public void LoadActiveSet()
{
ClientAdapterResponse response = SendRpc(new GetActiveSet( ));
//
// Iterate through each overnight position
//
foreach (PositionOvernightData overnight_position in response.DealingResponse.PositionList)
{
positionManager.Add(new OvernightPosition(overnight_position));
}
//
// Iterate through each order message
//
foreach (OrderMessage order in response.DealingResponse.OrderList)
{
if (order.HasOrderData)
{
Order o = new Order(order.OrderData);
foreach (AllocationData data in order.AllocationDataList)
{
o.AddAllocation(new Allocation(data));
}
//
// Add the order to the active set
//
activeSet.Update(o);
}
//
// Get the releases...
//
foreach (ReleaseData data in order.ReleaseDataList)
{
activeSet.Update(new Release(data));
}
//
// Get the executions...
//
foreach (ExecutionData data in order.ExecutionDataList)
{
activeSet.Update(new Execution(data));
}
}
}
