protected void ProcessNewOrder(object param)
{
try
{
lock (tLock)
{
Wrapper wrapper = (Wrapper)param;
Order order = OrderConverter.ConvertNewOrder(wrapper);
string sender = (string)wrapper.GetField(OrderFields.SENDER);
if (!string.IsNullOrEmpty(sender) && TestingModules.ContainsKey(sender))
{
SentOrders.Add(order.ClOrdId, sender);
QuickFix.Message nos = FIXMessageCreator.CreateNewOrderSingle(order.ClOrdId, order.Security.Symbol, order.Side, order.OrdType, order.SettlType,
order.TimeInForce, order.EffectiveTime, order.OrderQty, order.Price, order.StopPx,
order.Account, order.Exchange);
Session.SendToTarget(nos, SessionID);
SendersDict.Add(nos.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), sender);
KeysDict.Add(nos.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), order.ClOrdId);
}
else
{
throw new Exception("Cannot create an order for unknown sender");
}
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing new order @{0}:{1}", Configuration.Name, ex.Message), Fwk.Main.Common.Util.Constants.MessageType.Error);
}
}
protected void ProcessMessageReject(object param)
{
try
{
Reject reject = (Reject)param;
int refSeqNum = reject.GetInt(QuickFix.Fields.Tags.RefSeqNum);
if (SendersDict.ContainsKey(refSeqNum))
{
string sender = SendersDict[refSeqNum];
if (TestingModules.ContainsKey(sender))
{
if (KeysDict.ContainsKey(refSeqNum))
{
string key = KeysDict[refSeqNum];
RejectWrapper rejectWrapper = new RejectWrapper(key, reject);
TestingModules[sender].ProcessMessage(rejectWrapper);
}
else
{
DoLog(string.Format("Discarding message because no key was identified @{0}: Sender={1}", Configuration.Name, sender), Fwk.Main.Common.Util.Constants.MessageType.Information);
}
}
else
{
DoLog(string.Format("Discarding message because no sender was identified @{0}: Sender={1}", Configuration.Name, sender), Fwk.Main.Common.Util.Constants.MessageType.Information);
}
}
else
{
DoLog(string.Format("Discarding message because no sender was identified @{0}: Message={1}", Configuration.Name, refSeqNum), Fwk.Main.Common.Util.Constants.MessageType.Information);
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing a Reject message @{0}:{1}", Configuration.Name, ex.Message), Fwk.Main.Common.Util.Constants.MessageType.Error);
}
}
