public static MDRejectReason Read(XmlElement xml, string name)
{
char ch = FixmlUtil.ReadChar(xml, name);
if (!Enum.IsDefined(typeof(MDRejectReason), (MDRejectReason)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown MDRejectReason");
}
return((MDRejectReason)ch);
}
public static OrderSide Read(XmlElement xml, string name)
{
char ch = FixmlUtil.ReadChar(xml, name);
if (!Enum.IsDefined(typeof(OrderSide), (OrderSide)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown OrderSide");
}
return((OrderSide)ch);
}
public static ExecReportType?Read(XmlElement xml, string name, bool optional)
{
char?ch = FixmlUtil.ReadChar(xml, name, optional);
if (ch == null)
{
return(null);
}
if (!Enum.IsDefined(typeof(ExecReportType), (ExecReportType)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown ExecType");
}
return((ExecReportType)ch);
}
public static OrdTimeInForce?Read(XmlElement xml, string name)
{
char?ch = FixmlUtil.ReadChar(xml, name, true);
if (ch == null)
{
return(null);
}
if (!Enum.IsDefined(typeof(OrdTimeInForce), (OrdTimeInForce)ch))
{
FixmlUtil.Error(xml, name, ch, "- unknown OrdTimeInForce");
}
return((OrdTimeInForce)ch);
}
public static FixmlInstrument Read(XmlElement parent, string name)
{
XmlElement elem = parent.SelectSingleNode("Instrmt") as XmlElement;
if (elem == null)
{
return(null);
}
string sym = FixmlUtil.ReadString(elem, "Sym");
string id = FixmlUtil.ReadString(elem, "ID");
char src = FixmlUtil.ReadChar(elem, "Src");
if (src != isinSrc)
{
throw new FixmlException("Unsupported SecurityIdSource: " + src);
}
return(Find(sym, id));
}
protected override void ParseXmlMessage(string name)
{
base.ParseXmlMessage(MsgName);
BrokerOrderId = FixmlUtil.ReadString(xml, "OrdID", true);
BrokerOrderId2 = FixmlUtil.ReadString(xml, "OrdID2", true);
ClientOrderId = FixmlUtil.ReadString(xml, "ID", true);
StatusReqId = FixmlUtil.ReadString(xml, "StatReqID", true);
ExecId = FixmlUtil.ReadString(xml, "ExecID");
ExecType = ExecRptTypeUtil.Read(xml, "ExecTyp", true);
Status = ExecRptStatUtil.Read(xml, "Stat", true);
RejectReason = OrderRejRsnUtil.Read(xml, "RejRsn", true);
Account = FixmlUtil.ReadString(xml, "Acct", true);
Instrument = FixmlInstrument.Read(xml, "Instrmt");
Side = OrderSideUtil.Read(xml, "Side");
Quantity = FixmlUtil.ReadUInt(xml, "OrdQty/Qty", true);
Type = OrderTypeUtil.Read(xml, "OrdTyp", true);
Price = FixmlUtil.ReadDecimal(xml, "Px", true);
StopPrice = FixmlUtil.ReadDecimal(xml, "StopPx", true);
Currency = FixmlUtil.ReadString(xml, "Ccy", true);
TimeInForce = OrdTmInForceUtil.Read(xml, "TmInForce");
ExpireDate = FixmlUtil.ReadDateTime(xml, "ExpireDt", true);
LastPrice = FixmlUtil.ReadDecimal(xml, "LastPx", true);
LastQuantity = FixmlUtil.ReadUInt(Xml, "LastQty", true);
LeavesQuantity = FixmlUtil.ReadUInt(xml, "LeavesQty", true);
CumulatedQuantity = FixmlUtil.ReadUInt(xml, "CumQty", true);
TransactionTime = FixmlUtil.ReadDateTime(xml, "TxnTm", true);
Commission = FixmlUtil.ReadDecimal(xml, "Comm/Comm", true);
CommissionType = OrdCommTypeUtil.Read(xml, "Comm/CommTyp", true);
NetMoney = FixmlUtil.ReadDecimal(xml, "NetMny", true);
MinimumQuantity = FixmlUtil.ReadUInt(xml, "MinQty", true);
DisplayQuantity = FixmlUtil.ReadUInt(xml, "DsplyInstr/DisplayQty", true);
Text = FixmlUtil.ReadString(xml, "Text", true);
TriggerType = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrTyp", true);
TriggerAction = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrActn", true);
TriggerPrice = FixmlUtil.ReadDecimal(xml, "TrgrInstr/TrgrPx", true);
TriggerPriceType = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrPxTyp", true);
DeferredPaymentType = FixmlUtil.ReadChar(xml, "DefPayTyp", true);
}
