/// <summary>
/// Creates the DOM and Refreshes the spreadsheet control in the background.
/// </summary>
/// <remarks>
/// This thread is responsible for recreating the Document Object Model for the blotter and translating
/// that DOM into a format compatible with the spreadsheet viewer. It will call the foreground when the
/// DOM is complete to either update the entire document, if the structure has changed, or only update
/// the changed cells, when only the data has changed.
/// </remarks>
private void DrawFragmentCommand(object parameter)
{
// Extract the list of fragments from the thread parameters.
FragmentList fragmentList = (FragmentList)parameter;
#if DEBUGXML
// This will create an XML Document containing only the records and fields that have changed since the viewer was
// last updated.
XmlDocument stagedOrderFragment = new MatchHistoryDocument(fragmentList);
// Make sure that writing the debug file doesn't interrupt the session.
try
{
// During debugging, it's very useful to have a copy of the DOM on the disk.
stagedOrderFragment.Save("stagedOrderFragment.xml");
}
catch (Exception exception)
{
// Write the error and stack trace out to the event log.
EventLog.Error("{0}, {1}", exception.Message, exception.StackTrace);
}
// This will write the changes to the viewer by passing it through the stylesheet.
this.XmlDocument = stagedOrderFragment;
#else
// This will write the changes to the viewer by passing it through the stylesheet.
//this.XmlDocument = new MatchHistoryDocument(fragmentList);
this.XmlDocument = new QuoteDocument(fragmentList);
#endif
}
/// <summary>
/// Creates the DOM and Refreshes the spreadsheet control in the background.
/// </summary>
/// <remarks>
/// This thread is responsible for recreating the Document Object Model for the blotter and translating
/// that DOM into a format compatible with the spreadsheet viewer. It will call the foreground when the
/// DOM is complete to either update the entire document, if the structure has changed, or only update
/// the changed cells, when only the data has changed.
/// </remarks>
protected override void DrawDocumentCommand(object parameter)
{
// Extract the document from the thread parameters.
Blotter blotter = null;
if (parameter is Blotter)
{
blotter = (Blotter)parameter;
}
if (parameter is BlotterMatchDetail)
{
blotter = ((BlotterMatchDetail)parameter).Blotter;
}
#if DEBUGXML
// Create the blotter document.
MatchHistoryDocument matchDocument = new MatchHistoryDocument(blotter.BlotterId);
// Make sure that writing the debug file doesn't interrupt the session.
try
{
// During debugging, it's very useful to have a copy of the DOM on the disk.
matchDocument.Save("matchHistoryDOM.xml");
}
catch (Exception exception)
{
// Write the error and stack trace out to the debug listener
EventLog.Error("{0}, {1}", exception.Message, exception.StackTrace);
}
// This will display the
this.XmlDocument = matchDocument;
#else
// This will display the quote viewer
this.XmlDocument = new QuoteDocument(Convert.ToInt32(this.Tag));
#endif
}
public MatchElement(MatchHistoryDocument matchDocument, ClientMarketData.MatchRow matchRow, FieldArray fields) :
base("Match", matchDocument)
{
// WorkingOrderId
AddAttribute("MatchId", matchRow.MatchId);
AddAttribute("WorkingOrderId", matchRow.WorkingOrderId);
AddAttribute("ContraOrderId", matchRow.ContraOrderId);
// Status
if (fields[Field.Status])
{
AddAttribute("StatusCode", matchRow.StatusCode);
AddAttribute("StatusName", matchRow.StatusRow.Mnemonic);
}
// Blotter
if (fields[Field.Blotter])
{
AddAttribute("Blotter", matchRow.WorkingOrderRow.BlotterRow.BlotterId);
AddAttribute("BlotterName", matchRow.WorkingOrderRow.BlotterRow.ObjectRow.Name);
}
// Security
if (fields[Field.Security])
{
AddAttribute("SecurityId", matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.SecurityId);
AddAttribute("SecuritySymbol", matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.Symbol);
AddAttribute("SecurityName", matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.ObjectRow.Name);
if (!matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.IsAverageDailyVolumeNull())
{
AddAttribute("AverageDailyVolume", matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.AverageDailyVolume / 1000);
}
if (!matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.IsMarketCapitalizationNull())
{
AddAttribute("MarketCapitalization", matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.MarketCapitalization / 1000000);
}
MemoryStream memoryStream = new MemoryStream(Convert.FromBase64String(matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId.Logo));
Bitmap bitmap = new Bitmap(memoryStream);
Bitmap halfBitmap = new Bitmap(bitmap, new Size(bitmap.Width / 2, bitmap.Height / 2));
MemoryStream halfStream = new MemoryStream();
halfBitmap.Save(halfStream, System.Drawing.Imaging.ImageFormat.Png);
AddAttribute("SecurityImage", Convert.ToBase64String(halfStream.GetBuffer()));
}
// Submitted Quantity
if (fields[Field.SubmittedQuantity])
{
AddAttribute("SubmittedQuantity", matchRow.WorkingOrderRow.SubmittedQuantity);
}
// Quantity Executed
if (fields[Field.Execution])
{
decimal executedQuantity = decimal.Zero;
decimal marketValue = decimal.Zero;
foreach (ClientMarketData.NegotiationRow negotiationRow in matchRow.GetNegotiationRows())
{
if (negotiationRow.ExecutionRow != null)
{
executedQuantity = negotiationRow.ExecutionRow.ExecutionQuantity;
marketValue = negotiationRow.ExecutionRow.ExecutionPrice * negotiationRow.ExecutionRow.ExecutionQuantity;
}
}
if (executedQuantity != decimal.Zero)
{
AddAttribute("ExecutedQuantity", executedQuantity);
AddAttribute("AveragePrice", marketValue / executedQuantity);
}
}
// Direction (OrderType)
if (fields[Field.OrderTypeCode])
{
AddAttribute("OrderTypeCode", matchRow.WorkingOrderRow.OrderTypeCode);
AddAttribute("OrderTypeMnemonic", matchRow.WorkingOrderRow.OrderTypeRow.Mnemonic);
AddAttribute("OrderTypeDescription", matchRow.WorkingOrderRow.OrderTypeRow.Description);
}
// Created Time.
if (fields[Field.CreatedTime])
{
AddAttribute("CreatedTime", matchRow.CreatedTime.ToString("s"));
}
// Find the pricing record.
if (!matchRow.WorkingOrderRow.IsSettlementIdNull())
{
ClientMarketData.PriceRow priceRow = ClientMarketData.Price.FindBySecurityId(matchRow.WorkingOrderRow.SecurityId);
if (priceRow != null)
{
if (fields[Field.LastPrice])
{
AddAttribute("LastPrice", priceRow.LastPrice);
}
if (fields[Field.BidPrice])
{
AddAttribute("BidPrice", priceRow.BidPrice);
}
if (fields[Field.AskPrice])
{
AddAttribute("AskPrice", priceRow.AskPrice);
}
if (fields[Field.LastSize])
{
AddAttribute("LastSize", priceRow.LastSize);
}
if (fields[Field.BidSize])
{
AddAttribute("BidSize", priceRow.BidSize);
}
if (fields[Field.AskPrice])
{
AddAttribute("AskSize", priceRow.AskSize);
}
if (fields[Field.Volume])
{
AddAttribute("Volume", priceRow.Volume);
}
if (fields[Field.VolumeWeightedAveragePrice])
{
AddAttribute("VolumeWeightedAveragePrice", priceRow.VolumeWeightedAveragePrice);
}
}
}
}
