protected void NextSequenceReset(Message sequenceReset)
{
bool isGapFill = false;
if (sequenceReset.IsSetField(Fields.Tags.GapFillFlag))
{
isGapFill = sequenceReset.GetBoolean(Fields.Tags.GapFillFlag);
}
if (!Verify(sequenceReset, isGapFill, isGapFill))
{
return;
}
if (sequenceReset.IsSetField(Fields.Tags.NewSeqNo))
{
int newSeqNo = sequenceReset.GetInt(Fields.Tags.NewSeqNo);
this.Log.OnEvent("Received SequenceReset FROM: " + state_.GetNextTargetMsgSeqNum() + " TO: " + newSeqNo);
if (newSeqNo > state_.GetNextTargetMsgSeqNum())
{
state_.SetNextTargetMsgSeqNum(newSeqNo);
}
else
{
if (newSeqNo < state_.GetNextTargetMsgSeqNum())
{
GenerateReject(sequenceReset, FixValues.SessionRejectReason.VALUE_IS_INCORRECT);
}
}
}
}
protected void NextLogon(Message logon)
{
Fields.ResetSeqNumFlag resetSeqNumFlag = new Fields.ResetSeqNumFlag(false);
if (logon.IsSetField(resetSeqNumFlag))
{
logon.GetField(resetSeqNumFlag);
}
state_.ReceivedReset = resetSeqNumFlag.Obj;
if (!state_.IsInitiator && this.ResetOnLogon)
{
state_.Reset();
}
if (!Verify(logon, false, true))
{
return;
}
if (!IsGoodTime(logon))
{
this.Log.OnEvent("Logon had bad sending time");
Disconnect("bad sending time");
return;
}
state_.ReceivedLogon = true;
this.Log.OnEvent("Received logon");
if (!state_.IsInitiator)
{
int heartBtInt = logon.GetInt(Fields.Tags.HeartBtInt);
state_.HeartBtInt = heartBtInt;
GenerateLogon(heartBtInt);
this.Log.OnEvent("Responding to logon request");
}
state_.SentReset = false;
state_.ReceivedReset = false;
int msgSeqNum = logon.Header.GetInt(Fields.Tags.MsgSeqNum);
if (IsTargetTooHigh(msgSeqNum) && !resetSeqNumFlag.Obj)
{
DoTargetTooHigh(logon, msgSeqNum);
}
else
{
state_.IncrNextTargetMsgSeqNum();
NextQueued();
}
}
protected void NextSequenceReset(Message sequenceReset)
{
bool isGapFill = false;
if (sequenceReset.IsSetField(Fields.Tags.GapFillFlag))
isGapFill = sequenceReset.GetBoolean(Fields.Tags.GapFillFlag);
if (!Verify(sequenceReset, isGapFill, isGapFill))
return;
if (sequenceReset.IsSetField(Fields.Tags.NewSeqNo))
{
int newSeqNo = sequenceReset.GetInt(Fields.Tags.NewSeqNo);
this.Log.OnEvent("Received SequenceReset FROM: " + state_.GetNextTargetMsgSeqNum() + " TO: " + newSeqNo);
if (newSeqNo > state_.GetNextTargetMsgSeqNum())
{
state_.SetNextTargetMsgSeqNum(newSeqNo);
}
else
{
if (newSeqNo < state_.GetNextTargetMsgSeqNum())
GenerateReject(sequenceReset, FixValues.SessionRejectReason.VALUE_IS_INCORRECT);
}
}
}
protected void NextResendRequest(Message resendReq)
{
try
{
int msgSeqNum = 0;
if (!(this.IgnorePossDupResendRequests && resendReq.Header.IsSetField(Tags.PossDupFlag)))
{
int begSeqNo = resendReq.GetInt(Fields.Tags.BeginSeqNo);
int endSeqNo = resendReq.GetInt(Fields.Tags.EndSeqNo);
this.Log.OnEvent("Got resend request from " + begSeqNo + " to " + endSeqNo);
