private static PhysicalConstructParams ParsePhysicalSettings(IDBRow dataRowOrder)
{
PhysicalConstructParams result = new PhysicalConstructParams();
result.PhysicalTradeSide = (PhysicalTradeSide)((int)dataRowOrder["PhysicalTradeSide"]);
if (dataRowOrder["PhysicalRequestId"] != DBNull.Value)
{
result.PhysicalRequestId = ((Guid)dataRowOrder["PhysicalRequestId"]);
}
if (dataRowOrder["PhysicalValueMatureDay"] != DBNull.Value)
{
result.PhysicalValueMatureDay = (int)dataRowOrder["PhysicalValueMatureDay"];
}
else
{
result.PhysicalValueMatureDay = 0;
}
result.PhysicalType = (Protocal.Physical.PhysicalType)dataRowOrder.GetColumn <byte>("PhysicalType");
result.PhysicalOriginValue = (decimal)dataRowOrder["PhysicalOriginValue"];
result.PhysicalOriginValueBalance = (decimal)dataRowOrder["PhysicalOriginValueBalance"];
result.PaidPledgeBalance = (decimal)dataRowOrder["PaidPledgeBalance"];
result.PaidPledge = dataRowOrder.GetColumn <decimal>("PaidPledge");
return(result);
}
public OrderDeletedReason(IDBRow dr)
{
this.ID = dr.GetColumn <Guid>("ID");
this.Code = dr.GetColumn <string>("Code");
this.Description = dr.GetColumn <string>("Description");
this.ReasonDesc = dr.GetColumn <string>("ReasonDesc");
}
internal InstrumentDayOpenCloseHistory(IDBRow dr)
{
this.TradeDay = (DateTime)dr["TradeDay"];
this.InstrumentID = (Guid)dr["InstrumentID"];
this.DayOpenTime = dr.GetColumn <DateTime?>("DayOpenTime");
this.DayCloseTime = dr.GetColumn <DateTime?>("DayCloseTime");
this.ValueDate = dr.GetColumn <DateTime?>("ValueDate");
this.RealValueDate = dr.GetColumn <DateTime?>("RealValueDate");
}
internal Currency(IDBRow currencyRow)
{
this.id = (Guid)currencyRow["ID"];
this.Code = (string)currencyRow["Code"];
this.decimals = (short)currencyRow["Decimals"];
this.InterestPolicyId = currencyRow.GetColumn <Guid?>("InterestPolicyID");
this.UInterestIn = currencyRow.GetColumn <decimal>("UInterestIn");
this.UInterestOut = currencyRow.GetColumn <decimal>("UInterestOut");
this.UsableInterestDayYear = currencyRow.GetColumn <int>("UsableInterestDayYear");
}
//Only Update the fields that should take effect in the past
internal override void Update(IDBRow instrumentRow)
{
base.Update(instrumentRow);
this._category = (InstrumentCategory)instrumentRow.GetColumn <int>("Category");
this._numeratorUnit = instrumentRow.GetColumn <int>("NumeratorUnit");
this._denominator = instrumentRow.GetColumn <int>("Denominator");
this._isNormal = instrumentRow.GetColumn <bool>("IsNormal");
this.DayOpenTime = (instrumentRow["DayOpenTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["DayOpenTime"];
this.DayCloseTime = (instrumentRow["DayCloseTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["DayCloseTime"];
if (instrumentRow.Contains("EndTime"))
{
_endTime = (instrumentRow["EndTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["EndTime"];
}
this.ValueDate = (instrumentRow["ValueDate"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["ValueDate"];
this.NextDayOpenTime = (instrumentRow["NextDayOpenTime"] == DBNull.Value) ? default(DateTime) : (DateTime)instrumentRow["NextDayOpenTime"];
this._commissionFormula = (FeeFormula)instrumentRow.GetColumn <byte>("CommissionFormula");
this._levyFormula = (FeeFormula)instrumentRow.GetColumn <byte>("LevyFormula");
