public Instrument(XmlNode instrument)
{
this.id = XmlConvert.ToGuid(instrument.Attributes["ID"].Value);
this.originCode = instrument.Attributes["OriginCode"].Value;
this.code = instrument.Attributes["Code"].Value;
this.numeratorUnit = XmlConvert.ToInt32(instrument.Attributes["NumeratorUnit"].Value);
this.denominator = XmlConvert.ToInt32(instrument.Attributes["Denominator"].Value);
this.isSinglePrice = XmlConvert.ToBoolean(instrument.Attributes["IsSinglePrice"].Value);
this.originType = (OriginType)XmlConvert.ToByte(instrument.Attributes["OriginType"].Value);
this.alertVariation = XmlConvert.ToInt32(instrument.Attributes["AlertVariation"].Value);
this.normalWaitTime = XmlConvert.ToInt32(instrument.Attributes["NormalWaitTime"].Value);
this.alertWaitTime = XmlConvert.ToInt32(instrument.Attributes["AlertWaitTime"].Value);
this.isActive = XmlConvert.ToBoolean(instrument.Attributes["IsActive"].Value);
this.originInactiveTime = XmlConvert.ToInt32(instrument.Attributes["OriginInactiveTime"].Value);
this.isPriceEnabled = XmlConvert.ToBoolean(instrument.Attributes["IsPriceEnabled"].Value);
this.isAutoEnablePrice = XmlConvert.ToBoolean(instrument.Attributes["IsAutoEnablePrice"].Value);
if (instrument.Attributes["ExternalExchangeCode"] != null)
{
this.exchangeSystem = (ExchangeSystem)Enum.Parse(typeof(ExchangeSystem), instrument.Attributes["ExternalExchangeCode"].Value);
}
this.lastPriceEnabledTime = this.isPriceEnabled ? DateTime.Now : DateTime.MinValue;
this.originQReceived = null;
this.originQProcessed = null;
this.quotePolicyDetails = new ArrayList();
this.isTrading = false;
this.scheduleID = null;
this.lastOrigin = null;
}
public Instrument(DataRow instrumentRow)
{
this.id = (Guid)instrumentRow["ID"];
this.code = (string)instrumentRow["Code"];
this.originCode = (string)instrumentRow["OriginCode"];
this.numeratorUnit = (int)instrumentRow["NumeratorUnit"];
this.denominator = (int)instrumentRow["Denominator"];
this.isSinglePrice = (bool)instrumentRow["IsSinglePrice"];
this.originType = (OriginType)(byte)instrumentRow["OriginType"];
this.alertVariation = (int)instrumentRow["AlertVariation"];
this.normalWaitTime = (int)instrumentRow["NormalWaitTime"];
this.alertWaitTime = (int)instrumentRow["AlertWaitTime"];
this.isActive = (bool)instrumentRow["IsActive"];
this.originInactiveTime = (int)instrumentRow["OriginInactiveTime"];
this.isPriceEnabled = (bool)instrumentRow["IsPriceEnabled"];
this.isAutoEnablePrice = (bool)instrumentRow["IsAutoEnablePrice"];
if (instrumentRow["ExternalExchangeCode"] != DBNull.Value)
{
this.exchangeSystem = (ExchangeSystem)Enum.Parse(typeof(ExchangeSystem), (string)(instrumentRow["ExternalExchangeCode"]), true);
}
else
{
this.exchangeSystem = ExchangeSystem.Local;
}
this.lastPriceEnabledTime = this.isPriceEnabled ? DateTime.Now : DateTime.MinValue;
this.originQReceived = null;
this.originQProcessed = null;
this.quotePolicyDetails = new ArrayList();
this.isTrading = false;
this.scheduleID = null;
this.lastOrigin = null;
}
//Changed for emperor 2004-12-22
public OverridedQuotation(Instrument instrument, QuotePolicyDetail quotePolicy, OriginQuotation originQuotation)
{
this.modifyState = ModifyState.Added;
this.quotePolicy = quotePolicy;
this.instrument = instrument;
if (instrument.ExchangeSystem == ExchangeSystem.Bursa && originQuotation != null)
{
this.timestamp = originQuotation.Timestamp;
}
else
{
this.timestamp = DateTime.Now;
}
this.origin = instrument.LastOrigin;
this.volume = instrument.LastVolume;
this.totalVolume = instrument.LastTotalVolume;
//this.dealerID=instrument.DealerID;
this.dealerID = (originQuotation == null ? instrument.LastOfferDealerID : Guid.Empty);
//Changed for emperor 2004-12-22
if (quotePolicy.PriceType == PriceType.OriginEnable)
{
if (originQuotation != null) //Dealer not changed
{
Price bidBase = originQuotation.Bid;
Price askBase = originQuotation.Ask;
if (instrument.OriginQProcessed != null)
{
if (bidBase == null) bidBase = instrument.OriginQProcessed.Bid;
if (askBase == null) askBase = instrument.OriginQProcessed.Ask;
}
if (bidBase == null)
{
bidBase = askBase;
}
else if (askBase == null)
{
askBase = bidBase;
}
else if (askBase < bidBase)
{
askBase = bidBase;
}
this.bid = bidBase + quotePolicy.AutoAdjustPoints;
this.ask = askBase + quotePolicy.AutoAdjustPoints;
this.volume = originQuotation.Volume;
this.totalVolume = originQuotation.TotalVolume;
}
else //Dealer changed
{
this.bid = this.origin + quotePolicy.AutoAdjustPoints;
try
{
this.ask = this.bid + Math.Abs(instrument.OriginQProcessed.Ask - instrument.OriginQProcessed.Bid);
}
catch (Exception ex)
{
Manager.Common.Logger.TraceEvent(System.Diagnostics.TraceEventType.Error, "OverridedQuotation.OverridedQuotation Error\r\n{0}", ex.ToString());
this.ask = this.bid;
}
}
this.bid = this.bid - quotePolicy.SpreadPoints;
this.ask = this.ask + quotePolicy.SpreadPoints;
}
else
{
this.bid = this.origin + quotePolicy.AutoAdjustPoints;
this.ask = this.bid + quotePolicy.SpreadPoints;
}
}
