internal void Add(XmlNode xmlTran)
{
Task.Factory.StartNew(() =>
{
try
{
foreach (XmlNode xmlOrder in xmlTran.ChildNodes)
{
bool isPhysicalOrder = false;
PhysicalTradeSide physicalTradeSide = PhysicalTradeSide.None;
if (xmlOrder.Attributes["PhysicalTradeSide"] != null)
{
physicalTradeSide = (PhysicalTradeSide)(XmlConvert.ToInt32(xmlOrder.Attributes["PhysicalTradeSide"].Value));
}
isPhysicalOrder = physicalTradeSide != PhysicalTradeSide.None;
if (isPhysicalOrder)
{
return;
}
Guid orderID = XmlConvert.ToGuid(xmlOrder.Attributes["ID"].Value);
_bookWatcher.Add(orderID);
}
}
catch (Exception ex)
{
Logger.Error(ex);
}
});
}
private bool InternalUpdate(XElement tradePolicyDetailNode)
{
foreach (var attribute in tradePolicyDetailNode.Attributes())
{
switch (attribute.Name.ToString())
{
case "InstrumentID":
this.instrumentId = XmlConvert.ToGuid(attribute.Value);
break;
case "IsTradeActive":
this.isTradeActive = XmlConvert.ToBoolean(attribute.Value);
break;
case "ContractSize":
this.contractSize = XmlConvert.ToDecimal(attribute.Value);
break;
case "MinCommissionOpen":
this.minCommissionOpen = XmlConvert.ToDecimal(attribute.Value);
break;
case "MinCommissionClose":
this.minCommissionClose = XmlConvert.ToDecimal(attribute.Value);
break;
case "CommissionOpen":
this.commissionOpen = XmlConvert.ToDecimal(attribute.Value);
break;
case "CommissionCloseD":
this.commissionCloseD = XmlConvert.ToDecimal(attribute.Value);
break;
case "CommissionCloseO":
this.commissionCloseO = XmlConvert.ToDecimal(attribute.Value);
break;
case "PairRelationFactor":
this.pairRelationFactor = XmlConvert.ToDecimal(attribute.Value);
break;
case "LevyOpen":
this.levyOpen = XmlConvert.ToDecimal(attribute.Value);
break;
case "LevyClose":
this.levyClose = XmlConvert.ToDecimal(attribute.Value);
break;
case "OtherFeeOpen":
this.OtherFeeOpen = XmlConvert.ToDecimal(attribute.Value);
break;
case "OtherFeeClose":
this.OtherFeeClose = XmlConvert.ToDecimal(attribute.Value);
break;
case "MarginD":
this.marginD = XmlConvert.ToDecimal(attribute.Value);
break;
case "MarginO":
this.marginO = XmlConvert.ToDecimal(attribute.Value);
break;
case "MarginLockedD":
this.marginLockedD = XmlConvert.ToDecimal(attribute.Value);
break;
case "MarginLockedO":
this.marginLockedO = XmlConvert.ToDecimal(attribute.Value);
break;
case "RiskCredit":
this.riskCredit = XmlConvert.ToDecimal(attribute.Value);
break;
case "MarginSpot":
this.marginSpot = XmlConvert.ToDecimal(attribute.Value);
break;
case "MarginSpotSpread":
this.marginSpotSpread = XmlConvert.ToDecimal(attribute.Value);
break;
case "NecessaryRound":
this.necessaryRound = XmlConvert.ToInt32(attribute.Value);
break;
case "AlertLevel1":
this.alertLevel1 = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel2":
this.alertLevel2 = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel3":
this.alertLevel3 = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel4":
this.alertLevel4 = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel1Lock":
this.alertLevel1Lock = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel2Lock":
this.alertLevel2Lock = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel3Lock":
this.alertLevel3Lock = XmlConvert.ToDecimal(attribute.Value);
break;
case "AlertLevel4Lock":
this.alertLevel4Lock = XmlConvert.ToDecimal(attribute.Value);
break;
case "IsAcceptNewStop":
this.isAcceptNewStop = (LimitOption)XmlConvert.ToInt32(attribute.Value);
break;
case "IsAcceptNewMOOMOC":
this.isAcceptNewMOOMOC = XmlConvert.ToBoolean(attribute.Value);
break;
case "IsAcceptNewLimit":