if ((endSeqNo == 999999) || (endSeqNo == 0))
{
endSeqNo = state_.GetNextSenderMsgSeqNum() - 1;
}
if (!PersistMessages)
{
endSeqNo++;
int next = state_.GetNextSenderMsgSeqNum();
if (endSeqNo > next)
endSeqNo = next;
GenerateSequenceReset(resendReq, begSeqNo, endSeqNo);
return;
}
List<string> messages = new List<string>();
state_.Get(begSeqNo, endSeqNo, messages);
int current = begSeqNo;
int begin = 0;
foreach (string msgStr in messages)
{
Message msg = new Message(msgStr);
msgSeqNum = msg.Header.GetInt(Tags.MsgSeqNum);
if ((current != msgSeqNum) && begin == 0)
{
begin = current;
}
if (IsAdminMessage(msg))
{
if (begin == 0)
{
begin = msgSeqNum;
}
}
else
{
initializeResendFields(msg);
if (begin != 0)
{
GenerateSequenceReset(resendReq, begin, msgSeqNum);
}
Send(msg.ToString());
begin = 0;
}
current = msgSeqNum + 1;
}
if (begin != 0)
{
GenerateSequenceReset(resendReq, begin, msgSeqNum + 1);
}
if (endSeqNo > msgSeqNum)
{
endSeqNo = endSeqNo + 1;
int next = state_.GetNextSenderMsgSeqNum();
if (endSeqNo > next)
{
endSeqNo = next;
}
GenerateSequenceReset(resendReq, begSeqNo, endSeqNo);
}
}
msgSeqNum = resendReq.Header.GetInt(Tags.MsgSeqNum);
if (!IsTargetTooHigh(msgSeqNum) && !IsTargetTooLow(msgSeqNum))
{
state_.IncrNextTargetMsgSeqNum();
}
}
catch (System.Exception e)
{
this.Log.OnEvent("ERROR during resend request " + e.Message);
}
}
protected void NextLogon(Message logon)
{
Fields.ResetSeqNumFlag resetSeqNumFlag = new Fields.ResetSeqNumFlag(false);
if (logon.IsSetField(resetSeqNumFlag))
logon.GetField(resetSeqNumFlag);
state_.ReceivedReset = resetSeqNumFlag.Obj;
if (!state_.IsInitiator && this.ResetOnLogon)
state_.Reset();
if (!Verify(logon, false, true))
return;
if (!IsGoodTime(logon))
{
this.Log.OnEvent("Logon had bad sending time");
Disconnect("bad sending time");
return;
}
state_.ReceivedLogon = true;
this.Log.OnEvent("Received logon");
if (!state_.IsInitiator)
{
int heartBtInt = logon.GetInt(Fields.Tags.HeartBtInt);
state_.HeartBtInt = heartBtInt;
GenerateLogon(logon);
this.Log.OnEvent("Responding to logon request");
}
state_.SentReset = false;
state_.ReceivedReset = false;
int msgSeqNum = logon.Header.GetInt(Fields.Tags.MsgSeqNum);
if (IsTargetTooHigh(msgSeqNum) && !resetSeqNumFlag.Obj)
{
DoTargetTooHigh(logon, msgSeqNum);
}
else
{
state_.IncrNextTargetMsgSeqNum();
NextQueued();
}
if (this.IsLoggedOn)
this.Application.OnLogon(this.SessionID);
}
/// <summary>
/// FIXME don't do so much operator new here
/// </summary>
/// <param name="heartBtInt"></param>
/// <returns></returns>
protected bool GenerateLogon(Message otherLogon)
{
Message logon = msgFactory_.Create(this.SessionID.BeginString, Fields.MsgType.LOGON);
logon.SetField(new Fields.EncryptMethod(0));
if (this.SessionID.IsFIXT)
logon.SetField(new Fields.DefaultApplVerID(this.SenderDefaultApplVerID));
