Exemplo n.º 1
0
        public Boolean ProcessIBTMessage(IBTTermSheet objIBTTermSheet)
        {
            string eventType = "";

            foreach (var evt in objIBTTermSheet.Events)
            {
                eventType = evt.EventType;
                break;
            }

            //Get Current Time Stamp
            var currentTimeStamp = DateTime.Now.ToString("hh:mm:ss tt");

            //Insert into DB
            DataAccessLayer.InsertIBTData("insertIBTData", eventType, currentTimeStamp);

            return(true);
        }
Exemplo n.º 2
0
        public Boolean ProcessIBTMessage(IBTTermSheet objIBTTermSheet)
        {
            Boolean       eventMatched = false;
            StringBuilder messageBody  = new StringBuilder();


            foreach (var evt in  objIBTTermSheet.Events)
            {
                //Get this from config
                //Event List to be maintained in config, as of now PartnerB is interested in EventType 1

                if (evt.EventType == "1")
                {
                    messageBody.Append("EventType - " + evt.EventType);
                    messageBody.Append(Environment.NewLine);
                    eventMatched = true;
                    break;
                }
            }

            if (eventMatched)
            {
                var objInstrument = objIBTTermSheet.Instrument.First();
                //Get ProductNameFull
                messageBody.Append("ProductNameFull - " + objInstrument.ProductNameFull);
                messageBody.Append(Environment.NewLine);
                //Get IBT Type Code
                messageBody.Append("IBTTypeCode - " + objInstrument.IBTTypeCode);
                messageBody.Append(Environment.NewLine);
                //Get ISIN
                var ISIN = (from instrmentID in objInstrument.InstrumentIds
                            where instrmentID.IdSchemeCode == "I-"
                            select instrmentID.IdValue).First();
                messageBody.Append("ISIN  - " + ISIN);
                messageBody.Append(Environment.NewLine);
            }

            //send SMTP email
            // SMTP.SendEmail("*****@*****.**", "*****@*****.**", "IBT Term Sheet", messageBody.ToString());

            return(true);
        }
Exemplo n.º 3
0
        public Boolean ProcessIBTMessage(IBTTermSheet objIBTTermSheet)
        {
            Boolean eventMatched = false;

            foreach (var evt in objIBTTermSheet.Events)
            {
                //Get this from config
                //Event List to be maintained in config, as of now PartnerB is interested in EventType 1
                if (evt.EventType == "1")
                {
                    eventMatched = true;
                    break;
                }
            }

            if (eventMatched)
            {
                //Get Instrument object
                var objInstrument = objIBTTermSheet.Instrument.First();

                //Get ISIN Code
                var ISIN = (from instrmentID in objInstrument.InstrumentIds
                            where instrmentID.IdSchemeCode == "I-"
                            select instrmentID.IdValue).First();

                //Get Current Time Stamp
                var currentTimeStamp = DateTime.Now.ToString("hh:mm:ss tt");

                InstrumentNotification objInstrumentNotification = new InstrumentNotification();
                objInstrumentNotification.ISIN             = ISIN;
                objInstrumentNotification.CurrentTimeStamp = currentTimeStamp;

                //Genrate XML
                var stringwriter = new System.IO.StringWriter();
                var serializer   = new XmlSerializer(objInstrumentNotification.GetType());
                serializer.Serialize(stringwriter, objInstrumentNotification);
                XMLgenerator.SaveXML(ConfigurationSettings.AppSettings["PartnerBTarget"], stringwriter.ToString());
            }
            //If event is attached Save XML to file location
            return(true);
        }
Exemplo n.º 4
0
        private void ReadMessage()
        {
            try
            {
                Boolean readFromSampleFile = false;

