public Fix44MessageHandler(MessageHandlerCommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
IFixFacade fixFacade,
Func<string> execIdGenerator)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_fixFacade = fixFacade;
_execIdGenerator = execIdGenerator;
}
public Fix42MessageHandler(MessageHandlerCommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
IFixFacade fixFacade,
Func <string> execIdGenerator)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_fixFacade = fixFacade;
_execIdGenerator = execIdGenerator;
}
public FixServerFacade(ClientApplication app,
IExecIDGenerator execIDGenerator,
IFixMessageGenerator fixMessageGenerator)
{
_app = app;
_execIDGenerator = execIDGenerator;
_fixMessageGenerator = fixMessageGenerator;
_app.Fix44ExecReportEvent += HandleExecutionReport;
_app.LogonEvent += HandleLogon;
_app.LogoutEvent += HandleLogout;
}
public ICommand CreateSendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
return(new SendAcceptOrderCancel(messageGenerator,
_sessionMediator,
cancelledOrder,
execID,
sessionID));
}
public FixServerFacade(ClientApplication app,
IExecIDGenerator execIDGenerator,
IFixMessageGenerator fixMessageGenerator)
{
_app = app;
_execIDGenerator = execIDGenerator;
_fixMessageGenerator = fixMessageGenerator;
_app.Fix44ExecReportEvent += HandleExecutionReport;
_app.LogonEvent += HandleLogon;
_app.LogoutEvent += HandleLogout;
}
public ICommand CreateAddOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
return(new AddOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderData,
execID));
}
public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = cancelledOrder;
_execID = execID;
_sessionID = sessionID;
}
public ClientApplication(
QuickFix.SessionSettings settings,
IFixMessageGenerator messageGenerator,
IFixStrategy strategy,
IMessageSink messageSink)
{
_messageGenerator = messageGenerator;
_strategy = strategy;
_messageSink = messageSink;
ActiveSessionID = null;
MySessionSettings = settings;
}
public ICommand CreateAddOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
return new AddOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderData,
execID);
}
public void EnqueueAddOrder(IFixMessageGenerator messageGenerator,
SessionID sessionID,
OrderData orderData,
string execID)
{
var internalSessionID = _sessionMediator.LookupInternalSessionID(sessionID);
var cmd = _commandFactory.CreateAddOrder(messageGenerator,
internalSessionID,
orderData,
execID);
_commandFactory.IncomingQueue.Enqueue(cmd);
}
public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = cancelledOrder;
_execID = execID;
_sessionID = sessionID;
}
public ClientApplication(
QuickFix.SessionSettings settings,
IFixMessageGenerator messageGenerator,
IFixStrategy strategy,
IMessageSink messageSink)
{
_messageGenerator = messageGenerator;
_strategy = strategy;
_messageSink = messageSink;
ActiveSessionID = null;
MySessionSettings = settings;
}
public static IServerFacade CreateFixServer(string configFilepath,
IFixStrategy fixStrategy,
IExecIDGenerator execIDGenerator,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
var clientApp = ClientApplicationFactory.Create(configFilepath,
fixStrategy,
messageGenerator,
messageSink);
return new FixServerFacade(clientApp, execIDGenerator, messageGenerator);
}
public void EnqueueAddOrder(IFixMessageGenerator messageGenerator,
SessionID sessionID,
OrderData orderData,
string execID)
{
var internalSessionID = _sessionMediator.LookupInternalSessionID(sessionID);
var cmd = _commandFactory.CreateAddOrder(messageGenerator,
internalSessionID,
orderData,
execID);
_commandFactory.IncomingQueue.Enqueue(cmd);
}
public static IServerFacade CreateFixServer(string configFilepath,
IFixStrategy fixStrategy,
IExecIDGenerator execIDGenerator,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
var clientApp = ClientApplicationFactory.Create(configFilepath,
fixStrategy,
messageGenerator,
messageSink);
return(new FixServerFacade(clientApp, execIDGenerator, messageGenerator));
}
public AddOrder(CommandFactory commandFactory,
IFixMessageGenerator fixMessageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
_commandFactory = commandFactory;
_fixMessageGenerator = fixMessageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderData = orderData;
_execID = execID;
}
public AddOrder(CommandFactory commandFactory,
IFixMessageGenerator fixMessageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
_commandFactory = commandFactory;
_fixMessageGenerator = fixMessageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderData = orderData;
_execID = execID;
}
public void Run(
string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink,
IExecIDGenerator execIDGenerator,
IClOrdIDGenerator clOrdIDGenerator)
{
_server = ServerFacadeFactory.CreateFixServer(configFilepath,
strategy,
execIDGenerator,
messageGenerator,
messageSink);
var atOrderRepository = new ATOrderRepository();
var atOrderMediator = new ATOrderMediator(atOrderRepository,
_server,
clOrdIDGenerator);
// Setup the data contexts for the child views in the main view
// Ideally we'd do this in each view but due to the need to pass _app and the
// message sink to the view models for expediency purposes we do it here
var mainWindow = new MainWindow
{
ATOrderBook =
{
DataContext = new ATOrderBookViewModel(_server, atOrderMediator)
},
OrderBook =
{
DataContext = new OrderBookViewModel(_server, clOrdIDGenerator, messageSink)
},
ConnectionView = { DataContext = new ConnectionViewModel(_server, messageSink) }
};
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
// Send messages to the status bar
messageSink.SetMessageSink(
s =>
{
var vm = (ConnectionViewModel) mainWindow.ConnectionView.DataContext;
SmartDispatcher.Invoke(() => vm.StatusMessage = s);
});
_server.Start();
mainWindow.Show();
}
public void Run(
string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink,
IExecIDGenerator execIDGenerator,
IClOrdIDGenerator clOrdIDGenerator)
{
_server = ServerFacadeFactory.CreateFixServer(configFilepath,
strategy,
execIDGenerator,
messageGenerator,
messageSink);
var atOrderRepository = new ATOrderRepository();