_otherFeeFormula = (FeeFormula)instrumentRow.GetColumn <byte>("OtherFeeFormula");
this._marginFormula = (MarginFormula)instrumentRow.GetColumn <byte>("MarginFormula");
this._tradePLFormula = (TradePLFormula)instrumentRow.GetColumn <byte>("TradePLFormula");
this._isExpired = this.DayOpenTime == default(DateTime) && this.DayCloseTime == default(DateTime) && this.ValueDate == default(DateTime) && this.NextDayOpenTime == default(DateTime);
}
internal Bill(IDBRow dr)
: base("Bill", ItemCapacityFactor)
{
Guid id = (Guid)dr["ID"];
Guid accountId = (Guid)dr["AccountID"];
decimal value = (decimal)dr["Value"];
BillType type = (BillType)dr.GetColumn <int>("Type");
BillOwnerType ownerType = (BillOwnerType)dr.GetColumn <int>("OwnerType");
DateTime updateTime = dr.GetColumn <DateTime>("UpdateTime");
Guid currencyId = dr.GetColumn <Guid>("CurrencyID");
this.Initialize(id, accountId, currencyId, value, type, ownerType, updateTime);
}
internal InterestPolicy(IDBRow dr)
{
this.Id = dr.GetColumn <Guid>("ID");
this.Code = dr.GetColumn <string>("Code");
this.Mon = dr.GetColumn <Int16>("Mon");
this.Tue = dr.GetColumn <Int16>("Tue");
this.Wed = dr.GetColumn <Int16>("Wed");
this.Thu = dr.GetColumn <Int16>("Thu");
this.Fri = dr.GetColumn <Int16>("Fri");
this.Sat = dr.GetColumn <Int16>("Sat");
this.Sun = dr.GetColumn <Int16>("Sun");
this.UpdateTime = dr.GetColumn <DateTime>("UpdateTime");
}
internal void Update(IDBRow customerRow)
{
this.id = (Guid)customerRow["ID"];
this.name = (string)customerRow["Name"];
this.dealingPolicyId = customerRow.GetColumn <Guid?>("DealingPolicyID");
this.privateQuotePolicyId = customerRow.GetColumn <Guid?>("PrivateQuotePolicyID");
if (customerRow.Contains("Type"))
{
this.customerType = (CustomerType)customerRow["Type"];
}
if (customerRow.Contains("EmployeeType"))
{
this.employeeType = (EmployeeType)customerRow["EmployeeType"];
}
}
internal BOPolicyDetail(IDBRow row)
{
Guid binaryOptionPolicyID = (Guid)row["BOPolicyID"];
Guid binaryOptionBetTypeID = (Guid)row["BOBetTypeID"];
int frequency = (int)row["Frequency"];
this.Key = new BOPolicyDetailKey(binaryOptionPolicyID, binaryOptionBetTypeID, frequency);
this.MinBet = (decimal)row["MinBet"];
this.MaxBet = (decimal)row["MaxBet"];
this.AutoAcceptMaxBet = (decimal)row["AutoAcceptMaxBet"];
this.StepBet = (decimal)row["StepBet"];
this.Odds = (decimal)row["Odds"];
this.CommissionOpen = (decimal)row["CommissionOpen"];
this.MinCommissionOpen = (decimal)row["MinCommissionOpen"];
this.MaxOrderCount = row.GetColumn <int?>("MaxOrderCount");
this.TotalBetLimit = row.GetColumn <decimal?>("TotalBetLimit");
}
internal static void Create(IDBRow dr)
{
Guid currencyId = (Guid)dr["CurrencyID"];
decimal balance = (decimal)dr["Balance"];
decimal frozenFund = dr.GetColumn <decimal>("FrozenFund");
Guid accountId = (Guid)dr["AccountID"];
Account account = TradingSetting.Default.GetAccount(accountId);
new SubFund(account, currencyId, balance, frozenFund, OperationType.None);
}
internal static void ParseForBO(BOOrderConstructParams constructParams, IDBRow dataRowOrder, Guid instrumentId, Guid accountId, DateTime?tradeDay)
{
constructParams.ParseForGeneral(dataRowOrder, instrumentId, accountId, tradeDay);
constructParams.PaidPledge = dataRowOrder.GetColumn <decimal>("PaidPledge");
