToInt32(attribute.Value);
break;
case "IsNormal":
this._isNormal = XmlConvert.ToBoolean(attribute.Value);
break;
case "HitTimes":
this._hitTimes = XmlConvert.ToInt32(attribute.Value);
break;
case "PenetrationPoint":
this._penetrationPoint = XmlConvert.ToInt32(attribute.Value);
break;
case "UseSettlementPriceForInterest":
this._useSettlementPriceForInterest = XmlConvert.ToBoolean(attribute.Value);
break;
case "CanPlacePendingOrderAtAnyTime":
this._canPlacePendingOrderAtAnyTime = XmlConvert.ToBoolean(attribute.Value);
break;
case "AllowedSpotTradeOrderSides":
this._allowedSpotTradeOrderSides = (AllowedOrderSides)XmlConvert.ToInt32(attribute.Value);
break;
case "PlaceSptMktTimeSpan":
_placeSptMktTimeSpan = TimeSpan.FromSeconds(XmlConvert.ToInt32(attribute.Value));
break;
case "HitPriceVariationForSTP":
this.HitPriceVariationForSTP = XmlConvert.ToInt32(attribute.Value);
break;
case "AcceptIfDoneVariation":
this._acceptIfDoneVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "FirstOrderTime":
_firstOrderTime = XmlConvert.ToInt32(attribute.Value);
break;
case "IsPriceEnabled":
this._isPriceEnabled = XmlConvert.ToBoolean(attribute.Value);
_priceEnableTime = DateTime.Now;
break;
case "AutoDQDelay":
this.AutoDQDelay = TimeSpan.FromSeconds(XmlConvert.ToInt16(attribute.Value));
break;
case "HolidayAlertDayPolicyID":
this.HolidayAlertDayPolicyId = XmlConvert.ToGuid(attribute.Value);
break;
case "SummaryQuantity":
this._summaryQuantity = XmlConvert.ToDecimal(attribute.Value);
break;
case "SpotPaymentTime":
this.SpotPaymentTime = attribute.Value.Get <DateTime?>();
break;
}
}
}
internal virtual void Update(XElement xmlNode)
{
foreach (XAttribute attribute in xmlNode.Attributes())
{
switch (attribute.Name.ToString())
{
case "MaxDQLot":
this._maxDQLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "MaxOtherLot":
this._maxOtherLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "DQQuoteMinLot":
this._dqQuoteMinLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "AutoDQMaxLot":
this._autoDQMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "AcceptDQVariation":
this._acceptDQVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "AutoLmtMktMaxLot":
this._autoLmtMktMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "AcceptLmtVariation":
this._acceptLmtVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "AcceptCloseLmtVariation":
this._acceptCloseLmtVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "CancelLmtVariation":
this._cancelLmtVariation = XmlConvert.ToInt32(attribute.Value);
break;
case "AutoDQDelay":
this._autoDQDelay = TimeSpan.FromSeconds(XmlConvert.ToInt16(attribute.Value));
break;
case "AutoAcceptMaxLot":
this._autoAcceptMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "PlaceSptMktTimeSpan":
this._placeSptMktTimeSpan = TimeSpan.FromSeconds(XmlConvert.ToInt32(attribute.Value));
break;
case "AutoCancelMaxLot":
this._autoCancelMaxLot = XmlConvert.ToDecimal(attribute.Value);
break;
case "HitPriceVariationForSTP":
this._hitPriceVariationForSTP = XmlConvert.ToInt32(attribute.Value);
break;
case "AllowedNewTradeSides":
this._allowedNewTradeSides = (AllowedOrderSides)XmlConvert.ToInt32(attribute.Value);
break;
}
}
}