if (state_.ReceivedReset)
logon.SetField(new Fields.ResetSeqNumFlag(true));
logon.SetField(new Fields.HeartBtInt(otherLogon.GetInt(Tags.HeartBtInt)));
if (this.EnableLastMsgSeqNumProcessed)
logon.Header.SetField(new Fields.LastMsgSeqNumProcessed(otherLogon.Header.GetInt(Tags.MsgSeqNum)));
InitializeHeader(logon);
state_.SentLogon = SendRaw(logon, 0);
return state_.SentLogon;
}
protected void NextResendRequest(Message resendReq)
{
if (!Verify(resendReq, false, false))
return;
try
{
int msgSeqNum = 0;
if (!(this.IgnorePossDupResendRequests && resendReq.Header.IsSetField(Tags.PossDupFlag)))
{
int begSeqNo = resendReq.GetInt(Fields.Tags.BeginSeqNo);
int endSeqNo = resendReq.GetInt(Fields.Tags.EndSeqNo);
this.Log.OnEvent("Got resend request from " + begSeqNo + " to " + endSeqNo);
if ((endSeqNo == 999999) || (endSeqNo == 0))
{
endSeqNo = state_.GetNextSenderMsgSeqNum() - 1;
}
if (!PersistMessages)
{
endSeqNo++;
int next = state_.GetNextSenderMsgSeqNum();
if (endSeqNo > next)
endSeqNo = next;
GenerateSequenceReset(resendReq, begSeqNo, endSeqNo);
return;
}
List<string> messages = new List<string>();
state_.Get(begSeqNo, endSeqNo, messages);
int current = begSeqNo;
int begin = 0;
foreach (string msgStr in messages)
{
Message msg = new Message();
msg.FromString(msgStr, true, this.SessionDataDictionary, this.ApplicationDataDictionary, msgFactory_);
msgSeqNum = msg.Header.GetInt(Tags.MsgSeqNum);
if ((current != msgSeqNum) && begin == 0)
{
begin = current;
}
if (IsAdminMessage(msg) && !(this.ResendSessionLevelRejects && msg.Header.GetString(Tags.MsgType) == MsgType.REJECT))
{
if (begin == 0)
{
begin = msgSeqNum;
}
}
else
{
initializeResendFields(msg);
if(!ResendApproved(msg, SessionID))
{
continue;
}
if (begin != 0)
{
GenerateSequenceReset(resendReq, begin, msgSeqNum);
}
Send(msg.ToString());
begin = 0;
}
current = msgSeqNum + 1;
}
int nextSeqNum = state_.GetNextSenderMsgSeqNum();
if (++endSeqNo > nextSeqNum)
{
endSeqNo = nextSeqNum;
}
if (begin == 0)
{
begin = current;
}
if (endSeqNo > begin)
{
GenerateSequenceReset(resendReq, begin, endSeqNo);
}
}
msgSeqNum = resendReq.Header.GetInt(Tags.MsgSeqNum);
if (!IsTargetTooHigh(msgSeqNum) && !IsTargetTooLow(msgSeqNum))
{
state_.IncrNextTargetMsgSeqNum();
}
}
catch (System.Exception e)
{
this.Log.OnEvent("ERROR during resend request " + e.Message);
}
}
public void SetFieldsTest()
{
var message = new Message();
var allocId = new AllocID("123456");
var allocAccount = new AllocAccount("QuickFixAccount");
var allocAccountType = new AllocAccountType(AllocAccountType.HOUSE_TRADER);
message.SetFields(new IField[] { allocAccount, allocAccountType, allocId });
Assert.AreEqual(true, message.IsSetField(Tags.AllocID));
Assert.AreEqual("123456", message.GetField(Tags.AllocID));