this.isAcceptNewLimit = (LimitOption)XmlConvert.ToInt32(attribute.Value);
break;
case "MultipleCloseAllowed":
this.multipleCloseAllowed = XmlConvert.ToBoolean(attribute.Value);
break;
case "OIPercent":
this.oiPercent = XmlConvert.ToDecimal(attribute.Value);
break;
case "AccountMaxOpenLot":
if (string.IsNullOrEmpty(attribute.Value))
{
this.accountMaxOpenLot = null;
}
else
{
this.accountMaxOpenLot = XmlConvert.ToDecimal(attribute.Value);
}
Logger.InfoFormat("accountMaxOpenLot = {0}, xmlValue = {1}", accountMaxOpenLot, attribute.Value);
break;
case "AllowNewOCO":
this.allowNewOCO = XmlConvert.ToBoolean(attribute.Value);
break;
case "VolumeNecessaryId":
if (string.IsNullOrEmpty(attribute.Value))
{
this.VolumeNecessaryId = null;
}
else
{
this.VolumeNecessaryId = XmlConvert.ToGuid(attribute.Value);
}
break;
case "InstalmentPolicyId":
if (string.IsNullOrEmpty(attribute.Value))
{
this.instalmentPolicyId = null;
}
else
{
this.instalmentPolicyId = XmlConvert.ToGuid(attribute.Value);
}
break;
case "BOPolicyID":
if (string.IsNullOrEmpty(attribute.Value))
{
this.binaryOptionPolicyId = null;
}
else
{
this.binaryOptionPolicyId = XmlConvert.ToGuid(attribute.Value);
}
break;
case "PhysicalPaymentDiscountID":
if (string.IsNullOrEmpty(attribute.Value))
{
this.physicalPaymentDiscountId = null;
}
else
{
this.physicalPaymentDiscountId = XmlConvert.ToGuid(attribute.Value);
}
break;
case "AllowedPhysicalTradeSides":
this.allowedPhysicalTradeSides = (PhysicalTradeSide)(XmlConvert.ToInt32(attribute.Value));
break;
case "BuyInterestValueDay":
this.buyInterestValueDay = XmlConvert.ToInt32(attribute.Value);
break;
case "SellInterestValueDay":
this.sellInterestValueDay = XmlConvert.ToInt32(attribute.Value);
break;
case "PhysicalValueMatureDay":
this.frozenFundMatureDay = XmlConvert.ToInt32(attribute.Value);
break;
case "DiscountOfOdd":
this.discountOfOdd = XmlConvert.ToDecimal(attribute.Value);
break;
case "ValueDiscountAsMargin":
this.valueDiscountAsMargin = XmlConvert.ToDecimal(attribute.Value);
break;
case "InstalmentPledgeDiscount":
this.instalmentPledgeDiscount = XmlConvert.ToDecimal(attribute.Value);
break;
case "ShortSellDownPayment":
this.shortSellDownPayment = XmlConvert.ToDecimal(attribute.Value);
break;
case "PartPaidPhysicalNecessary":
this.partPaidPhysicalNecessary = XmlConvert.ToDecimal(attribute.Value);
break;
}
}
return(true);
}
//Replace has no key change, used for get settings in the past
internal void Update(IDBRow tradePolicyDetailRow)
{
this.instrumentId = tradePolicyDetailRow.GetColumn <Guid>("InstrumentID");
this.multipleCloseAllowed = tradePolicyDetailRow.GetColumn <bool>("MultipleCloseAllowed");
//this.changePlacedOrderAllowed = (bool)tradePolicyDetailRow["ChangePlacedOrderAllowed"];
this.isTradeActive = tradePolicyDetailRow.GetColumn <bool>("IsTradeActive");
this.contractSize = tradePolicyDetailRow.GetColumn <decimal>("ContractSize");
this.minCommissionOpen = tradePolicyDetailRow.GetColumn <decimal>("MinCommissionOpen");
this.minCommissionClose = tradePolicyDetailRow.GetColumn <decimal>("MinCommissionClose");
this.commissionOpen = tradePolicyDetailRow.GetColumn <decimal>("CommissionOpen");
this.commissionCloseD = tradePolicyDetailRow.GetColumn <decimal>("CommissionCloseD");
this.commissionCloseO = tradePolicyDetailRow.GetColumn <decimal>("CommissionCloseO");
this.pairRelationFactor = tradePolicyDetailRow.GetColumn <decimal>("PairRelationFactor");
this.levyOpen = tradePolicyDetailRow.GetColumn <decimal>("LevyOpen");
this.levyClose = tradePolicyDetailRow.GetColumn <decimal>("LevyClose");
this.marginD = tradePolicyDetailRow.GetColumn <decimal>("MarginD");
