public QuickFix.FixMessageDescriptor GetDescriptor()
{
try
{
QuickFix.Message msg = new QuickFix.Message();
msg.FromString(_message, false, null, null);
string beginString = msg.Header.GetField(QuickFix.Fields.Tags.BeginString);
QuickFix.DataDictionary.DataDictionary dict = _dicSource.GetDictionaryForBeginString(beginString);
QuickFix.Message theMsg = new QuickFix.Message();
theMsg.FixMessageDescriptorEnabled = true;
theMsg.FromString(_message, true, dict, dict);
return theMsg.GetDescriptor();
}
catch (Exception ex)
{
Trace.TraceError("{0}: Error while parsing fix message: {1}", this, ex);
return null;
}
}
public IList<FixMesageValidationErrorDescriptor> GetValidationErrors()
{
try
{
QuickFix.Message msg = new QuickFix.Message();
msg.FromString(_message, false, null, null);
string beginString = msg.Header.GetField(QuickFix.Fields.Tags.BeginString);
string msgType = msgType = msg.Header.GetField(QuickFix.Fields.Tags.MsgType);
QuickFix.DataDictionary.DataDictionary dict = _dicSource.GetDictionaryForBeginString(beginString);
dict.Validate(msg, beginString, msgType);
return null;
}
catch (Exception ex)
{
//TODO: create a validation method on fix dictionary that retuns a list of errors instead of just throwing on the first one
FixMesageValidationErrorDescriptor descr = new FixMesageValidationErrorDescriptor();
descr.Message = ex.Message;
return new List<FixMesageValidationErrorDescriptor>(new FixMesageValidationErrorDescriptor[] { descr });
}
}
public QuickFix.FixMessageDescriptor GetDescriptor()
{
try
{
QuickFix.Message msg = new QuickFix.Message();
msg.FromString(_message, false, null, null);
string beginString = msg.Header.GetField(QuickFix.Fields.Tags.BeginString);
QuickFix.DataDictionary.DataDictionary dict = _dicSource.GetDictionaryForBeginString(beginString);
QuickFix.Message theMsg = new QuickFix.Message();
theMsg.FixMessageDescriptorEnabled = true;
theMsg.FromString(_message, true, dict, dict);
return(theMsg.GetDescriptor());
}
catch (Exception ex)
{
Trace.TraceError("{0}: Error while parsing fix message: {1}", this, ex);
return(null);
}
}
public IList <FixMesageValidationErrorDescriptor> GetValidationErrors()
{
try
{
QuickFix.Message msg = new QuickFix.Message();
msg.FromString(_message, false, null, null);
string beginString = msg.Header.GetField(QuickFix.Fields.Tags.BeginString);
string msgType = msgType = msg.Header.GetField(QuickFix.Fields.Tags.MsgType);
QuickFix.DataDictionary.DataDictionary dict = _dicSource.GetDictionaryForBeginString(beginString);
dict.Validate(msg, beginString, msgType);
return(null);
}
catch (Exception ex)
{
//TODO: create a validation method on fix dictionary that retuns a list of errors instead of just throwing on the first one
FixMesageValidationErrorDescriptor descr = new FixMesageValidationErrorDescriptor();
descr.Message = ex.Message;
return(new List <FixMesageValidationErrorDescriptor>(new FixMesageValidationErrorDescriptor[] { descr }));
}
}
public bool Send(string msgStr)
{
QuickFix.Fields.MsgType msgType = QuickFix.Message.IdentifyType(msgStr);
string beginString = QuickFix.Message.ExtractBeginString(msgStr);
QuickFix.Message message = messageFactory.Create(beginString, msgType.Obj);
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
message.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
if (!msgLookup.ContainsKey(msgType.getValue()))
{
msgLookup.Add(msgType.getValue(), new Queue <QuickFix.Message>());
}
msgLookup[msgType.getValue()].Enqueue(message);
QuickFix.Fields.PossDupFlag possDup = new QuickFix.Fields.PossDupFlag(false);
if (message.Header.IsSetField(possDup))
{
message.Header.GetField(possDup);
}
if (possDup.getValue() && msgType.getValue() != QuickFix.Fields.MsgType.SEQUENCE_RESET)
{
dups.Enqueue(message);
}
return(true);
}
public QuickFix.Message ReadNewOrderMultilegBytes()
{
var msg = new QuickFix.Message();
msg.FromString(newOrderMultilegBytes, true, dataDictionary, dataDictionary, msgFactory);
return(msg);
}
public QuickFix.Message ReadQuoteStatusRequestWithNestedGrp()
{
var msg = new QuickFix.Message();
msg.FromString(quoteStatusRequestWithNestedGrpsBytes, true, dataDictionary, dataDictionary, msgFactory);
return(msg);
}
public QuickFix.Message ReadMarketDataRequest()
{
var msg = new QuickFix.Message();
msg.FromString(marketDataRequestBytes, true, dataDictionary, dataDictionary, msgFactory);
return(msg);
}
public string BuildJSONFromString(string s, bool validateMsg = false, bool correctChks = true)
{
DateTime?logTimeStamp = null;
int fixStart = s.IndexOf("8=FIX");
if (fixStart > 0)
{
string dateString = s.Substring(0, fixStart - 1);
dateString = dateString.TrimEnd('\x01', ':', ' ');
string format = "yyyyMMdd-HH:mm:ss.fff";
DateTime dateTime;
if (DateTime.TryParseExact(dateString, format, CultureInfo.InvariantCulture, DateTimeStyles.None, out dateTime))
{
logTimeStamp = dateTime;
}
s = s.Substring(fixStart);
}
var msg = new QuickFix.Message();
var chksTuple = new Tuple <string, string>(string.Empty, string.Empty);
string sOrigChks = null;
if (correctChks)
{
if (!Utils.VerifyChecksum(ref s, out chksTuple, fixChecksum: true))
{
sOrigChks = chksTuple.Item1;
}
}
//---------------------------------------------------------------------------------------
msg.FromString(s, validateMsg, sessionDataDictionary, dataDictionary, messageFactory);
//---------------------------------------------------------------------------------------
MsgType msgType = QuickFix.Message.IdentifyType(s);
//Very inefficient. Need to rewrite to build JSON myself.
XElement xElem = BuildXML(msg, msgType, logTimeStamp, sOrigChks);
string jsonText = JsonConvert.SerializeXmlNode(xElem.GetXmlNode());
//=================================================================
return(jsonText);
//JTokenWriter writer = new JTokenWriter();
//writer.WriteStartObject();
//writer.WritePropertyName("name1");
//writer.WriteValue("value1");
//writer.WritePropertyName("name2");
//writer.WriteStartArray();
//writer.WriteValue(1);
//writer.WriteValue(2);
//writer.WriteEndArray();
//writer.WriteEndObject();
//JObject o = (JObject)writer.Token;
//return o.ToString();
}
