public ParserPanel()
{
InitializeComponent();
_messageTable = new ParserMessageDataTable("Messages");
_messageView = new DataView(_messageTable);
_fieldTable = new FieldDataTable("Fields");
_fieldView = new DataView(_fieldTable);
_messageSearchTextBox = new SearchTextBox
{
Dock = DockStyle.Top
};
_messageSearchTextBox.TextChanged += MessageSearchTextBoxTextChanged;
_fieldSearchTextBox = new SearchTextBox
{
Dock = DockStyle.Top
};
_fieldSearchTextBox.TextChanged += FieldSearchTextBoxTextChanged;
_statusMessage = new TextBox
{
Dock = DockStyle.Bottom,
ReadOnly = true
};
messageStatusErrorImage = Properties.Resources.MessageStatusError;
messageStatusInfoImage = Properties.Resources.MessageStatusInfo;
messageStatusWarnImage = Properties.Resources.MessageStatusWarn;
messageStatusNoneImage = Properties.Resources.MessageStatusNone;
#region ToolStrip
var loadButton = new ToolStripButton(Properties.Resources.Open)
{
ImageTransparentColor = Color.Magenta,
ToolTipText = "Load a Glue/Gate/FIX Router/Desk Server log file"
};
loadButton.Click += LoadClientMessagesButtonClick;
_showAdminMessageCheckBox = new ToolStripCheckBox();
_showAdminMessageCheckBox.CheckChanged += ShowAdminMessageCheckBoxCheckChanged;
_statusNoneMenuItem = new ToolStripMenuItem {
Text = "None", Checked = true, CheckOnClick = true
};
_statusNoneMenuItem.Click += StatusMenuItemClick;
_statusInfoMenuItem = new ToolStripMenuItem {
Text = "Info", Checked = true, CheckOnClick = true
};
_statusInfoMenuItem.Click += StatusMenuItemClick;
_statusWarnMenuItem = new ToolStripMenuItem {
Text = "Warn", Checked = true, CheckOnClick = true
};
_statusWarnMenuItem.Click += StatusMenuItemClick;
_statusErrorMenuItem = new ToolStripMenuItem {
Text = "Error", Checked = true, CheckOnClick = true
};
_statusErrorMenuItem.Click += StatusMenuItemClick;
_statusButton = new ToolStripDropDownButton("Message Status");
_statusButton.DropDownItems.Add(_statusNoneMenuItem);
_statusButton.DropDownItems.Add(_statusInfoMenuItem);
_statusButton.DropDownItems.Add(_statusWarnMenuItem);
_statusButton.DropDownItems.Add(_statusErrorMenuItem);
var toolStrip = new ToolStrip(new ToolStripItem[]
{
loadButton,
new ToolStripLabel("Show Administrative Messages"),
_showAdminMessageCheckBox,
_statusButton
})
{
GripStyle = ToolStripGripStyle.Hidden,
BackColor = LookAndFeel.Color.ToolStrip,
Renderer = new ToolStripRenderer()
};
#endregion
var splitter = new SplitContainer
{
Orientation = Orientation.Horizontal,
Dock = DockStyle.Fill,
SplitterDistance = 200
};
var messageSplitter = new SplitContainer
{
Orientation = Orientation.Vertical,
Dock = DockStyle.Fill
};
var container = new ToolStripContainer {
Dock = DockStyle.Fill
};
container.ContentPanel.Controls.Add(messageSplitter);
container.TopToolStripPanel.Join(toolStrip);
container.TopToolStripPanel.BackColor = LookAndFeel.Color.ToolStrip;
_messageGridView = new ParserMessageDataGridView
{
Dock = DockStyle.Fill,
VirtualMode = true
};
_messageGridView.SelectionChanged += ClientMessageGridGridSelectionChanged;
_messageGridView.CellValueNeeded += MessageGridViewCellValueNeeded;
_messageGridView.CellFormatting += MessageGridViewCellFormatting;
foreach (DataColumn source in _messageTable.Columns)
{
if (source.ColumnMapping == MappingType.Hidden)
{
continue;
}
DataGridViewColumn column;
if (source.DataType == typeof(Image))
{
column = new DataGridViewImageColumn
{