                if (Utility.ISMSMQInstalled())
                {
                    MessageQueue IBTQueue;
                    Message      IBTMessage;
                    string       queuePath = ConfigurationSettings.AppSettings["IBTQueuePath"];
                    if (MessageQueue.Exists(queuePath))
                    {
                        IBTQueue = new MessageQueue(queuePath);
                        //XML Formatting
                        IBTQueue.Formatter = new XmlMessageFormatter(new Type[] { typeof(String) });
                        IBTMessage         = IBTQueue.Receive();
                        IBTTermSheet objIBTTermSheet = XMLconvertor.convertXMLtoIBTTermSheet(IBTMessage.Body.ToString(), true);
                        //Process Messages as per partner requirement
                        IPartner objPartner = new PartnerA();
                        objPartner.ProcessIBTMessage(objIBTTermSheet);

                        objPartner = new PartnerB();
                        objPartner.ProcessIBTMessage(objIBTTermSheet);

                        //Insert to DB
                        objPartner = new IBTDB();
                        //objPartner.ProcessIBTMessage(objIBTTermSheet);
                    }
                    else
                    {
                        //Queue not Exists
                        readFromSampleFile = true;
                    }
                }
                else
                {
                    // Not installed
                    readFromSampleFile = true;
                }

                if (readFromSampleFile)
                {
                    //Read from local file
                    IBTTermSheet objIBTTermSheet = XMLconvertor.convertXMLtoIBTTermSheet("", true);

                    IPartner objPartner = new PartnerA();
                    objPartner.ProcessIBTMessage(objIBTTermSheet);

                    objPartner = new PartnerB();
                    objPartner.ProcessIBTMessage(objIBTTermSheet);

                    //Insert to DB
                    objPartner = new IBTDB();
                    // objPartner.ProcessIBTMessage(objIBTTermSheet);
                }
            }

            catch (MessageQueueException)
            {
                // Handle Message Queuing exceptions.
            }
            catch (InvalidOperationException)
            {
                // Handle invalid serialization format.
            }
            catch (Exception)
            {
                // Catch other exceptions as necessary.
            }
            return;
        }
Exemplo n.º 5
0
        public static IBTTermSheet convertXMLtoIBTTermSheet(string IBTXML, Boolean readFromFile)
        {
            XDocument xdoc;

            if (readFromFile)
            {
                xdoc = XDocument.Load(ConfigurationSettings.AppSettings["IBTSourceFile"]);
            }
            else
            {
                xdoc = XDocument.Parse(IBTXML);
            }


            IBTTermSheet objIBTTermSheet = new IBTTermSheet();

            IEnumerable <AdminData> adminData = from ad in xdoc.Descendants("AdminData")
                                                select new AdminData
            {
                SubmitterInternalReference = (string)ad.Element("SubmitterInternalReference") ?? String.Empty,
                DefinitiveTermsFlag        = (string)ad.Element("DefinitiveTermsFlag") ?? String.Empty,
                EffectiveFromDate          = (string)ad.Element("EffectiveFromDate") ?? String.Empty,
            };

            IEnumerable <Evnt> events = from evt in xdoc.Descendants("Event")
                                        select new Evnt
            {
                EventType = (string)evt.Element("EventType") ?? String.Empty
            };

