/// <summary>
/// FIXME
/// </summary>
/// <returns></returns>
protected bool GenerateLogon()
{
Message logon = msgFactory_.Create(this.SessionID.BeginString, Fields.MsgType.LOGON);
logon.SetField(new Fields.EncryptMethod(0));
logon.SetField(new Fields.HeartBtInt(state_.HeartBtInt));
if (this.SessionID.IsFIXT)
{
logon.SetField(new Fields.DefaultApplVerID("FIXME"));
}
if (this.RefreshOnLogon)
{
Refresh();
}
if (this.ResetOnLogon)
{
state_.Reset();
}
if (ShouldSendReset())
{
logon.SetField(new Fields.ResetSeqNumFlag(true));
}
InitializeHeader(logon);
state_.LastReceivedTimeTickCount = System.Environment.TickCount;
state_.TestRequestCounter = 0;
state_.SentLogon = true;
return(SendRaw(logon, 0));
}
protected bool GenerateResendRequest(string beginString, int msgSeqNum)
{
Message resendRequest = msgFactory_.Create(beginString, MsgType.RESEND_REQUEST);
Fields.BeginSeqNo beginSeqNo = new Fields.BeginSeqNo(state_.GetNextTargetMsgSeqNum());
Fields.EndSeqNo endSeqNo;
if (beginString.CompareTo(FixValues.BeginString.FIX42) >= 0)
{
endSeqNo = new Fields.EndSeqNo(0);
}
else if (beginString.CompareTo(FixValues.BeginString.FIX41) <= 0)
{
endSeqNo = new Fields.EndSeqNo(999999);
}
else
{
endSeqNo = new Fields.EndSeqNo(msgSeqNum - 1);
}
resendRequest.SetField(beginSeqNo);
resendRequest.SetField(endSeqNo);
InitializeHeader(resendRequest);
if (SendRaw(resendRequest, 0))
{
this.Log.OnEvent("Sent ResendRequest FROM: " + beginSeqNo.Obj + " TO: " + endSeqNo.Obj);
state_.SetResendRange(beginSeqNo.Obj, msgSeqNum - 1);
return(true);
}
else
{
this.Log.OnEvent("Error sending ResendRequest (" + beginSeqNo.Obj + " ," + endSeqNo.Obj + ")");
return(false);
}
}
public void ToAdmin(Message msg, SessionID sessionID)
{
var msgType = msg.Header.GetString(Tags.MsgType);
Console.WriteLine("ToAdmin: " + msgType);
if (msgType == "A")
{
var settings = this.settings;
msg.SetField(new Username(settings.Account), true);
msg.SetField(new Password(settings.Password), true);
}
}
/// <summary>
/// Called when admin messages are sent from the application.
/// </summary>
/// <param name="message">The message.</param>
/// <param name="sessionId">The session id.</param>
public void ToAdmin(Message message, SessionID sessionId)
{
if (message is Logon)
{
message.SetField(new Username(this.credentials.Username));
message.SetField(new Password(this.credentials.Password));
this.Logger.LogDebug(LogId.Network, "Authorizing session...");
}
if (this.sendAccountTag)
{
message.SetField(this.accountField);
}
}
private void GenerateSequenceReset(int beginSeqNo, int endSeqNo)
{
string beginString = this.SessionID.BeginString;
Message sequenceReset = msgFactory_.Create(beginString, Fields.MsgType.SEQUENCE_RESET);
InitializeHeader(sequenceReset);
int newSeqNo = endSeqNo;
sequenceReset.Header.SetField(new PossDupFlag(true));
InsertOrigSendingTime(sequenceReset.Header, sequenceReset.Header.GetDateTime(Tags.SendingTime));
sequenceReset.Header.SetField(new MsgSeqNum(beginSeqNo));
sequenceReset.SetField(new NewSeqNo(newSeqNo));
sequenceReset.SetField(new GapFillFlag(true));
SendRaw(sequenceReset, beginSeqNo);
this.Log.OnEvent("Sent SequenceReset TO: " + newSeqNo);
}
public bool GenerateTestRequest(string id)
{
Message testRequest = msgFactory_.Create(this.SessionID.BeginString, Fields.MsgType.TEST_REQUEST);
InitializeHeader(testRequest);
testRequest.SetField(new Fields.TestReqID(id));
return(SendRaw(testRequest, 0));
}
/// <summary>
/// FIXME don't do so much operator new here
/// </summary>
/// <param name="heartBtInt"></param>
/// <returns></returns>