Name = source.ColumnName,
ValueType = source.DataType
};
}
else
{
column = new DataGridViewTextBoxColumn
{
Name = source.ColumnName,
ValueType = source.DataType
};
}
_messageGridView.Columns.Add(column);
}
var fieldGridView = new FieldDataGridView
{
Dock = DockStyle.Fill,
DataSource = _fieldView
};
messageSplitter.Panel1.Controls.Add(_messageGridView);
messageSplitter.Panel1.Controls.Add(_messageSearchTextBox);
messageSplitter.Panel2.Controls.Add(fieldGridView);
messageSplitter.Panel2.Controls.Add(_fieldSearchTextBox);
messageSplitter.Panel2.Controls.Add(_statusMessage);
_orderBook = new Fix.OrderBook();
_orderBook.Messages.MessageAdded += MessagesMessageAdded;
_orderBook.OrderInserted += OrderBookOrderInserted;
_orderBook.OrderUpdated += OrderBookOrderUpdated;
_orderTable = new OrderDataTable("Orders");
_orderView = new DataView(_orderTable);
orderGrid = new OrderDataGridView
{
DataSource = _orderView,
Dock = DockStyle.Fill,
DisplayExDestination = true
};
_orderSearchTextBox = new SearchTextBox
{
Dock = DockStyle.Top
};
_orderSearchTextBox.TextChanged += OrderSearchTextBoxTextChanged;
splitter.Panel1.Controls.Add(container);
splitter.Panel2.Controls.Add(orderGrid);
splitter.Panel2.Controls.Add(_orderSearchTextBox);
ContentPanel.Controls.Add(splitter);
ShowAdminMessageCheckBoxCheckChanged(this, null);
}
public OrdersPanel(MessagesPanel messageDefaults, ToolStripButton defaultsButton)
{
_messageDefaults = messageDefaults;
_defaultsButton = defaultsButton;
#region ToolStrip
_clientToolStrip = new ToolStrip
{
GripStyle = ToolStripGripStyle.Hidden,
BackColor = LookAndFeel.Color.ToolStrip,
Renderer = new ToolStripRenderer()
};
_cancelButton = new ToolStripSplitButton
{
Text = "Cancel",
ToolTipText = "Cancel the selected order"
};
_cancelButton.Click += CancelButtonClick;
_cancelAllButton = new ToolStripMenuItem
{
Text = "Cancel All",
ToolTipText = "Cancel all open orders immediately"
};
_cancelAllButton.Click += CancelAllButtonClick;
_cancelButton.DropDownItems.Add(_cancelAllButton);
_amendButton = new ToolStripButton
{
Text = "Amend",
ToolTipText = "Amend the selected order"
};
_amendButton.Click += AmendButtonClick;
_statusButton = new ToolStripButton
{
Text = "Status",
ToolTipText = "Request a status update for the selected order"
};
_statusButton.Click += StatusButtonClick;
_listExecuteButton = new ToolStripButton
{
Text = "ListExecute",
ToolTipText = "Execute the Order List associated with the selected order"
};
_listExecuteButton.Click += ListExecuteButtonClick;
_listStatusButton = new ToolStripButton
{
Text = "ListStatus",
ToolTipText =
"Request the status of the Order List associated with the selected order"
};
_listStatusButton.Click += ListStatusButtonClick;
_listCancelButton = new ToolStripButton
{
Text = "ListCancel",
ToolTipText = "Cancel the Order List associated with the selected order"
};
_listCancelButton.Click += ListCancelButtonClick;
_clientToolStrip.Items.AddRange(new ToolStripItem[]
{
_cancelButton,
_amendButton,
_statusButton,
new ToolStripSeparator(),
_listExecuteButton,
_listStatusButton,
_listCancelButton
});
_serverToolStrip = new ToolStrip
{
GripStyle = ToolStripGripStyle.Hidden,
BackColor = LookAndFeel.Color.ToolStrip,
Renderer = new ToolStripRenderer()
};
_ackButton = new ToolStripDropDownButton
{
Text = "Ack",
ToolTipText = "Acknowledge the selected order"
};
_ackButton.Click += AckButtonClick;