            IEnumerable <Contact> contacts = from ct in xdoc.Descendants("Contact")
                                             select new Contact
            {
                ContactType  = (string)ct.Element("ContactType") ?? String.Empty,
                ContactName  = (string)ct.Element("ContactName") ?? String.Empty,
                TelephoneNo  = (string)ct.Element("TelephoneNo") ?? String.Empty,
                FaxNo        = (string)ct.Element("FaxNo") ?? String.Empty,
                EmailAddress = (string)ct.Element("EmailAddress") ?? String.Empty,
            };
            IEnumerable <ServiceData> serviceData = from sd in xdoc.Descendants("ServiceData")
                                                    select new ServiceData()
            {
                RequestedServiceOfferings = from rso in sd.Descendants("RequestedServiceOffering")
                                            select new RequestedServiceOffering()
                {
                    RequestedServiceOfferingType = (string)rso.Element("RequestedServiceOfferingType") ?? String.Empty,
                },
                SWXData = from swx in sd.Descendants("SWXData")
                          select new SWXData
                {
                    WarrantType           = (string)swx.Element("WarrantType") ?? String.Empty,
                    UnderlyingDescription = (string)swx.Element("UnderlyingDescription") ?? String.Empty,
                    ExercisePrice         = (string)swx.Element("ExercisePrice") ?? String.Empty,
                    ExerciseCurrencyCode  = (string)swx.Element("ExerciseCurrencyCode") ?? String.Empty,
                    IssueExchangeRate     = (string)swx.Element("IssueExchangeRate") ?? String.Empty,
                    DesignatedMarketMaker = (string)swx.Element("DesignatedMarketMaker") ?? String.Empty,
                    ShareholderOptionFlag = (string)swx.Element("ShareholderOptionFlag") ?? String.Empty
                },
                SISData = from sis in sd.Descendants("SISData")
                          select new SISData
                {
                    DeliveryPromiseFlag      = (string)sis.Element("DeliveryPromiseFlag") ?? String.Empty,
                    SafeCustodyAccountNumber = (string)sis.Element("SafeCustodyAccountNumber") ?? String.Empty
                }
            };