protected bool GenerateLogon(int heartBtInt)
{
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("FIXME"));
}
if (state_.ReceivedReset)
{
logon.SetField(new Fields.ResetSeqNumFlag(true));
}
logon.SetField(new Fields.HeartBtInt(heartBtInt));
InitializeHeader(logon);
state_.SentLogon = SendRaw(logon, 0);
return(state_.SentLogon);
}
protected void PopulateSessionRejectReason(Message reject, int field, string text, bool includeFieldInfo)
{
if (this.SessionID.BeginString.CompareTo(FixValues.BeginString.FIX42) >= 0)
{
reject.SetField(new Fields.RefTagID(field));
reject.SetField(new Fields.Text(text));
}
else
{
if (includeFieldInfo)
{
reject.SetField(new Fields.Text(text + " (" + field + ")"));
}
else
{
reject.SetField(new Fields.Text(text));
}
}
}
public bool GenerateLogout(string text)
{
Message logout = msgFactory_.Create(this.SessionID.BeginString, Fields.MsgType.LOGOUT);
InitializeHeader(logout);
if (text.Length > 0)
{
logout.SetField(new Fields.Text(text));
}
state_.SentLogout = SendRaw(logout, 0);
return(state_.SentLogout);
}
public bool GenerateHeartbeat(Message testRequest)
{
Message heartbeat = msgFactory_.Create(this.SessionID.BeginString, Fields.MsgType.HEARTBEAT);
InitializeHeader(heartbeat);
try
{
heartbeat.SetField(new Fields.TestReqID(testRequest.GetField(Fields.Tags.TestReqID)));
}
catch (FieldNotFoundException)
{ }
return(SendRaw(heartbeat, 0));
}
/// <summary>
/// Called before messages are sent from the application.
/// </summary>
/// <param name="message">The message.</param>
/// <param name="sessionId">The session identifier.</param>
/// <exception cref="DoNotSend">If possible duplication flag is true.</exception>
public void ToApp(Message message, SessionID sessionId)
{
if (this.sendAccountTag)
{
message.SetField(this.accountField);
}
var possibleDuplication = false;
if (message.Header.IsSetField(Tags.PossDupFlag))
{
possibleDuplication =
QuickFix.Fields.Converters.BoolConverter.Convert(
message.Header.GetField(Tags.PossDupFlag));
}
if (possibleDuplication)
{
throw new DoNotSend();
}
}
private void _sendMessageBBGIntegration(string msgType, QuickFix.Message msgQF, TOMessage to, int account)
{
try
{
this.Send2DropCopy(msgQF); // Envio de mensagem 4.4 para a sessao drop copy
// Validar se deve efetuar o cast da conta para mnemonico
if (this.Config.ParseAccount)
{
string mnemonic = this.ParentAcceptor.GetMnemonicFromAccount(account);
if (!string.IsNullOrEmpty(mnemonic))
{
msgQF.SetField(new Account(mnemonic), true);
}
}
QuickFix.Message msgQF42 = null;
if (msgType == MsgType.EXECUTION_REPORT)
{
msgQF42 = Fix42TranslatorBBG.Fix44ER_2_Fix42ER((QuickFix.FIX44.ExecutionReport)msgQF);
}
if (msgType == MsgType.ORDER_CANCEL_REJECT)
{
msgQF42 = Fix42TranslatorBBG.Fix44OCR_2_Fix42OCR((QuickFix.FIX44.OrderCancelReject)msgQF);
}
Session.SendToTarget(msgQF42, to.Sessao);
msgQF.Clear();
msgQF = null;
if (null != msgQF42)
{
msgQF42.Clear();
}
msgQF42 = null;
}
catch (Exception ex)
{
logger.Error("Problemas no envio de mensagem de integração BBG: " + ex.Message, ex);
}
}
private void _sendDefaultMessageIntegration(QuickFix.Message msgQF, TOMessage to, int account)
{
try
{
this.Send2DropCopy(msgQF);
// Validar se deve efetuar o cast da conta para mnemonico
if (this.Config.ParseAccount)
{
string mnemonic = this.ParentAcceptor.GetMnemonicFromAccount(account);
if (!string.IsNullOrEmpty(mnemonic))
{
msgQF.SetField(new Account(mnemonic), true);
}
}
Session.SendToTarget(msgQF, to.Sessao);
msgQF.Clear();
msgQF = null;
}
catch (Exception ex)
{
logger.Error("Problemas no envio da mensagem de integracao default: " + ex.Message, ex);