_ackAllButton = new ToolStripMenuItem
{
Text = "Acknowledge All",
ToolTipText = "Acknowledge all pending orders immediately"
};
_ackAllButton.Click += AcknowledgeAllButtonClick;
_ackButton.DropDownItems.Add(_ackAllButton);
_rejectButton = new ToolStripDropDownButton
{
Text = "Reject",
ToolTipText = "Reject the selected order"
};
_rejectButton.Click += RejectButtonClick;
_rejectAllButton = new ToolStripMenuItem
{
Text = "Reject All",
ToolTipText = "Reject all pending orders immediately"
};
_rejectAllButton.Click += RejectAllButtonClick;
_rejectButton.DropDownItems.Add(_rejectAllButton);
_acceptorCancelButton = new ToolStripSplitButton
{
Text = "Cancel",
ToolTipText = "Cancel the selected order"
};
_acceptorCancelButton.Click += CancelButtonClick;
_acceptorCancelAllButton = new ToolStripMenuItem
{
Text = "Cancel All",
ToolTipText = "Cancel all open orders immediately"
};
_acceptorCancelAllButton.Click += CancelAllButtonClick;
_acceptorCancelButton.DropDownItems.Add(_acceptorCancelAllButton);
_reportButton = new ToolStripButton
{
Text = "Report",
ToolTipText = "Send an execution teport for the selected order"
};
_reportButton.Click += ReportButtonClick;
_serverToolStrip.Items.AddRange(new ToolStripItem[]
{
_ackButton,
_rejectButton,
_acceptorCancelButton,
_reportButton
});
#endregion
#region MenuStrip
_clientMenuStrip = new ToolStripMenuItem("Action");
_cancelMenuItem = new ToolStripMenuItem("Cancel", _cancelButton.Image);
_cancelMenuItem.Click += CancelButtonClick;
_clientMenuStrip.DropDownItems.Add(_cancelMenuItem);
_amendMenuItem = new ToolStripMenuItem("Amend", _amendButton.Image);
_amendMenuItem.Click += AmendButtonClick;
_clientMenuStrip.DropDownItems.Add(_amendMenuItem);
_statusMenuItem = new ToolStripMenuItem("Status", _statusButton.Image);
_statusMenuItem.Click += StatusButtonClick;
_clientMenuStrip.DropDownItems.Add(_statusMenuItem);
_clientMenuStrip.DropDownItems.Add(new ToolStripSeparator());
_listExecuteMenuItem = new ToolStripMenuItem("ListExecute", _listExecuteButton.Image);
_listExecuteMenuItem.Click += ListExecuteButtonClick;
_clientMenuStrip.DropDownItems.Add(_listExecuteMenuItem);
_listStatusMenuItem = new ToolStripMenuItem("ListStatus", _listStatusButton.Image);
_listStatusMenuItem.Click += ListStatusButtonClick;
_clientMenuStrip.DropDownItems.Add(_listStatusMenuItem);
_listCancelMenuItem = new ToolStripMenuItem("ListCancel", _listCancelButton.Image);
_listCancelMenuItem.Click += ListCancelButtonClick;
_clientMenuStrip.DropDownItems.Add(_listCancelMenuItem);
_serverMenuStrip = new ToolStripMenuItem("Action");
_ackMenuItem = new ToolStripMenuItem("Acknowledge", _ackButton.Image);
_ackMenuItem.Click += AckButtonClick;
_serverMenuStrip.DropDownItems.Add(_ackMenuItem);
_rejectMenuItem = new ToolStripMenuItem("Reject", _rejectButton.Image);
_rejectMenuItem.Click += RejectButtonClick;
_serverMenuStrip.DropDownItems.Add(_rejectMenuItem);
_reportMenuItem = new ToolStripMenuItem("Report", _reportButton.Image);
_reportMenuItem.Click += ReportButtonClick;
_serverMenuStrip.DropDownItems.Add(_reportMenuItem);
#endregion
_orderTable = new OrderDataTable("Orders");
_orderView = new DataView(_orderTable);
_orderGrid = new OrderDataGridView
{
Dock = DockStyle.Fill,
DataSource = _orderView
};
_orderGrid.SelectionChanged += (sender, ev) => UpdateUiState();
_orderSearchTextBox = new SearchTextBox
{
Dock = DockStyle.Top
};
