public BlockOrderElement(BlockOrderDocument blockOrderDocument, ClientMarketData.BlockOrderRow blockOrderRow) :
base("BlockOrder", blockOrderDocument)
{
this.blockOrderRow = blockOrderRow;
AddAttribute("BlockOrderId", this.blockOrderRow.BlockOrderId);
AddAttribute("StatusCode", this.blockOrderRow.StatusCode);
AddAttribute("StatusName", this.blockOrderRow.StatusRow.Mnemonic);
}
/// <summary>
/// Creates a Placement Element.
/// </summary>
/// <param name="blockOrderDocument">The parent document of this Xml Node.</param>
/// <param name="placementRow">The placement record used to create the Xml Node.</param>
public PlacementsElement(BlockOrderDocument blockOrderDocument, ClientMarketData.PlacementRow placementRow) :
base("Placement", blockOrderDocument)
{
// Keep track of the record that created this element.
this.placementRow = placementRow;
// Apply the attributes to the element.
AddAttribute("PlacementId", placementRow.PlacementId);
AddAttribute("Quantity", placementRow.Quantity);
AddAttribute("BrokerId", placementRow.BrokerId);
AddAttribute("BrokerSymbol", placementRow.BrokerRow.Symbol);
}
public OrdersElement(BlockOrderDocument blockOrderDocument, ClientMarketData.OrderRow orderRow) :
base("Order", blockOrderDocument)
{
this.orderRow = orderRow;
AddAttribute("OrderId", this.orderRow.OrderId);
AddAttribute("AccountId", this.orderRow.AccountId);
AddAttribute("SecurityId", this.orderRow.SecurityId);
AddAttribute("SecurityName", this.orderRow.SecurityRowByFKSecurityOrderSecurityId.ObjectRow.Name);
AddAttribute("SecuritySymbol", this.orderRow.SecurityRowByFKSecurityOrderSecurityId.Symbol);
AddAttribute("SettlementName", this.orderRow.SecurityRowByFKSecurityOrderSettlementId.ObjectRow.Name);
AddAttribute("SettlementSymbol", this.orderRow.SecurityRowByFKSecurityOrderSettlementId.Symbol);
AddAttribute("PositionTypeCode", this.orderRow.PositionTypeCode);
AddAttribute("TransactionTypeCode", this.orderRow.TransactionTypeCode);
AddAttribute("TransactionTypeName", this.orderRow.TransactionTypeRow.Mnemonic);
AddAttribute("Quantity", this.orderRow.Quantity);
AddAttribute("TimeInForceCode", this.orderRow.TimeInForceCode);
AddAttribute("TimeInForceName", this.orderRow.TimeInForceRow.Mnemonic);
AddAttribute("OrderTypeCode", this.orderRow.OrderTypeCode);
AddAttribute("OrderTypeName", this.orderRow.OrderTypeRow.Mnemonic);
ClientMarketData.PriceRow priceRow = ClientMarketData.Price.FindBySecurityIdCurrencyId(
this.orderRow.SecurityId, this.orderRow.SettlementId);
if (priceRow != null)
{
AddAttribute("LastPrice", priceRow.LastPrice);
AddAttribute("BidPrice", priceRow.BidPrice);
AddAttribute("BidSize", priceRow.BidSize);
AddAttribute("AskPrice", priceRow.AskPrice);
AddAttribute("AskSize", priceRow.AskSize);
}
if (!this.orderRow.IsPrice1Null())
{
AddAttribute("Price1", this.orderRow.Price1);
}
if (!this.orderRow.IsPrice2Null())
{
AddAttribute("Price2", this.orderRow.Price2);
}
if (!this.orderRow.IsConditionCodeNull())
{
AddAttribute("ConditionCode", this.orderRow.ConditionCode);
}
if (!this.orderRow.IsNoteNull())
{
AddAttribute("Note", this.orderRow.Note);
}
}
/// <summary>
/// Creates a Execution Element.
/// </summary>
/// <param name="blockOrderDocument">The parent document of this Xml Node.</param>
/// <param name="executionRow">The execution record used to create the Xml Node.</param>
public ExecutionElement(BlockOrderDocument blockOrderDocument, ClientMarketData.ExecutionRow executionRow) :
base("Execution", blockOrderDocument)
{
// Keep track of the record that created this element.
this.executionRow = executionRow;
// Apply the attributes to the element.
AddAttribute("ExecutionId", executionRow.ExecutionId);
AddAttribute("BrokerId", executionRow.BrokerId);
AddAttribute("BrokerSymbol", executionRow.BrokerRow.Symbol);
AddAttribute("Quantity", executionRow.Quantity);
AddAttribute("Price", executionRow.Price);
}