var atOrderMediator = new ATOrderMediator(atOrderRepository,
_server,
clOrdIDGenerator);
// Setup the data contexts for the child views in the main view
// Ideally we'd do this in each view but due to the need to pass _app and the
// message sink to the view models for expediency purposes we do it here
var mainWindow = new MainWindow
{
ATOrderBook =
{
DataContext = new ATOrderBookViewModel(_server, atOrderMediator)
},
OrderBook =
{
DataContext = new OrderBookViewModel(_server, clOrdIDGenerator, messageSink)
},
ConnectionView = { DataContext = new ConnectionViewModel(_server, messageSink) }
};
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
// Send messages to the status bar
messageSink.SetMessageSink(
s =>
{
var vm = (ConnectionViewModel)mainWindow.ConnectionView.DataContext;
SmartDispatcher.Invoke(() => vm.StatusMessage = s);
});
_server.Start();
mainWindow.Show();
}
public ICommand CreateSendRejectNewOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID,
string rejectionMessage,
int?rejectionCode)
{
return(new SendRejectNewOrder(fixMessageGenerator,
_sessionMediator,
orderData,
execID,
rejectionMessage,
rejectionCode,
sessionID));
}
public ICommand CreateCancelOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
return(new CancelOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderID,
clOrdID,
origClOrdID,
execID));
}
public SendRejectNewOrder(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
OrderData orderData,
string execID,
string rejectionMessage,
int?rejectionCode,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = orderData;
_execID = execID;
_rejectionMessage = rejectionMessage;
_rejectionCode = rejectionCode;
_sessionID = sessionID;
}
public void EnqueueCancelOrder(IFixMessageGenerator messageGenerator,
SessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
var internalSessionID = _sessionMediator.LookupInternalSessionID(sessionID);
var cmd = _commandFactory.CreateCancelOrder(messageGenerator,
internalSessionID,
orderID,
clOrdID,
origClOrdID,
execID);
_commandFactory.IncomingQueue.Enqueue(cmd);
}
public SendRejectNewOrder(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
OrderData orderData,
string execID,
string rejectionMessage,
int? rejectionCode,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_order = orderData;
_execID = execID;
_rejectionMessage = rejectionMessage;
_rejectionCode = rejectionCode;
_sessionID = sessionID;
}
public ICommand CreateCancelOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
return new CancelOrder(this,
fixMessageGenerator,
_orderMediator,
sessionID,
orderID,
clOrdID,
origClOrdID,
execID);
}
public ICommand CreateSendRejectOrderCancel(IFixMessageGenerator messageGenerator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
return(new SendRejectOrderCancel(messageGenerator,
_sessionMediator,
rejectionReason,
rejectionReasonText,
orderID,
clOrdID,
origClOrdID,
sessionID));
}
public void EnqueueCancelOrder(IFixMessageGenerator messageGenerator,
SessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
var internalSessionID = _sessionMediator.LookupInternalSessionID(sessionID);
var cmd = _commandFactory.CreateCancelOrder(messageGenerator,
internalSessionID,
orderID,
clOrdID,
origClOrdID,
execID);
_commandFactory.IncomingQueue.Enqueue(cmd);
}
public SendRejectOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_rejectionReason = rejectionReason;
_rejectionReasonText = rejectionReasonText;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_sessionID = sessionID;
}
public CancelOrder(CommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_execID = execID;
}
public SendRejectOrderCancel(IFixMessageGenerator messageGenerator,
SessionMediator sessionMediator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
_messageGenerator = messageGenerator;
_sessionMediator = sessionMediator;
_rejectionReason = rejectionReason;
_rejectionReasonText = rejectionReasonText;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_sessionID = sessionID;
}
public CancelOrder(CommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_execID = execID;
}
public static ClientApplication Create(string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
// FIX app settings and related
var settings = new QuickFix.SessionSettings(configFilepath);
strategy.SessionSettings = settings;
// FIX application setup
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.FileLogFactory(settings);
var app = new ClientApplication(settings, messageGenerator, strategy, messageSink);
var initiator =
new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
app.Initiator = initiator;
return app;
}
public static ClientApplication Create(string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
// FIX app settings and related
var settings = new QuickFix.SessionSettings(configFilepath);
strategy.SessionSettings = settings;
// FIX application setup
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.FileLogFactory(settings);
var app = new ClientApplication(settings, messageGenerator, strategy, messageSink);
var initiator =
new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
app.Initiator = initiator;
return(app);
}
public ICommand CreateSendRejectNewOrder(IFixMessageGenerator fixMessageGenerator,
FixSessionID sessionID,
OrderData orderData,
string execID,
string rejectionMessage,
int? rejectionCode)
{
return new SendRejectNewOrder(fixMessageGenerator,
_sessionMediator,
orderData,
execID,
rejectionMessage,
rejectionCode,
sessionID);
}
public ICommand CreateSendRejectOrderCancel(IFixMessageGenerator messageGenerator,
int rejectionReason,
string rejectionReasonText,
long orderID,
string clOrdID,
string origClOrdID,
FixSessionID sessionID)
{
return new SendRejectOrderCancel(messageGenerator,
_sessionMediator,
rejectionReason,
rejectionReasonText,
orderID,
clOrdID,
origClOrdID,
sessionID);
}
public ICommand CreateSendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
IOrder cancelledOrder,
string execID,
FixSessionID sessionID)
{
return new SendAcceptOrderCancel(messageGenerator,
_sessionMediator,
cancelledOrder,
execID,
sessionID);
}