this.marginO = tradePolicyDetailRow.GetColumn <decimal>("MarginO");
this.marginLockedD = tradePolicyDetailRow.GetColumn <decimal>("MarginLockedD");
this.marginLockedO = tradePolicyDetailRow.GetColumn <decimal>("MarginLockedO");
this.marginSpot = tradePolicyDetailRow.GetColumn <decimal>("MarginSpot");
this.marginSpotSpread = tradePolicyDetailRow.GetColumn <decimal>("MarginSpotSpread");
this.riskCredit = tradePolicyDetailRow.GetColumn <decimal>("RiskCredit");
this.necessaryRound = tradePolicyDetailRow.GetColumn <int>("NecessaryRound");
this.alertLevel1 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel1");
this.alertLevel2 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel2");
this.alertLevel3 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel3");
this.alertLevel4 = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel4");
this.alertLevel1Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel1Lock");
this.alertLevel2Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel2Lock");
this.alertLevel3Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel3Lock");
this.alertLevel4Lock = tradePolicyDetailRow.GetColumn <decimal>("AlertLevel4Lock");
this.isAcceptNewStop = (LimitOption)tradePolicyDetailRow.GetColumn <int>("IsAcceptNewStop");
this.isAcceptNewMOOMOC = tradePolicyDetailRow.GetColumn <bool>("IsAcceptNewMOOMOC");
this.isAcceptNewLimit = (LimitOption)tradePolicyDetailRow.GetColumn <int>("IsAcceptNewLimit");
this.oiPercent = tradePolicyDetailRow.GetColumn <decimal>("OIPercent");
if (!tradePolicyDetailRow.ExistsColumn("AccountMaxOpenLot") || tradePolicyDetailRow["AccountMaxOpenLot"] == DBNull.Value)
{
this.accountMaxOpenLot = null;
}
else
{
this.accountMaxOpenLot = (decimal)tradePolicyDetailRow["AccountMaxOpenLot"];
}
if (tradePolicyDetailRow.ExistsColumn("AllowNewOCO"))
{
this.allowNewOCO = tradePolicyDetailRow.GetColumn <bool>("AllowNewOCO");
}
else
{
this.allowNewOCO = false;
}
this.VolumeNecessaryId = tradePolicyDetailRow.GetColumn <Guid?>("VolumeNecessaryId");
this.instalmentPolicyId = tradePolicyDetailRow.GetColumn <Guid?>("InstalmentPolicyId");
this.physicalPaymentDiscountId = tradePolicyDetailRow["PhysicalPaymentDiscountId"] == DBNull.Value ? null : (Guid?)tradePolicyDetailRow["PhysicalPaymentDiscountId"];
if (tradePolicyDetailRow.ExistsColumn("BOPolicyID") && tradePolicyDetailRow["BOPolicyID"] != DBNull.Value)
{
this.binaryOptionPolicyId = (Guid?)tradePolicyDetailRow["BOPolicyID"];
}
else
{
this.binaryOptionPolicyId = null;
}
this.allowedPhysicalTradeSides = (PhysicalTradeSide)tradePolicyDetailRow.GetColumn <int>("AllowedPhysicalTradeSides");
this.buyInterestValueDay = tradePolicyDetailRow.GetColumn <int>("BuyInterestValueDay");
this.sellInterestValueDay = tradePolicyDetailRow.GetColumn <int>("SellInterestValueDay");
this.frozenFundMatureDay = tradePolicyDetailRow.GetColumn <int>("PhysicalValueMatureDay");
this.discountOfOdd = tradePolicyDetailRow.GetColumn <decimal>("DiscountOfOdd");
this.valueDiscountAsMargin = tradePolicyDetailRow.GetColumn <decimal>("ValueDiscountAsMargin");
this.instalmentPledgeDiscount = tradePolicyDetailRow.GetColumn <decimal>("InstalmentPledgeDiscount");
this.shortSellDownPayment = tradePolicyDetailRow.GetColumn <decimal>("ShortSellDownPayment");
this.partPaidPhysicalNecessary = tradePolicyDetailRow.GetColumn <decimal>("PartPaidPhysicalNecessary");
this.OtherFeeClose = (decimal)tradePolicyDetailRow["OtherFeeClose"];
this.OtherFeeOpen = (decimal)tradePolicyDetailRow["OtherFeeOpen"];
this.InterestCut = (byte)tradePolicyDetailRow["InterestCut"];
}