}
}
protected void PopulateRejectReason(Message reject, string text)
{
reject.SetField(new Fields.Text(text));
}
public bool GenerateReject(Message message, FixValues.SessionRejectReason reason, int field)
{
string beginString = this.SessionID.BeginString;
Message reject = msgFactory_.Create(beginString, Fields.MsgType.REJECT);
reject.ReverseRoute(message.Header);
InitializeHeader(reject);
string msgType;
if (message.Header.IsSetField(Fields.Tags.MsgType))
{
msgType = message.Header.GetField(Fields.Tags.MsgType);
}
else
{
msgType = "";
}
int msgSeqNum = 0;
if (message.Header.IsSetField(Fields.Tags.MsgSeqNum))
{
try
{
msgSeqNum = message.Header.GetInt(Fields.Tags.MsgSeqNum);
reject.SetField(new Fields.RefSeqNum(msgSeqNum));
}
catch (System.Exception)
{ }
}
if (beginString.CompareTo(FixValues.BeginString.FIX42) >= 0)
{
if (msgType.Length > 0)
{
reject.SetField(new Fields.RefMsgType(msgType));
}
if ((FixValues.BeginString.FIX42.Equals(beginString) && reason.Value <= FixValues.SessionRejectReason.INVALID_MSGTYPE.Value) || (beginString.CompareTo(FixValues.BeginString.FIX42) > 0))
{
reject.SetField(new Fields.SessionRejectReason(reason.Value));
}
}
if (!MsgType.LOGON.Equals(msgType) &&
!MsgType.SEQUENCE_RESET.Equals(msgType) &&
(msgSeqNum == state_.GetNextTargetMsgSeqNum()))
{
state_.IncrNextTargetMsgSeqNum();
}
if ((0 != field) || FixValues.SessionRejectReason.INVALID_TAG_NUMBER.Equals(reason))
{
if (FixValues.SessionRejectReason.INVALID_MSGTYPE.Equals(reason))
{
if (this.SessionID.BeginString.CompareTo(FixValues.BeginString.FIX43) >= 0)
{
PopulateRejectReason(reject, reason.Description);
}
else
{
PopulateSessionRejectReason(reject, field, reason.Description, false);
}
}
else
{
PopulateSessionRejectReason(reject, field, reason.Description, true);
}
this.Log.OnEvent("Message " + msgSeqNum + " Rejected: " + reason.Description + " (Field=" + field + ")");
}
else
{
PopulateRejectReason(reject, reason.Description);
this.Log.OnEvent("Message " + msgSeqNum + " Rejected: " + reason.Value);
}
if (!state_.ReceivedLogon)
{
throw new QuickFIXException("Tried to send a reject while not logged on");
}
return(SendRaw(reject, 0));
}
public void ToAdmin(Message message, SessionID sessionID)
{
if (message.Header.GetField(Tags.MsgType) == MsgType.LOGON)
{
message.SetField(new QuickFix.Fields.Username("batman"));
message.SetField(new QuickFix.Fields.Password("gotham123"));
}
}
public void ToAdmin(Message msg, SessionID sessionID)
{
msg.SetField(new StringField(553, AccountUtil.apiKey));
msg.SetField(new StringField(554, AccountUtil.sercretKey));
}
protected void PopulateRejectReason(Message reject, string text)
{
reject.SetField(new Fields.Text(text));
}
protected void PopulateSessionRejectReason(Message reject, int field, string text, bool includeFieldInfo)
{
if (this.SessionID.BeginString.CompareTo(FixValues.BeginString.FIX42) >= 0)
{
reject.SetField(new Fields.RefTagID(field));
reject.SetField(new Fields.Text(text));
}
else
{
if(includeFieldInfo)
reject.SetField(new Fields.Text(text + " (" + field + ")"));
else
reject.SetField(new Fields.Text(text));
}
}
public void FromApp(QuickFix.Message msg, SessionID sessionID)
{
logMe("\r\n \r\n" + "FromApp :" + msg.ToString());
try
{
if (msg is QuickFix.FIX42.OrderCancelReject)
{
Console.WriteLine("Order Cancel Reject event raised");
QuickFix.FIX42.OrderCancelReject er = (QuickFix.FIX42.OrderCancelReject)msg;
if (er.IsSetClOrdID())
{
Console.WriteLine("ClOrdID : " + er.ClOrdID);
}
if (er.IsSetOrigClOrdID())
{
Console.WriteLine("OrigClOrdID : " + er.OrigClOrdID);
