Exemplo n.º 1
0
        public static bool ReadOrderCondition(this IFixReader reader, FixTags tag, TimeZoneInfo timeZone, string dateTimeFormat, Func <QuikOrderCondition> getCondition)
        {
            if (getCondition == null)
            {
                throw new ArgumentNullException(nameof(getCondition));
            }

            switch ((QuikFixTags)tag)
            {
            case QuikFixTags.Type:
                getCondition().Type = (QuikOrderConditionTypes)reader.ReadInt();
                return(true);

            case QuikFixTags.StopPriceCondition:
                getCondition().StopPriceCondition = (QuikStopPriceConditions)reader.ReadInt();
                return(true);

            case QuikFixTags.ConditionOrderSide:
                getCondition().ConditionOrderSide = (Sides)reader.ReadInt();
                return(true);

            case QuikFixTags.LinkedOrderCancel:
                getCondition().LinkedOrderCancel = reader.ReadBool();
                return(true);

            case QuikFixTags.Result:
                getCondition().Result = (QuikOrderConditionResults)reader.ReadInt();
                return(true);

            case QuikFixTags.OtherSecurityCode:
                getCondition().OtherSecurityId = new SecurityId {
                    SecurityCode = reader.ReadString()
                };
                return(true);

            case QuikFixTags.StopPrice:
                getCondition().StopPrice = reader.ReadDecimal();
                return(true);

            case QuikFixTags.StopLimitPrice:
                getCondition().StopLimitPrice = reader.ReadDecimal();
                return(true);

            case QuikFixTags.IsMarketStopLimit:
                getCondition().IsMarketStopLimit = reader.ReadBool();
                return(true);

            case QuikFixTags.ActiveTimeFrom:
                if (getCondition().ActiveTime == null)
                {
                    getCondition().ActiveTime = new Range <DateTimeOffset>();
                }

                getCondition().ActiveTime.Min = reader.ReadDateTime(dateTimeFormat).ToDateTimeOffset(timeZone);
                return(true);

            case QuikFixTags.ActiveTimeTo:
                if (getCondition().ActiveTime == null)
                {
                    getCondition().ActiveTime = new Range <DateTimeOffset>();
                }

                getCondition().ActiveTime.Max = reader.ReadDateTime(dateTimeFormat).ToDateTimeOffset(timeZone);
                return(true);

            case QuikFixTags.ConditionOrderId:
                getCondition().ConditionOrderId = reader.ReadLong();
                return(true);

            case QuikFixTags.ConditionOrderPartiallyMatched:
                getCondition().ConditionOrderPartiallyMatched = reader.ReadBool();
                return(true);

            case QuikFixTags.ConditionOrderUseMatchedBalance:
                getCondition().ConditionOrderUseMatchedBalance = reader.ReadBool();
                return(true);

            case QuikFixTags.LinkedOrderPrice:
                getCondition().LinkedOrderPrice = reader.ReadDecimal();
                return(true);

            case QuikFixTags.Offset:
                getCondition().Offset = reader.ReadString().ToUnit();
                return(true);

            case QuikFixTags.StopSpread:
                getCondition().Spread = reader.ReadString().ToUnit();
                return(true);

            case QuikFixTags.IsMarketTakeProfit:
                getCondition().IsMarketTakeProfit = reader.ReadBool();
                return(true);

            default:
                return(false);
            }
        }
Exemplo n.º 2
0
        public static bool ReadOrderCondition(this IFixReader reader, FixTags tag, TimeSpan dateTimeOffset, QuikOrderCondition condition)
        {
            switch ((QuikFixTags)tag)
            {
            case QuikFixTags.Type:
                condition.Type = (QuikOrderConditionTypes)reader.ReadInt();
                return(true);

            case QuikFixTags.StopPriceCondition:
                condition.StopPriceCondition = (QuikStopPriceConditions)reader.ReadInt();
                return(true);

            case QuikFixTags.ConditionOrderSide:
                condition.ConditionOrderSide = (Sides)reader.ReadInt();
                return(true);

            case QuikFixTags.LinkedOrderCancel:
                condition.LinkedOrderCancel = reader.ReadBool();
                return(true);

            case QuikFixTags.Result:
                condition.Result = (QuikOrderConditionResults)reader.ReadInt();
                return(true);

            case QuikFixTags.OtherSecurityCode:
                condition.OtherSecurityId = new SecurityId {
                    SecurityCode = reader.ReadString()
                };
                return(true);

            case QuikFixTags.StopPrice:
                condition.StopPrice = reader.ReadDecimal();
                return(true);

            case QuikFixTags.StopLimitPrice:
                condition.StopLimitPrice = reader.ReadDecimal();
                return(true);

            case QuikFixTags.IsMarketStopLimit:
                condition.IsMarketStopLimit = reader.ReadBool();
                return(true);

            case QuikFixTags.ActiveTimeFrom:
                if (condition.ActiveTime == null)
                {
                    condition.ActiveTime = new Range <DateTimeOffset>();
                }

                condition.ActiveTime.Min = reader.ReadDateTime().ApplyTimeZone(dateTimeOffset);
                return(true);

            case QuikFixTags.ActiveTimeTo:
                if (condition.ActiveTime == null)
                {
                    condition.ActiveTime = new Range <DateTimeOffset>();
                }

                condition.ActiveTime.Max = reader.ReadDateTime().ApplyTimeZone(dateTimeOffset);
                return(true);

            case QuikFixTags.ConditionOrderId:
                condition.ConditionOrderId = reader.ReadLong();
                return(true);

            case QuikFixTags.ConditionOrderPartiallyMatched:
                condition.ConditionOrderPartiallyMatched = reader.ReadBool();
                return(true);

            case QuikFixTags.ConditionOrderUseMatchedBalance:
                condition.ConditionOrderUseMatchedBalance = reader.ReadBool();
                return(true);

            case QuikFixTags.LinkedOrderPrice:
                condition.LinkedOrderPrice = reader.ReadDecimal();
                return(true);

            case QuikFixTags.Offset:
                condition.Offset = reader.ReadString().ToUnit();
                return(true);

            case QuikFixTags.StopSpread:
                condition.Spread = reader.ReadString().ToUnit();
                return(true);

            case QuikFixTags.IsMarketTakeProfit:
                condition.IsMarketTakeProfit = reader.ReadBool();
                return(true);

            default:
                return(false);
            }
        }