            IEnumerable <Instrument> instrument = from ins in xdoc.Descendants("Instrument")
                                                  select new Instrument()
            {
                ProductDescriptionURL   = (string)ins.Element("ProductDescriptionURL") ?? String.Empty,
                ProductNameFull         = (string)ins.Element("ProductNameFull") ?? String.Empty,
                ProductBrand            = (string)ins.Element("ProductBrand") ?? String.Empty,
                IBTTypeCode             = (string)ins.Element("IBTTypeCode") ?? String.Empty,
                CollateralisationType   = (string)ins.Element("CollateralisationType") ?? String.Empty,
                PrivatePlacementFlag    = (string)ins.Element("PrivatePlacementFlag") ?? String.Empty,
                IssueCurrencyCode       = (string)ins.Element("IssueCurrencyCode") ?? String.Empty,
                QuantoFlag              = (string)ins.Element("QuantoFlag") ?? String.Empty,
                IssuePrice              = (string)ins.Element("IssuePrice") ?? String.Empty,
                InstrumentQuotationType = (string)ins.Element("InstrumentQuotationType") ?? String.Empty,
                IssueCapitalisation     = (string)ins.Element("IssueCapitalisation") ?? String.Empty,
                IssueIncreaseFlag       = (string)ins.Element("IssueIncreaseFlag") ?? String.Empty,
                NumberInIssue           = (string)ins.Element("NumberInIssue") ?? String.Empty,
                OpenEndFlag             = (string)ins.Element("OpenEndFlag") ?? String.Empty,
                InvestorPutabilityFlag  = (string)ins.Element("InvestorPutabilityFlag") ?? String.Empty,
                IssuerCallabilityFlag   = (string)ins.Element("IssuerCallabilityFlag") ?? String.Empty,
                IssuerProlongationFlag  = (string)ins.Element("IssuerProlongationFlag") ?? String.Empty,
                AmortisableFlag         = (string)ins.Element("AmortisableFlag") ?? String.Empty,
                MainUnderlyingAssetType = (string)ins.Element("MainUnderlyingAssetType") ?? String.Empty,
                UnderlyingMgmtType      = (string)ins.Element("UnderlyingMgmtType") ?? String.Empty,
                IssueDate                 = (string)ins.Element("IssueDate") ?? String.Empty,
                PaymentDate               = (string)ins.Element("PaymentDate") ?? String.Empty,
                InitialFixingDateType     = (string)ins.Element("InitialFixingDateType") ?? String.Empty,
                InitialFixingDate         = (string)ins.Element("InitialFixingDate") ?? String.Empty,
                InitialFixingDayPriceType = (string)ins.Element("InitialFixingDayPriceType") ?? String.Empty,
                InitialFixingTime         = (string)ins.Element("InitialFixingTime") ?? String.Empty,
                LegalSecurityType         = (string)ins.Element("SecurityRankingType") ?? String.Empty,
                SecurityRankingType       = (string)ins.Element("SecurityRankingType") ?? String.Empty,
                JurisdictionAreaCode      = (string)ins.Element("JurisdictionAreaCode") ?? String.Empty,
                LegalVenue                = (string)ins.Element("LegalVenue") ?? String.Empty,
                InstrumentClassifications = from ic in ins.Descendants("InstrumentClassification")
                                            select new InstrumentClassification
                {
                    ClassificationSchemeType = (string)ic.Element("ClassificationSchemeType") ?? String.Empty,
                    ClassificationValue      = (string)ic.Element("ClassificationValue") ?? String.Empty
                },
                CHTaxData = from cht in ins.Descendants("CHTaxData")
                            select new CHTaxData
                {
                    CHIssueStampTaxFlag  = (string)cht.Element("CHIssueStampTaxFlag") ?? String.Empty,
                    StampTaxFeedbackFlag = (string)cht.Element("StampTaxFeedbackFlag") ?? String.Empty,
                    CHWithholdingTaxRate = (string)cht.Element("CHWithholdingTaxRate") ?? String.Empty
                },
                InstrumentIds = from Iid in ins.Descendants("InstrumentId")
                                where Iid.Parent.Parent.Name.LocalName == "Instrument"
                                select new InstrumentId
                {
                    IdSchemeCode = (string)Iid.Element("IdSchemeCode") ?? String.Empty,
                    IdValue      = (string)Iid.Element("IdValue") ?? String.Empty
                },
                Underlyings = from uls in ins.Descendants("Underlying")
                              select new Underlying
                {
                    UnderlyingKey             = (string)uls.Element("UnderlyingKey") ?? String.Empty,
                    PrincipalFlag             = (string)uls.Element("PrincipalFlag") ?? String.Empty,
                    IncomeFlag                = (string)uls.Element("IncomeFlag") ?? String.Empty,
                    PaymentLegFlag            = (string)uls.Element("PaymentLegFlag") ?? String.Empty,