constructParams.PaidPledgeBalance = dataRowOrder.GetColumn <decimal>("PaidPledgeBalance");
constructParams.BetTypeId = dataRowOrder.GetColumn <Guid>("BOBetTypeID");
constructParams.Frequency = dataRowOrder.GetColumn <int>("BOFrequency");
constructParams.Odds = dataRowOrder.GetColumn <decimal>("BOOdds");
constructParams.BetOption = dataRowOrder.GetColumn <long>("BOBetOption");
constructParams.SettleTime = dataRowOrder.GetColumn <DateTime?>("BOSettleTime");
}
public static Alert Create(IDBRow row, IQuotationSetterProvider quotationSetterProvider)
{
Alert alert = new Alert();
alert.Id = (Guid)row["ID"];
alert.UserId = (Guid)row["UserID"];
alert.QuotePolicyId = row.GetColumn <Guid?>("QuotePolicyID");
alert.InstrumentId = (Guid)row["InstrumentID"];
alert.Condition = (AlertCondition)((int)row["Condition"]);
alert.ExpireTime = (DateTime)row["ExpirationTime"];
IQuotationSetter setter = quotationSetterProvider.Get(alert.InstrumentId);
alert.Price = new Price((string)row["Price"], setter.NumeratorUnit, setter.Denominator);
alert.State = (AlertState)((int)row["State"]);
return(alert);
}
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 OrderDayHistory(IDBRow dr)
{
this.TradeDay = (DateTime)dr["TradeDay"];
this.OrderID = (Guid)dr["OrderID"];
this.InstrumentID = (Guid)dr["InstrumentID"];
this.AccountID = (Guid)dr["AccountID"];
this.CurrencyID = (Guid)dr["CurrencyID"];
this.DayInterestPLNotValued = dr.GetColumn <decimal>("DayInterestPLNotValued");
this.DayStoragePLNotValued = dr.GetColumn <decimal>("DayStoragePLNotValued");
this.InterestPLValued = dr.GetColumn <decimal>("InterestPLValued");
this.StoragePLValued = dr.GetColumn <decimal>("StoragePLValued");
this.TradePLValued = dr.GetColumn <decimal>("TradePLValued");
this.InterestPLFloat = dr.GetColumn <decimal>("InterestPLFloat");
this.StoragePLFloat = dr.GetColumn <decimal>("StoragePLFloat");
this.TradePLFloat = dr.GetColumn <decimal>("TradePLFloat");
this.LotBalance = dr.GetColumn <decimal>("LotBalance");
this.StoragePerLot = dr.GetColumn <decimal>("StoragePerLot");
this.InterestPerLot = dr.GetColumn <decimal>("InterestPerLot");
}
internal InstalmentPolicyDetail(IDBRow dataRow)
{
this.InstalmentPolicyId = dataRow.GetColumn <Guid>("InstalmentPolicyId");
this.IsActive = (bool)dataRow["IsActive"];
this.InstalmentFeeType = (InstalmentFeeType)dataRow.GetColumn <int>("AdministrationFeeBase");
this.InstalmentFeeRate = dataRow.GetColumn <decimal>("AdministrationFee");
this.PrepaymentFeeType = (PrepaymentFeeType)dataRow.GetColumn <int>("ContractTerminateType");
this.PrepaymentFeeRate = dataRow.GetColumn <decimal>("ContractTerminateFee");
this.DownPaymentBasis = (DownPaymentBasis)dataRow.GetColumn <int>("DownPaymentBasis");
this.LatePaymentAutoCutDay = dataRow.GetColumn <int>("LatePaymentAutoCutDay");
this.AutoCutPenaltyValue = dataRow.GetColumn <decimal>("AutoCutPenaltyValue");
this.AutoCutPenaltyBase = (AutoCutPenaltyBase)dataRow.GetColumn <int>("AutoCutPenaltyBase");
this.InterestRate = dataRow.GetColumn <decimal>("InterestRate");
this.ClosePenaltyValue = dataRow.GetColumn <decimal>("ClosePenaltyValue");
this.ClosePenaltyBase = (ClosePenaltyBase)dataRow.GetColumn <int>("ClosePenaltyBase");
this.DebitInterestRatio = dataRow.GetColumn <decimal>("DebitInterestRatio");
this.DebitFreeDays = dataRow.GetColumn <int>("DebitFreeDays");
