public SecurityDefinitionViewItem(FIXSecurityDefinition securityDefinition, byte providerId) : base(new string[5]) { this.securityDefinition = securityDefinition; this.SubItems[0].Text = SecurityDefinitionHelper.GetSymbol(securityDefinition, providerId); this.SubItems[1].Text = ((object) APITypeConverter.InstrumentType.Convert(securityDefinition.SecurityType)).ToString(); this.SubItems[2].Text = securityDefinition.SecurityExchange; this.SubItems[3].Text = securityDefinition.Currency; DateTime? nullable; if (((FIXGroup) securityDefinition).ContainsField(541)) nullable = new DateTime?(securityDefinition.MaturityDate); else if (((FIXGroup) securityDefinition).ContainsField(200)) { try { nullable = new DateTime?(new DateTime(int.Parse(securityDefinition.MaturityMonthYear.Substring(0, 4), (IFormatProvider) CultureInfo.InvariantCulture), int.Parse(securityDefinition.MaturityMonthYear.Substring(4, 2), (IFormatProvider) CultureInfo.InvariantCulture), 1)); } catch { nullable = new DateTime?(); } } else nullable = new DateTime?(); this.SubItems[4].Text = !nullable.HasValue ? "" : nullable.Value.ToShortDateString(); }
private static string GetSymbol_IB(FIXSecurityDefinition definition) { switch (definition.SecurityType) { case "FOR": if (!string.IsNullOrEmpty(definition.Currency)) return string.Format("{0}/{1}", definition.Symbol, definition.Currency); else return definition.Symbol; case "FUT": case "OPT": case "FOP": List<string> list = new List<string>(); list.Add(definition.Symbol); if (((FIXGroup)definition).ContainsField(541)) list.Add(definition.MaturityDate.ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture)); if (((FIXGroup)definition).ContainsField(202)) list.Add(definition.StrikePrice.ToString((IFormatProvider)CultureInfo.InvariantCulture).Replace('.', '\'')); if (((FIXGroup)definition).ContainsField(201)) { switch (definition.PutOrCall) { case 0: list.Add("P"); break; case 1: list.Add("C"); break; } } return string.Join(" ", list); default: return definition.Symbol; } }
public SecurityDefinitionViewItem(string symbol, FIXSecurityDefinition securityDefinition) { eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF(); // ISSUE: explicit constructor call base.\u002Ector(new string[5]); this.spCHSgVpLT = securityDefinition; this.SubItems[0].Text = symbol; this.SubItems[1].Text = securityDefinition.SecurityType; this.SubItems[2].Text = securityDefinition.SecurityID; this.SubItems[3].Text = securityDefinition.SecurityExchange; this.SubItems[4].Text = securityDefinition.Currency; }
public static string GetSymbol(FIXSecurityDefinition definition, byte providerId) { switch (providerId) { case FreeQuant.Providers.ProviderId.IB: // 4 return SecurityDefinitionHelper.GetSymbol_IB(definition); case FreeQuant.Providers.ProviderId.TTFIX: return SecurityDefinitionHelper.GetSymbol_TTFIX(definition); case FreeQuant.Providers.ProviderId.OpenECry: // 22: return SecurityDefinitionHelper.GetSymbol_OEC(definition); default: return definition.Symbol; } }
private static string GetSymbol_TTFIX(FIXSecurityDefinition definition) { List<string> list = new List<string>(); list.Add(definition.Symbol); if (definition.SecurityType == "FUT" || definition.SecurityType == "OPT") { if (((FIXGroup)definition).ContainsField(200)) { int year = int.Parse(definition.MaturityMonthYear.Substring(0, 4), (IFormatProvider)CultureInfo.InvariantCulture); int month = int.Parse(definition.MaturityMonthYear.Substring(4, 2), (IFormatProvider)CultureInfo.InvariantCulture); list.Add(new DateTime(year, month, 1).ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture)); } else if (((FIXGroup)definition).ContainsField(541)) list.Add(definition.MaturityDate.ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture)); if (definition.SecurityType == "OPT") { if (((FIXGroup)definition).ContainsField(202)) list.Add(definition.StrikePrice.ToString((IFormatProvider)CultureInfo.InvariantCulture)); if (((FIXGroup)definition).ContainsField(201)) { if (definition.PutOrCall == 0) list.Add("P"); else list.Add("C"); } } } if (definition.SecurityType == "MLEG") { for (int index = 0; index < definition.NoUnderlyings; ++index) { FIXUnderlyingsGroup underlyingsGroup = definition.GetUnderlyingsGroup(index); if (((FIXGroup)underlyingsGroup).ContainsField(313)) { int year = int.Parse(underlyingsGroup.UnderlyingMaturityMonthYear.Substring(0, 4), (IFormatProvider)CultureInfo.InvariantCulture); int month = int.Parse(underlyingsGroup.UnderlyingMaturityMonthYear.Substring(4, 2), (IFormatProvider)CultureInfo.InvariantCulture); list.Add(new DateTime(year, month, 1).ToString("MMMyy", CultureInfo.InvariantCulture)); } } } return string.Join(" ", (IEnumerable<string>)list); }
public void Init(FIXSecurityDefinition definition) { this.definition = definition; }
public FIXSecurityDefinitionEventArgs(FIXSecurityDefinition securityDefinition) { this.SecurityDefinition = securityDefinition; }