Assert.AreEqual(true, message.IsSetField(Tags.AllocAccount));
Assert.AreEqual("QuickFixAccount", message.GetField(Tags.AllocAccount));
Assert.AreEqual(true, message.IsSetField(Tags.AllocAccountType));
Assert.AreEqual(AllocAccountType.HOUSE_TRADER, message.GetInt(Tags.AllocAccountType));
}
protected void NextLogon(Message logon)
{
Fields.ResetSeqNumFlag resetSeqNumFlag = new Fields.ResetSeqNumFlag(false);
if (logon.IsSetField(resetSeqNumFlag))
logon.GetField(resetSeqNumFlag);
state_.ReceivedReset = resetSeqNumFlag.Obj;
if (state_.ReceivedReset)
{
this.Log.OnEvent("Sequence numbers reset due to ResetSeqNumFlag=Y");
if (!state_.SentReset)
{
state_.Reset("Reset requested by counterparty");
}
}
if (!state_.IsInitiator && this.ResetOnLogon)
state_.Reset("ResetOnLogon");
if (this.RefreshOnLogon)
Refresh();
if (!Verify(logon, false, true))
return;
if (!IsGoodTime(logon))
{
this.Log.OnEvent("Logon has bad sending time");
Disconnect("bad sending time");
return;
}
state_.ReceivedLogon = true;
this.Log.OnEvent("Received logon");
if (!state_.IsInitiator)
{
int heartBtInt = logon.GetInt(Fields.Tags.HeartBtInt);
state_.HeartBtInt = (int)Math.Floor(heartBtInt / (double)2);
GenerateLogon(logon);
this.Log.OnEvent("Responding to logon request");
}
state_.SentReset = false;
state_.ReceivedReset = false;
int msgSeqNum = logon.Header.GetInt(Fields.Tags.MsgSeqNum);
if (IsTargetTooHigh(msgSeqNum) && !resetSeqNumFlag.Obj)
{
DoTargetTooHigh(logon, msgSeqNum);
}
else
{
state_.IncrNextTargetMsgSeqNum();
}
if (this.IsLoggedOn)
this.Application.OnLogon(this.SessionID);
}
protected void NextResendRequest(Message resendReq)
{
try
{
// FIXME
int begSeqNo = resendReq.GetInt(Fields.Tags.BeginSeqNo);
int endSeqNo = resendReq.GetInt(Fields.Tags.EndSeqNo);
this.Log.OnEvent("Got resend request from " + begSeqNo + " to " + endSeqNo);
if ((endSeqNo == 999999) || (endSeqNo == 0))
{
endSeqNo = state_.GetNextSenderMsgSeqNum() - 1;
}
List <string> messages = new List <string>();
state_.Get(begSeqNo, endSeqNo, messages);
int current = begSeqNo;
int begin = 0;
int msgSeqNum = 0;
foreach (string msgStr in messages)
{
Message msg = new Message(msgStr);
msgSeqNum = msg.Header.GetInt(Tags.MsgSeqNum);
if ((current != msgSeqNum) && begin == 0)
{
begin = current;
}
if (IsAdminMessage(msg))
{
if (begin == 0)
{
begin = msgSeqNum;
}
}
else
{
initializeResendFields(msg);
if (begin != 0)
{
GenerateSequenceReset(begin, msgSeqNum);
}
Send(msg.ToString());
begin = 0;
}
current = msgSeqNum + 1;
}
if (begin != 0)
{
GenerateSequenceReset(begin, msgSeqNum + 1);
}
if (endSeqNo > msgSeqNum)
{
endSeqNo = endSeqNo + 1;
int next = state_.GetNextSenderMsgSeqNum();
if (endSeqNo > next)
{
endSeqNo = next;
}
GenerateSequenceReset(begSeqNo, endSeqNo);
}
msgSeqNum = resendReq.Header.GetInt(Tags.MsgSeqNum);