this.DebitInterestType = dataRow.GetColumn <int>("DebitInterestType");
int period = dataRow.GetColumn <int>("Period");
InstalmentFrequence frequence = (InstalmentFrequence)dataRow.GetColumn <int>("Frequence");
this.Period = new InstalmentPeriod(period, frequence);
}
//Replace has no key change, used for get settings in the past
internal void Update(IDBRow tradePolicyDetailRow)
{
this.instrumentId = tradePolicyDetailRow.GetColumn <Guid>("InstrumentID");
this.multipleCloseAllowed = tradePolicyDetailRow.GetColumn <bool>("MultipleCloseAllowed");
//this.changePlacedOrderAllowed = (bool)tradePolicyDetailRow["ChangePlacedOrderAllowed"];
this.isTradeActive = tradePolicyDetailRow.GetColumn <bool>("IsTradeActive");
this.contractSize = tradePolicyDetailRow.GetColumn <decimal>("ContractSize");
this.minCommissionOpen = tradePolicyDetailRow.GetColumn <decimal>("MinCommissionOpen");
this.minCommissionClose = tradePolicyDetailRow.GetColumn <decimal>("MinCommissionClose");
this.commissionOpen = tradePolicyDetailRow.GetColumn <decimal>("CommissionOpen");
this.commissionCloseD = tradePolicyDetailRow.GetColumn <decimal>("CommissionCloseD");
this.commissionCloseO = tradePolicyDetailRow.GetColumn <decimal>("CommissionCloseO");
this.pairRelationFactor = tradePolicyDetailRow.GetColumn <decimal>("PairRelationFactor");
this.levyOpen = tradePolicyDetailRow.GetColumn <decimal>("LevyOpen");
this.levyClose = tradePolicyDetailRow.GetColumn <decimal>("LevyClose");
this.marginD = tradePolicyDetailRow.GetColumn <decimal>("MarginD");
this.marginO = tradePolicyDetailRow.GetColumn <decimal>("MarginO");
this.marginLockedD = tradePolicyDetailRow.GetColumn <decimal>("MarginLockedD");
this.marginLockedO = tradePolicyDetailRow.GetColumn <decimal>("MarginLockedO");
this.marginSpot = tradePolicyDetailRow.GetColumn <decimal>("MarginSpot");
this.marginSpotSpread = tradePolicyDetailRow.GetColumn <decimal>("MarginSpotSpread");
this.riskCredit = tradePolicyDetailRow.GetColumn <decimal>("RiskCredit");
this.necessaryRound = tradePolicyDetailRow.GetColumn <int>("NecessaryRound");
this.alertLevel1 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel1");
this.alertLevel2 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel2");
this.alertLevel3 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel3");
this.alertLevel4 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel4");
this.alertLevel1Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel1Lock");
this.alertLevel2Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel2Lock");
this.alertLevel3Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel3Lock");
this.alertLevel4Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel4Lock");
this.isAcceptNewStop = (LimitOption)tradePolicyDetailRow.GetColumn <int>("IsAcceptNewStop");
this.isAcceptNewMOOMOC = tradePolicyDetailRow.GetColumn <bool>("IsAcceptNewMOOMOC");
this.isAcceptNewLimit = (LimitOption)tradePolicyDetailRow.GetColumn <int>("IsAcceptNewLimit");
this.oiPercent = tradePolicyDetailRow.GetColumn <decimal>("OIPercent");
if (!tradePolicyDetailRow.ExistsColumn("AccountMaxOpenLot") || tradePolicyDetailRow["AccountMaxOpenLot"] == DBNull.Value)
{
this.accountMaxOpenLot = null;
}
else
{
this.accountMaxOpenLot = (decimal)tradePolicyDetailRow["AccountMaxOpenLot"];
}