                    UnderlyingRoleType        = (string)uls.Element("UnderlyingRoleType") ?? String.Empty,
                    UnderlyingQuotedPriceType = (string)uls.Element("UnderlyingQuotedPriceType") ?? String.Empty,
                    QuotedCurrencyCode        = (string)uls.Element("QuotedCurrencyCode") ?? String.Empty,
                    UnderlyingAssetType       = (string)uls.Element("UnderlyingAssetType") ?? String.Empty,
                    RolloverFlag              = (string)uls.Element("RolloverFlag") ?? String.Empty,
                    UnderlyingExchangeCode    = (string)uls.Element("UnderlyingExchangeCode") ?? String.Empty,
                    InitialReferencePrice     = (string)uls.Element("InitialReferencePrice") ?? String.Empty,
                    UnderlyingCoverRatio      = (string)uls.Element("UnderlyingCoverRatio") ?? String.Empty,
                    CurrentWeight             = (string)uls.Element("CurrentWeight") ?? String.Empty,
                    CurrencyPairSymbol        = (string)uls.Element("CurrencyPairSymbol") ?? String.Empty,
                    CurrencyPairSpotRate      = (string)uls.Element("CurrencyPairSourcePage") ?? String.Empty,
                    CurrencyPairSourcePage    = (string)uls.Element("CurrencyPairSourcePage") ?? String.Empty,
                    UnderlyingPriceFeedType   = (string)uls.Element("UnderlyingPriceFeedType") ?? String.Empty,
                    UnderlyingPriceSourcePage = (string)uls.Element("UnderlyingPriceSourcePage") ?? String.Empty,
                    InstrumentIds             = from Iid in uls.Descendants("InstrumentId")
                                                select new InstrumentId
                    {
                        IdSchemeCode = (string)Iid.Element("IdSchemeCode") ?? String.Empty,
                        IdValue      = (string)Iid.Element("IdValue") ?? String.Empty
                    }
                },
                Payments = from pymt in ins.Descendants("Payment")
                           select new Payment
                {
                    PaymentType = (string)pymt.Element("PaymentType") ?? String.Empty,
                    DependUnderlyingRoleType  = (string)pymt.Element("DependUnderlyingRoleType") ?? String.Empty,
                    PaymentValueDays          = (string)pymt.Element("PaymentValueDays") ?? String.Empty,
                    PaymentValueDaysType      = (string)pymt.Element("PaymentValueDaysType") ?? String.Empty,
                    SettlementType            = (string)pymt.Element("SettlementType") ?? String.Empty,
                    FractionMgmtType          = (string)pymt.Element("FractionMgmtType") ?? String.Empty,
                    PaymentFixingDayPriceType = (string)pymt.Element("PaymentFixingDayPriceType") ?? String.Empty,
                    StrikeDefinitions         = from sds in pymt.Descendants("StrikeDefinition")
                                                select new StrikeDefinition
                    {
                        StrikeDefinitionKey     = (string)sds.Element("StrikeDefinitionKey") ?? String.Empty,
                        StrikeType              = (string)sds.Element("StrikeType") ?? String.Empty,
                        StrikeComparatorType    = (string)sds.Element("StrikeComparatorType") ?? String.Empty,
                        UnderlyingSelectionType = (string)sds.Element("UnderlyingSelectionType") ?? String.Empty,
                        UnderlyingValuationType = (string)sds.Element("UnderlyingValuationType") ?? String.Empty,
                        ExerciseDate            = (string)sds.Element("ExerciseDate") ?? String.Empty,
                        MonitorPriceType        = (string)sds.Element("MonitorPriceType") ?? String.Empty,
                        VariableStrikeFlag      = (string)sds.Element("VariableStrikeFlag") ?? String.Empty,
                        StrikeDetails           = from sd in pymt.Descendants("StrikeDetail")
                                                  select new StrikeDetail
                        {
                            UnderlyingKey      = (string)sd.Element("UnderlyingKey") ?? String.Empty,
                            StrikeLevel        = (string)sd.Element("StrikeLevel") ?? String.Empty,
                            StrikeCurrencyCode = (string)sd.Element("StrikeCurrencyCode") ?? String.Empty,
                            StrikeFixingDate   = (string)sd.Element("StrikeFixingDate") ?? String.Empty,
                        }
                    },
                    BarrierDefinitions = from bdf in pymt.Descendants("BarrierDefinition")
                                         select new BarrierDefinition
                    {
                        BarrierType               = (string)bdf.Element("BarrierType") ?? String.Empty,
                        ComparatorType            = (string)bdf.Element("ComparatorType") ?? String.Empty,
                        QuantifierType            = (string)bdf.Element("QuantifierType") ?? String.Empty,