if (!IsTargetTooHigh(msgSeqNum) && !IsTargetTooLow(msgSeqNum))
{
state_.IncrNextTargetMsgSeqNum();
}
}
catch (System.Exception e)
{
this.Log.OnEvent("ERROR during resend request " + e.Message);
}
}
public static QuickFix.FIX44.OrderCancelReject Fix44Reject2OrderCancelReject(QuickFix.Message msgReject, QuickFix.Message msgOri)
{
try
{
QuickFix.FIX44.OrderCancelReject ocr = new QuickFix.FIX44.OrderCancelReject();
if (msgOri.IsSetField(Tags.OrderID))
{
ocr.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
}
else
{
ocr.Set(new OrderID("NONE"));
}
ocr.Set(new ClOrdID(msgOri.GetString(Tags.ClOrdID))); // mandatory
ocr.Set(new OrigClOrdID(msgOri.GetString(Tags.OrigClOrdID))); // mandatory
ocr.Set(new OrdStatus(OrdStatus.REJECTED)); // mandatory
if (msgOri.IsSetField(Tags.Account))
{
ocr.SetField(new Account(msgOri.GetString(Tags.Account)));
}
if (msgOri.Header.GetString(Tags.MsgType).Equals(MsgType.ORDER_CANCEL_REQUEST)) // mandatory
{
ocr.Set(new CxlRejResponseTo('1'));
}
else
{
ocr.Set(new CxlRejResponseTo('2'));
}
if (msgReject.IsSetField(Tags.Text))
{
ocr.Set(new Text(msgReject.GetString(Tags.Text)));
}
// ocr.Set(new CxlRejReason(2137));
// Tratamento tag SecondaryOrderID
// Se nao vier na mensagem busca pelo TO
//if (msgOri.IsSetField(Tags.SecondaryOrderID))
//{
// ocr.Set(new SecondaryOrderID(msgOri.GetString(Tags.SecondaryOrderID)));
//}
//else
//{
// if (null != to)
// {
// if (!string.IsNullOrEmpty(to.SecondaryOrderID))
// ocr.Set(new SecondaryOrderID(to.SecondaryOrderID));
//
// if (!string.IsNullOrEmpty(to.TradeDate))
// ocr.Set(new TradeDate(to.TradeDate));
// }
//}
int len = msgOri.GetInt(Tags.NoPartyIDs);
for (int i = 0; i < len; i++)
{
Group grp = msgOri.GetGroup(i + 1, Tags.NoPartyIDs);
ocr.AddGroup(grp);
}
ocr.Set(new Symbol(msgOri.GetString(Tags.Symbol)));
if (msgOri.IsSetField(Tags.SecurityID))
{
ocr.Set(new SecurityID(msgOri.GetField(Tags.SecurityID)));
}
if (msgOri.IsSetField(Tags.SecurityIDSource))
{
ocr.Set(new SecurityIDSource(msgOri.GetField(Tags.SecurityIDSource)));
}
ocr.Set(new Side(msgOri.GetChar(Tags.Side)));
if (msgOri.IsSetField(Tags.Memo))
{
ocr.Set(new Memo(msgOri.GetString(Tags.Memo)));
}
return(ocr);
}
catch (Exception ex)
{
logger.Error("Fix44Reject2OrderCancelReject(): " + ex.Message, ex);
return(null);
}
}
public static QuickFix.FIX44.ExecutionReport Fix44Rejection2ExecutionReport(QuickFix.Message msgReject, QuickFix.Message msgOri)
{
try
{
QuickFix.FIX44.ExecutionReport er = new QuickFix.FIX44.ExecutionReport();
if (msgOri.IsSetField(Tags.OrderID))
{
er.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
}
else
{
er.Set(new OrderID("NONE"));
}
if (msgOri.IsSetField(Tags.ClOrdID))
{
er.Set(new ClOrdID(msgOri.GetField(Tags.ClOrdID)));
}
if (msgOri.IsSetField(Tags.OrigClOrdID))
{