}
if (er.IsSetOrdStatus())
{
Console.WriteLine("OrderStatus : " + er.OrdStatus);
}
if (er.IsSetCxlRejResponseTo())
{
Console.WriteLine("CxlRejResponseTo : " + er.CxlRejResponseTo);
}
if (er.IsSetCxlRejReason())
{
Console.WriteLine("CxlRejReason : " + er.CxlRejReason);
}
if (er.IsSetOrderID())
{
Console.WriteLine("OrderID : " + er.OrderID);
}
if (er.CxlRejResponseTo.getValue() == CxlRejResponseTo.ORDER_CANCEL_REQUEST)
{
// Order Cancel Rejected reason
// 1= UNKNOWN_ORDER, 2 = Broker Option, 3 = Order already in Pending Cancel or Pending Replace status
string orderDetails = "CANCEL_REJECTED";
Int32 origOrderID = -1;
if (er.IsSetOrigClOrdID())
{
origOrderID = Convert.ToInt32(er.OrigClOrdID.getValue());
}
Orders o = new Orders();
if (er.IsSetEncodedText())
{
orderDetails += " : " + er.EncodedText.getValue();
}
o.FIXResponseCanModRejectHandler(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), origOrderID, er.CxlRejResponseTo.getValue(), "CANCEL_" + getRejectType(er.CxlRejReason), orderDetails);
}
else if (er.CxlRejResponseTo.getValue() == CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST)
{
// Order modification Rejected reason
// 1 = Broker Option
// 3 = Order already in Pending Cancel or Pending Replace status
string orderDetails = "MODIFY_REJECTED";
Int32 origOrderID = -1;
if (er.IsSetOrigClOrdID())
{
origOrderID = Convert.ToInt32(er.OrigClOrdID.getValue());
}
Orders o = new Orders();
if (er.IsSetEncodedText())
{
orderDetails += " : " + er.EncodedText.getValue();
}
o.FIXResponseCanModRejectHandler(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), origOrderID, er.CxlRejResponseTo.getValue(), "MODIFY_" + getRejectType(er.CxlRejReason), orderDetails);
}
}
else if (msg is QuickFix.FIX42.ExecutionReport)
{
string ordTypeField = msg.GetField(40);
if (ordTypeField == "1")
{
IField field = new DecimalField(44, 0);
msg.SetField(field);
}
QuickFix.FIX42.ExecutionReport er = (QuickFix.FIX42.ExecutionReport)msg;
string orderDetails = Convert.ToString(er.ExecType.getValue()) + "|" + er.OrderQty.getValue() + "|" + er.Price.getValue() + "|" + er.LastShares.getValue() + "|" + er.LastPx.getValue() + "|" + er.CumQty.getValue() + "|" + er.AvgPx.getValue() + "|" + er.OrdType.getValue() + "|";
if (er.IsSetText())
{
orderDetails = orderDetails + er.Text + "|";
}
else
{
orderDetails = orderDetails + "NULL|";
}
logMe("\r\n \r\n" + "Got execution Report - ExecType = " + orderDetails);
Console.WriteLine("\r\n \r\n" + "Got execution Report - ExecType = " + orderDetails);
Orders o = new Orders();
if (er.ExecType.getValue() == ExecType.FILL || er.ExecType.getValue() == ExecType.PARTIAL_FILL)
{
o.FIXResponseHandlerForFill(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), (float)Convert.ToDouble(er.OrderQty.getValue()), (float)Convert.ToDouble(er.LastPx.getValue()), (float)Convert.ToDouble(er.LastShares.getValue()), getExecType(er.ExecType), er.ExecType.getValue());
}
else
{
Int32 origOrderID = -1;
float price = -1;
char orderType = '2';
if (er.IsSetOrigClOrdID())
{
origOrderID = Convert.ToInt32(er.OrigClOrdID.getValue());
}
if (er.IsSetPrice())
{
price = (float)Convert.ToDouble(er.Price.getValue());
}
if (er.IsSetOrdType())
{
orderType = er.OrdType.getValue();
}
//orderid is string since value is too large for int variable
o.FIXResponseHandler(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), origOrderID, er.ExecType.getValue(), getExecType(er.ExecType), orderDetails, price, orderType);
}
}
}
catch (Exception e)
{
Console.WriteLine("exception(FixClient FromAPP) " + e.Message);
}
}