if (tradePolicyDetailRow.ExistsColumn("AllowNewOCO"))
{
this.allowNewOCO = tradePolicyDetailRow.GetColumn <bool>("AllowNewOCO");
}
else
{
this.allowNewOCO = false;
}
this.VolumeNecessaryId = tradePolicyDetailRow.GetColumn <Guid?>("VolumeNecessaryId");
this.instalmentPolicyId = tradePolicyDetailRow.GetColumn <Guid?>("InstalmentPolicyId");
this.physicalPaymentDiscountId = tradePolicyDetailRow["PhysicalPaymentDiscountId"] == DBNull.Value ? null : (Guid?)tradePolicyDetailRow["PhysicalPaymentDiscountId"];
if (tradePolicyDetailRow.ExistsColumn("BOPolicyID") && tradePolicyDetailRow["BOPolicyID"] != DBNull.Value)
{
this.binaryOptionPolicyId = (Guid?)tradePolicyDetailRow["BOPolicyID"];
}
else
{
this.binaryOptionPolicyId = null;
}
this.allowedPhysicalTradeSides = (PhysicalTradeSide)tradePolicyDetailRow.GetColumn <int>("AllowedPhysicalTradeSides");
this.buyInterestValueDay = tradePolicyDetailRow.GetColumn <int>("BuyInterestValueDay");
this.sellInterestValueDay = tradePolicyDetailRow.GetColumn <int>("SellInterestValueDay");
this.frozenFundMatureDay = tradePolicyDetailRow.GetColumn <int>("PhysicalValueMatureDay");
this.discountOfOdd = tradePolicyDetailRow.GetColumn <decimal>("DiscountOfOdd");
this.valueDiscountAsMargin = tradePolicyDetailRow.GetColumn <decimal>("ValueDiscountAsMargin");
this.instalmentPledgeDiscount = tradePolicyDetailRow.GetColumn <decimal>("InstalmentPledgeDiscount");
this.shortSellDownPayment = tradePolicyDetailRow.GetColumn <decimal>("ShortSellDownPayment");
this.partPaidPhysicalNecessary = tradePolicyDetailRow.GetColumn <decimal>("PartPaidPhysicalNecessary");
this.OtherFeeClose = (decimal)tradePolicyDetailRow["OtherFeeClose"];
this.OtherFeeOpen = (decimal)tradePolicyDetailRow["OtherFeeOpen"];
this.InterestCut = (byte)tradePolicyDetailRow["InterestCut"];
}
internal InstrumentTradeDaySetting(IDBRow dr, Guid instrumentId, DateTime tradeDate, Settings.Setting setting)
{
this.InterestMultiple = dr.GetColumn <int>("InterestMultiple");
this.BeginTime = dr.GetColumn <DateTime>("BeginTime");
this.ResetTime = dr.GetColumn <DateTime>("ResetTime");
this.ValueDate = dr.GetColumn <DateTime?>("ValueDate");
this.ShouldValueCurrentDayPL = dr.GetColumn <bool>("ShouldValueCurrentDayPL");
this.IsUseSettlementPriceForInterest = dr.GetColumn <bool>("IsUseSettlementPriceForInterest");
this.StoragePerLotInterestRateBuy = dr.GetColumn <decimal>("StoragePerLotInterestRateBuy");
this.StoragePerLotInterestRateSell = dr.GetColumn <decimal>("StoragePerLotInterestRateSell");
this.InterestRateBuy = dr.GetColumn <decimal>("InterestRateBuy");
this.InterestRateSell = dr.GetColumn <decimal>("InterestRateSell");
this.InstalmentInterestRateBuy = dr.GetColumn <decimal>("InstalmentInterestRateBuy");
this.InstalmentInterestRateSell = dr.GetColumn <decimal>("InstalmentInterestRateSell");
this.IsMonthLastDay = dr.GetColumn <bool>("IsMonthLastDay");
this.WeekDay = dr.GetColumn <int>("WeekDay");
this.IsInterestUseAccountCurrency = dr.GetColumn <bool>("IsInterestUseAccountCurrency");
}
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"]);
}
}
private Protocal.Physical.OrderInstalmentData CreateInstalment(IDBRow dr)
{
var result = new Protocal.Physical.OrderInstalmentData();
result.OrderId = dr.GetColumn <Guid>("OrderId");
result.Sequence = dr.GetColumn <int>("Sequence");
