private void ProcessSecurityLookupMessage(SecurityLookupMessage lookupMsg)
{
if (lookupMsg.GetValue <bool>("FromSite"))
{
using (var client = new WebClient())
{
var rows = client.DownloadString("http://www.lmax.com/doc/LMAX-Instruments.csv").Split("\n");
foreach (var row in rows.Skip(1))
{
var cells = row.Split(',');
var secCode = cells[2];
// иногда файл с багами, и там есть пустая строчка с запятыми
if (cells[2].IsEmpty())
{
continue;
}
var secName = cells[0];
SecurityTypes securityType;
var volumeStep = 0m;
if (_indexCodes.Contains(secCode, StringComparer.InvariantCultureIgnoreCase))
{
securityType = SecurityTypes.Index;
}
else if (
secName.ContainsIgnoreCase("brent") ||
secName.ContainsIgnoreCase("gasoil") ||
secName.ContainsIgnoreCase("crude")
)
{
securityType = SecurityTypes.Commodity;
}
else
{
securityType = SecurityTypes.Currency;
if (!secCode.StartsWith("XA", StringComparison.InvariantCultureIgnoreCase))
{
volumeStep = 0.1m;
}
}
SendOutMessage(new SecurityMessage
{
SecurityId = new SecurityId
{
SecurityCode = secCode,
BoardCode = ExchangeBoard.Lmax.Code,
Native = cells[1].To <long>(),
},
SecurityType = securityType,
VolumeStep = volumeStep,
Name = secName,
Multiplier = cells[3].To <decimal?>(),
PriceStep = cells[4].To <decimal>(),
//security.MinStepPrice = cells[5].To<decimal>(),
Currency = cells[8].To <CurrencyTypes>(),
ExpiryDate = cells[7].IsEmpty() ? (DateTime?)null : cells[7].ToDateTime("dd/MM/yyyy HH:mm"),
OriginalTransactionId = lookupMsg.TransactionId
});
}
}
}
else
{
SearchSecurities(lookupMsg.SecurityId.SecurityCode, lookupMsg.TransactionId, new List <Instrument>(), true);
}
}