protected void EmitSecurityDefinition(FIXSecurityDefinition definition) { if (this.deONmY5cm == null) return; this.deONmY5cm((object)this, new FIXSecurityDefinitionEventArgs(definition)); }
public SecurityDefinitionEventArgs(FIXSecurityDefinition definition) : base() { this.SecurityDefinition = definition; }
new public void onMessage(QuickFix.FIX43.SecurityDefinition definition, SessionID sessionID) { FIXSecurityDefinition definition1 = new FIXSecurityDefinition(); this.ConvertMessage((QuickFix.Message)definition, (FIXMessage)definition1); this.EmitSecurityDefinition(definition1); }
public SecurityDefinitionTypeDescriptor(FIXSecurityDefinition definition) { this.definition = definition; }
private void UpdateSecurityDefinitionList(FIXSecurityDefinition[] securityDefinitions) { this.Cursor = Cursors.WaitCursor; this.ltvSecurityDefinitions.BeginUpdate(); this.ltvSecurityDefinitions.Items.Clear(); foreach (FIXSecurityDefinition securityDefinition in securityDefinitions) this.ltvSecurityDefinitions.Items.Add((ListViewItem) new SecurityDefinitionViewItem(securityDefinition, ((IProvider) this.provider).Id)); this.ltvSecurityDefinitions.EndUpdate(); this.statusStrip.Items[1].Text = securityDefinitions.Length.ToString("n0"); this.statusStrip.Items[3].Text = "0"; this.selectedCount = 0; this.Cursor = Cursors.Default; }
protected void EmitSecurityDefinition(FIXSecurityDefinition definition) { if (this.CsYL4u5r6 == null) return; this.CsYL4u5r6((object)this, new FIXSecurityDefinitionEventArgs(definition)); }
public void Init(IInstrumentProvider provider, FIXSecurityDefinition[] securityDefinitions) { this.provider = provider; this.securityDefinitions = securityDefinitions; this.numSuccessfully = 0; this.numSkipped = 0; this.UpdateProgress(); this.btnClose.Visible = false; }
private static string GetSymbol_OEC(FIXSecurityDefinition definition) { string str = definition.Symbol; if (definition.SecurityType == "FUT" || definition.SecurityType == "OPT") { if (((FIXGroup)definition).ContainsField(541)) str = str + " " + definition.MaturityDate.ToString("MMMyy", (IFormatProvider)CultureInfo.InvariantCulture); if (definition.SecurityType == "OPT") { if (((FIXGroup)definition).ContainsField(202)) str = str + (object)" " + (string)(object)definition.StrikePrice; if (((FIXGroup)definition).ContainsField(201)) { switch (definition.PutOrCall) { case 0: str = str + " P"; break; case 1: str = str + " C"; break; } } } } return str; }
private bool AddInstrument(FIXSecurityDefinition securityDefinition) { string symbol = SecurityDefinitionHelper.GetSymbol(securityDefinition, ((IProvider) this.provider).Id); if (InstrumentManager.Instruments.Contains(symbol)) return false; Instrument instrument = new Instrument(symbol, securityDefinition.SecurityType); foreach (FIXField fixField in ((FIXGroup) securityDefinition).Fields) { switch ((int) fixField.Tag) { case 320: case 322: case 323: case 393: case 55: case 167: goto case 320; default: ((FIXGroup) instrument).AddField(fixField); goto case 320; } } for (int index = 0; index < securityDefinition.NoSecurityAltID; ++index) ((FIXInstrument) instrument).AddGroup(securityDefinition.GetSecurityAltIDGroup(index)); switch (((IProvider) this.provider).Id) { case (byte) 4: if (((FIXInstrument) instrument).Symbol != securityDefinition.Symbol) instrument.AddSymbol(securityDefinition.Symbol, securityDefinition.SecurityExchange, ((IProvider) this.provider).Name); ((FIXGroup) instrument).RemoveField(48); break; case (byte) 10: instrument.AddSymbol(string.Format("{0}|{1}|1.0", (object) securityDefinition.Symbol, securityDefinition.SecurityID), securityDefinition.SecurityExchange, ((IProvider) this.provider).Name); ((FIXGroup) instrument).RemoveField(48); instrument.AddSymbol(securityDefinition.Symbol, securityDefinition.SecurityExchange, "TT API"); break; case (byte) 21: instrument.AddSymbol(securityDefinition.SecurityID, securityDefinition.SecurityExchange, ((IProvider) this.provider).Name); break; case (byte) 22: if (((FIXInstrument) instrument).Symbol != securityDefinition.Symbol) { instrument.AddSymbol(securityDefinition.SecurityID, securityDefinition.SecurityExchange, ((IProvider) this.provider).Name); ((FIXGroup) instrument).RemoveField(48); break; } else break; } if ((((FIXInstrument) instrument).SecurityType == "FUT" || ((FIXInstrument) instrument).SecurityType == "OPT" || ((FIXInstrument) instrument).SecurityType == "MLEG") && (!((FIXGroup) instrument).ContainsField(541) && ((FIXGroup) instrument).ContainsField(200))) { int year = int.Parse(securityDefinition.MaturityMonthYear.Substring(0, 4), (IFormatProvider) CultureInfo.InvariantCulture); int month = int.Parse(securityDefinition.MaturityMonthYear.Substring(4, 2), (IFormatProvider) CultureInfo.InvariantCulture); ((FIXInstrument) instrument).MaturityDate = new DateTime(year, month, 1); } instrument.Save(); return true; }