result.InterestRate = dr.GetColumn <decimal>("InterestRate");
result.Principal = dr.GetColumn <decimal>("Principal");
result.Interest = dr.GetColumn <decimal>("Interest");
result.DebitInterest = dr.GetColumn <decimal>("DebitInterest");
result.PaymentDateTimeOnPlan = dr.GetColumn <DateTime?>("PaymentDateTimeOnPlan");
result.PaidDateTime = dr.GetColumn <DateTime?>("PaidDateTime");
result.UpdatePersonId = dr.GetColumn <Guid?>("UpdatePersonId");
result.UpdateTime = dr.GetColumn <DateTime?>("UpdateTime");
result.LotBalance = dr.GetColumn <decimal?>("LotBalance");
return(result);
}
internal static void ParseForGeneral(this OrderConstructParams constructParams, IDBRow dataRowOrder, Guid instrumentId, Guid accountId, DateTime?tradeDay)
{
constructParams.Id = (Guid)dataRowOrder["ID"];
if (dataRowOrder["Code"] != DBNull.Value)
{
constructParams.Code = (string)dataRowOrder["Code"];
}
constructParams.BlotterCode = dataRowOrder["BlotterCode"] == DBNull.Value ? null : (string)dataRowOrder["BlotterCode"];
constructParams.Phase = (OrderPhase)(byte)dataRowOrder["Phase"];
constructParams.TradeOption = (TradeOption)(byte)dataRowOrder["TradeOption"];
constructParams.IsOpen = (bool)dataRowOrder["IsOpen"];
constructParams.IsBuy = (bool)dataRowOrder["IsBuy"];
if (dataRowOrder["SetPrice"] != DBNull.Value)
{
constructParams.SetPrice = PriceHelper.CreatePrice((string)dataRowOrder["SetPrice"], instrumentId, tradeDay);
}
if (dataRowOrder["ExecutePrice"] != DBNull.Value)
{
constructParams.ExecutePrice = PriceHelper.CreatePrice((string)dataRowOrder["ExecutePrice"], instrumentId, tradeDay);
}
if (dataRowOrder["SetPriceMaxMovePips"] != DBNull.Value)
{
constructParams.SetPriceMaxMovePips = (int)dataRowOrder["SetPriceMaxMovePips"];
}
if (dataRowOrder["DQMaxMove"] != DBNull.Value)
{
constructParams.DQMaxMove = (int)dataRowOrder["DQMaxMove"];
}
constructParams.Lot = (decimal)dataRowOrder["Lot"];
constructParams.OriginalLot = (decimal)dataRowOrder["OriginalLot"];
constructParams.LotBalance = (decimal)dataRowOrder["LotBalance"];
constructParams.InterestPerLot = dataRowOrder.GetColumn <decimal>("InterestPerLot");
constructParams.StoragePerLot = dataRowOrder.GetColumn <decimal>("StoragePerLot");
constructParams.HitCount = (short)dataRowOrder["HitCount"];
if (dataRowOrder["InterestValueDate"] != DBNull.Value)
{
constructParams.InterestValueDate = (DateTime)dataRowOrder["InterestValueDate"];
}
if (constructParams.HitCount != 0 && dataRowOrder["BestPrice"] != DBNull.Value)
{
constructParams.BestPrice = PriceHelper.CreatePrice((string)dataRowOrder["BestPrice"], instrumentId, tradeDay);
}
if (constructParams.HitCount != 0 && dataRowOrder["BestTime"] != DBNull.Value)
{
constructParams.BestTime = (DateTime)dataRowOrder["BestTime"];
}
if (dataRowOrder["EstimateCloseCommission"] != DBNull.Value)
{
constructParams.EstimateCloseCommission = (decimal)dataRowOrder["EstimateCloseCommission"];
}
if (dataRowOrder["EstimateCloseLevy"] != DBNull.Value)
{
constructParams.EstimateCloseLevy = (decimal)dataRowOrder["EstimateCloseLevy"];
}
}
internal void Update(IDBRow accountRow)
{
this.id = accountRow.GetColumn <Guid>("ID");
this.customerId = accountRow.GetColumn <Guid>("CustomerID");
this.currencyId = accountRow.GetColumn <Guid>("CurrencyID");