er.Set(new OrigClOrdID(msgOri.GetField(Tags.OrigClOrdID)));
}
// Fazer atribuicao dos PartyIDs da mensagem original
int len = msgOri.GetInt(Tags.NoPartyIDs);
for (int i = 0; i < len; i++)
{
Group grp = msgOri.GetGroup(i + 1, Tags.NoPartyIDs);
er.AddGroup(grp);
}
er.Set(new ExecID(DateTime.Now.ToString("yyyyMMddHHmmssfff")));
er.Set(new ExecType(ExecType.REJECTED));
er.Set(new OrdStatus(OrdStatus.REJECTED));
if (msgOri.IsSetField(Tags.Account))
{
er.Set(new Account(msgOri.GetField(Tags.Account)));
}
er.Set(new Symbol(msgOri.GetField(Tags.Symbol)));
if (msgOri.IsSetField(Tags.SecurityID))
{
er.Set(new SecurityID(msgOri.GetField(Tags.SecurityID)));
}
if (msgOri.IsSetField(Tags.SecurityIDSource))
{
er.Set(new SecurityIDSource(msgOri.GetField(Tags.SecurityIDSource)));
}
er.Set(new Side(msgOri.GetChar(Tags.Side)));
er.Set(new OrderQty(msgOri.GetDecimal(Tags.OrderQty)));
if (msgOri.IsSetField(Tags.OrdType))
{
er.Set(new OrdType(msgOri.GetChar(Tags.OrdType)));
}
if (msgOri.IsSetField(Tags.Price))
{
er.Set(new Price(msgOri.GetDecimal(Tags.Price)));
}
if (msgOri.IsSetField(Tags.StopPx))
{
er.Set(new StopPx(msgOri.GetDecimal(Tags.StopPx)));
}
if (msgOri.IsSetField(Tags.TimeInForce))
{
er.Set(new TimeInForce(msgOri.GetChar(Tags.TimeInForce)));
}
if (msgOri.IsSetField(Tags.ExpireDate))
{
er.Set(new ExpireDate(msgOri.GetField(Tags.ExpireDate)));
}
er.Set(new LeavesQty(0));
er.Set(new CumQty(0));
er.Set(new AvgPx(Decimal.Zero));
DateTime transact = DateTime.UtcNow;
er.Set(new TransactTime(transact));
if (msgOri.IsSetField(Tags.MaxFloor))
{
er.Set(new MaxFloor(msgOri.GetDecimal(Tags.MaxFloor)));
}
if (msgOri.IsSetField(Tags.Memo))
{
er.SetField(new Memo(msgOri.GetString(Tags.Memo)));
}
if (msgReject.IsSetField(Tags.Text))
{
er.Set(new Text(msgReject.GetField(Tags.Text)));
}
if (msgReject.IsSetField(Tags.OrderID))
{
er.Set(new OrderID(msgReject.GetField(Tags.OrderID)));
}
return(er);
}
catch (Exception ex)
{
logger.Error("Fix44Rejection2ExecutionReport(): " + ex.Message, ex);
return(null);
}
}
public static QuickFix.FIX42.OrderCancelReject Fix42Reject2OrderCancelReject(QuickFix.Message msgReject, QuickFix.Message msgOri)
{
try
{
QuickFix.FIX42.OrderCancelReject ocr = new QuickFix.FIX42.OrderCancelReject();
if (msgOri.IsSetField(Tags.OrderID))
{
ocr.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
}
else
{
ocr.Set(new OrderID("NONE"));
}
if (msgOri.IsSetField(Tags.SecondaryOrderID))
{
ocr.Set(new SecondaryOrderID(msgOri.GetString(Tags.SecondaryOrderID)));
}
if (msgOri.IsSetField(Tags.ClOrdID))
{
ocr.Set(new ClOrdID(msgOri.GetString(Tags.ClOrdID)));
}
if (msgOri.IsSetField(Tags.OrigClOrdID))
{
ocr.Set(new OrigClOrdID(msgOri.GetString(Tags.OrigClOrdID)));
}
ocr.Set(new OrdStatus(OrdStatus.REJECTED));