                        QuantifierCount           = (string)bdf.Element("QuantifierCount") ?? String.Empty,
                        UnderlyingSelectionType   = (string)bdf.Element("UnderlyingSelectionType") ?? String.Empty,
                        UnderlyingValuationType   = (string)bdf.Element("UnderlyingValuationType") ?? String.Empty,
                        MonitorPriceType          = (string)bdf.Element("MonitorPriceType") ?? String.Empty,
                        ObservationBeginDate      = (string)bdf.Element("ObservationBeginDate") ?? String.Empty,
                        VariableBarrierFlag       = (string)bdf.Element("VariableBarrierFlag") ?? String.Empty,
                        BarrierEventValueDays     = (string)bdf.Element("BarrierEventValueDays") ?? String.Empty,
                        BarrierEventValueDaysType = (string)bdf.Element("BarrierEventValueDaysType") ?? String.Empty,
                        BarrierDetails            = from bd in bdf.Descendants("BarrierDetail")
                                                    select new BarrierDetail
                        {
                            UnderlyingKey       = (string)bdf.Element("UnderlyingKey") ?? String.Empty,
                            BarrierLevel        = (string)bdf.Element("BarrierLevel") ?? String.Empty,
                            BarrierCurrencyCode = (string)bdf.Element("BarrierCurrencyCode") ?? String.Empty
                        }
                    },
                    MaturityRetractionProlongations = from mrp in pymt.Descendants("MaturityRetractionProlongation")
                                                      select new MaturityRetractionProlongation
                    {
                        RedemptionReasonType   = (string)mrp.Element("RedemptionReasonType") ?? String.Empty,
                        RedemptionBeginDate    = (string)mrp.Element("RedemptionBeginDate") ?? String.Empty,
                        PaymentCurrencyCode    = (string)mrp.Element("PaymentCurrencyCode") ?? String.Empty,
                        NoticePeriod           = (string)mrp.Element("NoticePeriod") ?? String.Empty,
                        NoticePeriodType       = (string)mrp.Element("NoticePeriodType") ?? String.Empty,
                        RedemptionInterval     = (string)mrp.Element("RedemptionInterval") ?? String.Empty,
                        RedemptionIntervalType = (string)mrp.Element("RedemptionIntervalType") ?? String.Empty
                    }
                },
                TradingVenues = from tv in ins.Descendants("TradingVenue")
                                select new TradingVenue
                {
                    TradingExchangeCode        = (string)tv.Element("TradingExchangeCode") ?? String.Empty,
                    TradingCurrencyCode        = (string)tv.Element("TradingCurrencyCode") ?? String.Empty,
                    ContributorPriceSourcePage = (string)tv.Element("ContributorPriceSourcePage") ?? String.Empty,
                    FirstTradingDate           = (string)tv.Element("FirstTradingDate") ?? String.Empty,
                    TradingSymbol         = (string)tv.Element("TradingSymbol") ?? String.Empty,
                    SmallestTradeableUnit = (string)tv.Element("SmallestTradeableUnit") ?? String.Empty
                },
                Parties = from pty in ins.Descendants("Party")
                          select new Party
                {
                    PartyType         = (string)pty.Element("PartyType") ?? String.Empty,
                    TKPartyKey        = (string)pty.Element("TKPartyKey") ?? String.Empty,
                    SISPartyBPId      = (string)pty.Element("SISPartyBPId") ?? String.Empty,
                    BBCompanyId       = (string)pty.Element("BBCompanyId") ?? String.Empty,
                    PartyName         = (string)pty.Element("PartyName") ?? String.Empty,
                    PartyAreaCode     = (string)pty.Element("PartyAreaCode") ?? String.Empty,
                    PartyLocation     = (string)pty.Element("PartyLocation") ?? String.Empty,
                    GuaranteeType     = (string)pty.Element("GuaranteeType") ?? String.Empty,
                    CertificationType = (string)pty.Element("CertificationType") ?? String.Empty,
                    CustodyType       = (string)pty.Element("CustodyType") ?? String.Empty
                },
                TransactionRestrictions = from trs in ins.Descendants("TransactionRestriction")
                                          select new TransactionRestriction
                {
                    RestrictionAreaCode  = (string)trs.Element("RestrictionAreaCode") ?? String.Empty,
                    RestrictionBeginDate = (string)trs.Element("RestrictionBeginDate") ?? String.Empty
                },
            };


            objIBTTermSheet.AdminData   = adminData;
            objIBTTermSheet.Events      = events;
            objIBTTermSheet.Contacts    = contacts;
            objIBTTermSheet.ServiceData = serviceData;
            objIBTTermSheet.Instrument  = instrument;
            return(objIBTTermSheet);
        }