this.tradePolicyId = accountRow.GetColumn <Guid>("TradePolicyID");
if (accountRow["SpecialTradePolicyID"] != DBNull.Value)
{
this.specialTradePolicyId = (Guid)accountRow["SpecialTradePolicyID"];
}
this.type = (AccountType)accountRow.GetColumn <int>("Type");
this.code = accountRow.GetColumn <string>("Code");
this.organizationId = accountRow.GetColumn <Guid>("OrganizationID");
this.isActive = accountRow.GetColumn <bool>("IsActive");
this.isTradingAllowed = accountRow.GetColumn <bool>("IsTradingAllowed");
this.beginTime = accountRow.GetColumn <DateTime>("BeginTime");
this.endTime = accountRow.GetColumn <DateTime>("EndTime");
this.UpdateTime = accountRow.GetColumn <DateTime>("UpdateTime");
this.isSplitLot = true;// (bool)accountRow["IsSplitLot"];
this.maxNecessary = accountRow.GetColumn <decimal>("MaxNecessary");
this.isAutoClose = accountRow.GetColumn <bool>("IsAutoClose");
this.isMultiCurrency = accountRow.GetColumn <bool>("IsMultiCurrency");
this.creditLotD = accountRow.GetColumn <decimal>("CreditLotD");
this.creditLotO = accountRow.GetColumn <decimal>("CreditLotO");
this.creditAmount = accountRow.GetColumn <decimal>("CreditAmount");
this.shortMargin = accountRow.GetColumn <decimal>("ShortMargin");
this.rateMarginD = accountRow.GetColumn <decimal>("RateMarginD");
this.rateMarginO = accountRow.GetColumn <decimal>("RateMarginO");
this.rateMarginLockD = (decimal)accountRow["RateMarginLockD"];
this.rateMarginLockO = (decimal)accountRow["RateMarginLockO"];
this.rateCommission = (decimal)accountRow["RateCommission"];
this.rateLevy = (decimal)accountRow["RateLevy"];
this.rateRiskNecessary = (decimal)accountRow["RateRiskNecessary"];
this.BlotterID = accountRow["BlotterID"] == DBNull.Value ? null : (Guid?)accountRow["BlotterID"];
this.RateOtherFee = (decimal)accountRow["RateOtherFee"];
this.MarginInterestOption = (MarginInterestOption)((int)accountRow["MarginInterestOption"]);
this.isAutoCut = (bool)accountRow["IsAutoCut"];
this.riskLevelAction = (RiskLevelAction)(int)accountRow["RiskLevelAction"];
this.forbiddenAlert = (int)accountRow["ForbiddenAlert"];
this.riskActionMode = (RiskActionMode)(int)accountRow["RiskActionMode"];
if (!accountRow.Contains("RiskActionMinimumEquity") || accountRow["RiskActionMinimumEquity"] == DBNull.Value)
{
this.riskActionMinimumEquity = null;
}
else
{
this.riskActionMinimumEquity = (decimal)accountRow["RiskActionMinimumEquity"];
}
if (!accountRow.Contains("MaxOpenLot") || accountRow["MaxOpenLot"] == DBNull.Value)
{
this.maxOpenLot = null;
}
else
{
this.maxOpenLot = (decimal)accountRow["MaxOpenLot"];
}
if (!accountRow.Contains("MaxPhyscialValue") || accountRow["MaxPhyscialValue"] == DBNull.Value)
{
//this.maxPhyscialValue = null; //MaxPhyscialValue has no history, use current settings
}
else
{
this.maxPhyscialValue = (decimal)accountRow["MaxPhyscialValue"];
}
if (accountRow["AgentID"] != DBNull.Value)
{
this.agentId = (Guid)accountRow["AgentID"];
}
else
{
this.agentId = Guid.Empty;
}
if (accountRow.Contains("AllowSalesTrading"))
{
this.allowSalesTrading = (bool)accountRow["AllowSalesTrading"];
}
if (accountRow.Contains("AllowManagerTrading"))
{
this.allowManagerTrading = (bool)accountRow["AllowManagerTrading"];
}
if (accountRow.Contains("QuotePolicyID"))
{
this.QuotePolicyID = accountRow.GetColumn <Guid?>("QuotePolicyID");
}
}