// if (msgOri.IsSetField(Tags.ClientID)) ocr.Set(new ClientID(msgOri.GetString(Tags.ClientID))); // not found on 4.4EP
// TODO[FF] - Verificar a montagem do execbroker a partir de party ids
// if (msgOri.IsSetField(Tags.ExecBroker)) ocr.Set(new ExecBroker(msgOri.GetString(Tags.ExecBroker))); // not found on 4.4EP
if (msgOri.IsSetField(Tags.ListID))
{
ocr.Set(new ListID(msgOri.GetString(Tags.ListID)));
}
if (msgOri.IsSetField(Tags.Account))
{
ocr.Set(new Account(msgOri.GetString(Tags.Account)));
}
if (msgOri.IsSetField(Tags.TransactTime))
{
ocr.Set(new TransactTime(msgOri.GetDateTime(Tags.TransactTime)));
}
if (msgOri.Header.GetString(Tags.MsgType).Equals(MsgType.ORDER_CANCEL_REQUEST)) // mandatory
{
ocr.Set(new CxlRejResponseTo('1'));
}
else
{
ocr.Set(new CxlRejResponseTo('2'));
}
//if (msgOri.IsSetField(Tags.CxlRejReason)) ocr.Set(new CxlRejReason(msgOri.GetInt(Tags.CxlRejReason)));
if (msgOri.IsSetField(Tags.CxlRejReason))
{
ocr.Set(new CxlRejReason(CxlRejReason.BROKER_OPTION));
}
if (msgOri.IsSetField(Tags.Text))
{
ocr.Set(new Text(msgOri.GetString(Tags.Text)));
}
if (msgOri.IsSetField(Tags.EncodedTextLen))
{
ocr.Set(new EncodedTextLen(msgOri.GetInt(Tags.EncodedTextLen)));
}
if (msgOri.IsSetField(Tags.EncodedText))
{
ocr.Set(new EncodedText(msgOri.GetString(Tags.EncodedText)));
}
if (msgOri.IsSetField(Tags.Memo))
{
ocr.SetField(new Memo(msgOri.GetString(Tags.Memo)));
}
/*
* if (msgOri.IsSetField(Tags.OrderID))
* ocr.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
* else
* ocr.Set(new OrderID("NONE"));
* ocr.Set(new ClOrdID(msgOri.GetString(Tags.ClOrdID))); // mandatory
* ocr.Set(new OrigClOrdID(msgOri.GetString(Tags.OrigClOrdID))); // mandatory
* ocr.Set(new OrdStatus(OrdStatus.REJECTED)); // mandatory
* if (msgOri.IsSetField(Tags.Account))
* ocr.SetField(new Account(msgOri.GetString(Tags.Account)));
* if (msgOri.Header.GetString(Tags.MsgType).Equals(MsgType.ORDER_CANCEL_REQUEST)) // mandatory
* ocr.Set(new CxlRejResponseTo('1'));
* else
* ocr.Set(new CxlRejResponseTo('2'));
* if (msgReject.IsSetField(Tags.Text))
* ocr.Set(new Text(msgReject.GetString(Tags.Text)));
* int len = msgOri.GetInt(Tags.NoPartyIDs);
* for (int i = 0; i < len; i++)
* {
* Group grp = msgOri.GetGroup(i + 1, Tags.NoPartyIDs);
* ocr.AddGroup(grp);
* }
* ocr.SetField(new Symbol(msgOri.GetString(Tags.Symbol)));
* if (msgOri.IsSetField(Tags.SecurityID)) ocr.SetField(new SecurityID(msgOri.GetField(Tags.SecurityID)));
* if (msgOri.IsSetField(Tags.SecurityIDSource)) ocr.SetField(new SecurityIDSource(msgOri.GetField(Tags.SecurityIDSource)));
* ocr.SetField(new Side(msgOri.GetChar(Tags.Side)));
* if (msgOri.IsSetField(Tags.Memo))
* ocr.SetField(new Memo(msgOri.GetString(Tags.Memo)));
*/
return(ocr);
}
catch (Exception ex)
{
logger.Error("Fix42Reject2OrderCancelReject(): " + ex.Message, ex);
return(null);
}
}