_orderSearchTextBox.TextChanged += (sender, ev) => ApplyFilters();
ContentPanel.Controls.Add(_orderGrid);
ContentPanel.Controls.Add(_orderSearchTextBox);
UpdateUiState();
ApplyFilters();
IntPtr h = Handle;
}
static void UpdateRow(OrderDataRow row)
{
Fix.Order order = row.Order;
row[OrderDataTable.ColumnQuantity] = order.OrderQty;
row[OrderDataTable.ColumnSymbol] = order.Symbol;
row[OrderDataTable.ColumnExDestination] = order.ExDestination;
if (order.TimeInForce != null)
{
row[OrderDataTable.ColumnTimeInForce] = (Fix.TimeInForce)order.TimeInForce;
row[OrderDataTable.ColumnTimeInForceString] = OrderDataGridView.ShortTimeInForceDescription(order.TimeInForce.Value);
}
if (order.OrdStatus != null)
{
row[OrderDataTable.ColumnOrdStatus] = (Fix.OrdStatus)order.OrdStatus;
row[OrderDataTable.ColumnOrdStatusString] = ((Fix.OrdStatus)order.OrdStatus).ToString();
}
else
{
row[OrderDataTable.ColumnOrdStatusString] = Fix.OrdStatus.PendingNew.ToString();
}
if (order.OrigClOrdID != null)
{
row[OrderDataTable.ColumnOrigClOrdId] = order.OrigClOrdID;
}
if (order.Side != null)
{
row[OrderDataTable.ColumnSide] = (Fix.Side)order.Side;
row[OrderDataTable.ColumnSideString] = ((Fix.Side)order.Side).ToString();
}
long cumQty = order.CumQty ?? 0;
long leavesQty = order.LeavesQty ?? 0;
if (!order.LeavesQty.HasValue)
{
if (order.Active)
{
leavesQty = order.OrderQty - cumQty;
}
}
row[OrderDataTable.ColumnLeaves] = leavesQty;
row[OrderDataTable.ColumnDone] = cumQty;
if (order.AvgPx != null)
{
row[OrderDataTable.ColumnAvgPrice] = order.AvgPx.Value;
}
if (order.Price != null)
{
row[OrderDataTable.ColumnLimit] = order.Price.Value;
}
if (order.ListID != null)
{
row[OrderDataTable.ColumnListId] = order.ListID;
}
if (order.Text != null)
{
row[OrderDataTable.ColumnText] = order.Text;
}
}
static void UpdateRow(OrderDataRow row)
{
if (row.Order is not Fix.Order order)
{
return;
}
row[OrderDataTable.ColumnQuantity] = order.OrderQty;
row[OrderDataTable.ColumnPendingQuantity] = order.PendingOrderQty;
row[OrderDataTable.ColumnSymbol] = order.Symbol;
if (order.TimeInForce != null)
{
row[OrderDataTable.ColumnTimeInForce] = order.TimeInForce;
row[OrderDataTable.ColumnTimeInForceString] = OrderDataGridView.ShortTimeInForceDescription(order.TimeInForce);
}
if (order.OrdStatus != null)
{
row[OrderDataTable.ColumnOrdStatus] = order.OrdStatus;
row[OrderDataTable.ColumnOrdStatusString] = order.OrdStatus.Name;
}
else
{
row[OrderDataTable.ColumnOrdStatusString] = FIX_5_0SP2.OrdStatus.PendingNew.Name;
}
if (order.OrigClOrdID != null)
{
row[OrderDataTable.ColumnOrigClOrdId] = order.OrigClOrdID;
}
if (order.Side != null)
{
row[OrderDataTable.ColumnSide] = order.Side;
row[OrderDataTable.ColumnSideString] = order.Side.Name;
}
long leavesQty = 0;
long cumQty = order.CumQty ?? 0;
if (order.LeavesQty.HasValue)
{
leavesQty = order.LeavesQty.Value;
}
else if (order.CumQty.HasValue)
{
if (order.Active)
{
leavesQty = order.OrderQty - order.CumQty ?? 0;
}
}
row[OrderDataTable.ColumnLeaves] = leavesQty;
row[OrderDataTable.ColumnDone] = cumQty;
if (order.AvgPx != null)
{
row[OrderDataTable.ColumnAvgPrice] = order.AvgPx.Value;
}
if (order.Price != null)
{
row[OrderDataTable.ColumnLimit] = order.Price.Value;
}
row[OrderDataTable.ColumnPendingLimit] = order.PendingPrice;
if (order.ListID != null)
{
row[OrderDataTable.ColumnListId] = order.ListID;
}
if (order.Text != null)
{
row[OrderDataTable.ColumnText] = order.Text;
}
}
