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();
}
private static string GetSymbol_IB(FIXSecurityDefinition definition)
{
switch (definition.SecurityType)
{
case "FOR":
if (!string.IsNullOrEmpty(definition.Currency))
return string.Format("{0}/{1}", definition.Symbol, definition.Currency);
else
return definition.Symbol;
case "FUT":
case "OPT":
case "FOP":
List<string> list = new List<string>();
list.Add(definition.Symbol);
if (((FIXGroup)definition).ContainsField(541))
list.Add(definition.MaturityDate.ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture));
if (((FIXGroup)definition).ContainsField(202))
list.Add(definition.StrikePrice.ToString((IFormatProvider)CultureInfo.InvariantCulture).Replace('.', '\''));
if (((FIXGroup)definition).ContainsField(201))
{
switch (definition.PutOrCall)
{
case 0:
list.Add("P");
break;
case 1:
list.Add("C");
break;
}
}
return string.Join(" ", list);
default:
return definition.Symbol;
}
}
public SecurityDefinitionViewItem(string symbol, FIXSecurityDefinition securityDefinition)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector(new string[5]);
this.spCHSgVpLT = securityDefinition;
this.SubItems[0].Text = symbol;
this.SubItems[1].Text = securityDefinition.SecurityType;
this.SubItems[2].Text = securityDefinition.SecurityID;
this.SubItems[3].Text = securityDefinition.SecurityExchange;
this.SubItems[4].Text = securityDefinition.Currency;
}
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 static string GetSymbol_TTFIX(FIXSecurityDefinition definition)
{
List<string> list = new List<string>();
list.Add(definition.Symbol);
if (definition.SecurityType == "FUT" || definition.SecurityType == "OPT")
{
if (((FIXGroup)definition).ContainsField(200))
{
int year = int.Parse(definition.MaturityMonthYear.Substring(0, 4), (IFormatProvider)CultureInfo.InvariantCulture);
int month = int.Parse(definition.MaturityMonthYear.Substring(4, 2), (IFormatProvider)CultureInfo.InvariantCulture);
list.Add(new DateTime(year, month, 1).ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture));
}
else if (((FIXGroup)definition).ContainsField(541))
list.Add(definition.MaturityDate.ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture));
if (definition.SecurityType == "OPT")
{
if (((FIXGroup)definition).ContainsField(202))
list.Add(definition.StrikePrice.ToString((IFormatProvider)CultureInfo.InvariantCulture));
if (((FIXGroup)definition).ContainsField(201))
{
if (definition.PutOrCall == 0)
list.Add("P");
else
list.Add("C");
}
}
}
if (definition.SecurityType == "MLEG")
{
for (int index = 0; index < definition.NoUnderlyings; ++index)
{
FIXUnderlyingsGroup underlyingsGroup = definition.GetUnderlyingsGroup(index);
if (((FIXGroup)underlyingsGroup).ContainsField(313))
{
int year = int.Parse(underlyingsGroup.UnderlyingMaturityMonthYear.Substring(0, 4), (IFormatProvider)CultureInfo.InvariantCulture);
int month = int.Parse(underlyingsGroup.UnderlyingMaturityMonthYear.Substring(4, 2), (IFormatProvider)CultureInfo.InvariantCulture);
list.Add(new DateTime(year, month, 1).ToString("MMMyy", CultureInfo.InvariantCulture));
}
}
}
return string.Join(" ", (IEnumerable<string>)list);
}
public void Init(FIXSecurityDefinition definition)
{
this.definition = definition;
}
public FIXSecurityDefinitionEventArgs(FIXSecurityDefinition securityDefinition)
{
this.SecurityDefinition = securityDefinition;
}
protected void EmitSecurityDefinition(FIXSecurityDefinition definition)
{
if (this.deONmY5cm == null)
return;
this.deONmY5cm((object)this, new FIXSecurityDefinitionEventArgs(definition));
}
public SecurityDefinitionEventArgs(FIXSecurityDefinition definition) : base()
{
this.SecurityDefinition = definition;
}
new public void onMessage(QuickFix.FIX43.SecurityDefinition definition, SessionID sessionID)
{
FIXSecurityDefinition definition1 = new FIXSecurityDefinition();
this.ConvertMessage((QuickFix.Message)definition, (FIXMessage)definition1);
this.EmitSecurityDefinition(definition1);
}
public SecurityDefinitionTypeDescriptor(FIXSecurityDefinition definition)
{
this.definition = definition;
}
private void UpdateSecurityDefinitionList(FIXSecurityDefinition[] securityDefinitions)
{
this.Cursor = Cursors.WaitCursor;
this.ltvSecurityDefinitions.BeginUpdate();
this.ltvSecurityDefinitions.Items.Clear();
foreach (FIXSecurityDefinition securityDefinition in securityDefinitions)
this.ltvSecurityDefinitions.Items.Add((ListViewItem) new SecurityDefinitionViewItem(securityDefinition, ((IProvider) this.provider).Id));
this.ltvSecurityDefinitions.EndUpdate();
this.statusStrip.Items[1].Text = securityDefinitions.Length.ToString("n0");
this.statusStrip.Items[3].Text = "0";
this.selectedCount = 0;
this.Cursor = Cursors.Default;
}
protected void EmitSecurityDefinition(FIXSecurityDefinition definition)
{
if (this.CsYL4u5r6 == null)
return;
this.CsYL4u5r6((object)this, new FIXSecurityDefinitionEventArgs(definition));
}
public void Init(IInstrumentProvider provider, FIXSecurityDefinition[] securityDefinitions)
{
this.provider = provider;
this.securityDefinitions = securityDefinitions;
this.numSuccessfully = 0;
this.numSkipped = 0;
this.UpdateProgress();
this.btnClose.Visible = false;
}
private static string GetSymbol_OEC(FIXSecurityDefinition definition)
{
string str = definition.Symbol;
if (definition.SecurityType == "FUT" || definition.SecurityType == "OPT")
{
if (((FIXGroup)definition).ContainsField(541))
str = str + " " + definition.MaturityDate.ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture);
if (definition.SecurityType == "OPT")
{
if (((FIXGroup)definition).ContainsField(202))
str = str + (object)" " + (string)(object)definition.StrikePrice;
if (((FIXGroup)definition).ContainsField(201))
{
switch (definition.PutOrCall)
{
case 0:
str = str + " P";
break;
case 1:
str = str + " C";
break;
}
}
}
}
return str;
}
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;
}
public FIXSecurityDefinitionEventArgs(FIXSecurityDefinition securityDefinition)
{
this.SecurityDefinition = securityDefinition;
}