void Application.fromApp(QuickFix.Message message, SessionID sessionID)
{
//Console.WriteLine("from app:"+message.ToString());
// 查询股份和资产不是FIX4.2的标准功能，需要特殊处理
if (message.getHeader().getString(35) == "UAP")
{
PosType posType = new PosType();
LongQty longQty = new LongQty();
ShortQty shortQty = new ShortQty();
NoPositions noPositions = new NoPositions();
Group group = new Group(noPositions.getField(), posType.getField());
if ((message.getField(724) == "9") && (FundStatusReport != null))// 资产
{
//string currency = message.getField(15);
double balance = 0.0;
double availableBalance = 0.0;
double totalAsserts = 0.0;
double capitalAsserts = 0.0;
double marketValue = 0.0;
double buyFreezed = 0.0;
for (uint i = 1; i <= int.Parse(message.getField(noPositions.getField())); i++)
{
message.getGroup(i, group);
switch (group.getField(posType.getField()))
{
case "FB":
balance = double.Parse(group.getField(longQty.getField()));
break;
case "FAV":
availableBalance = double.Parse(group.getField(longQty.getField()));
break;
case "MV":
totalAsserts = double.Parse(group.getField(longQty.getField()));
break;
case "F":
capitalAsserts = double.Parse(group.getField(longQty.getField()));
break;
case "SV":
marketValue = double.Parse(group.getField(longQty.getField()));
break;
case "FBF":
buyFreezed = double.Parse(group.getField(shortQty.getField()));
break;
}
}
FundStatusReport(this, new FundStatusReportEventArgs(balance, availableBalance, totalAsserts,
capitalAsserts, marketValue, buyFreezed));
}
else if ((message.getField(724) == "0") && (PositionStatusReport != null)) // 股份
{
string accountID = message.getString(1);;
string securityExchange = message.getString(207);
switch (securityExchange)
{
case "XSHG":
securityExchange = "SH";
break;
case "XSHE":
securityExchange = "SZ";
break;
}
string securityID = message.getString(55);
double balance = 0.0;
double availableBalance = 0.0;
double quantity = 0.0;
for (uint i = 1; i <= int.Parse(message.getField(noPositions.getField())); i++)
{
message.getGroup(i, group);
switch (group.getField(posType.getField()))
{
case "SB": balance = double.Parse(group.getField(longQty.getField())); break;
case "SAV": availableBalance = double.Parse(group.getField(longQty.getField())); break;
case "SQ": quantity = double.Parse(group.getField(longQty.getField())); break;
}
}
PositionStatusReport(this, new PositionStatusReportEventArgs(accountID, securityExchange, securityID,
balance, availableBalance, quantity));
}
}
else
{
base.crack(message, sessionID); // 调用默认处理方法
}
message.Dispose();
}
protected void ConvertMessage(QuickFix.Message srcMessage, FIXMessage dstMessage)
{
foreach (Field field1 in srcMessage)
{
int field2 = field1.getField();
switch (EFIXFieldTypes.GetFIXType(field2))
{
case FIXType.Bool:
dstMessage.SetBoolValue(field2, srcMessage.getBoolean(field2));
continue;
case FIXType.Int:
dstMessage.SetIntValue(field2, srcMessage.getInt(field2));
continue;
case FIXType.Double:
dstMessage.SetDoubleValue(field2, srcMessage.getDouble(field2));
continue;
case FIXType.Char:
dstMessage.SetCharValue(field2, srcMessage.getChar(field2));
continue;
case FIXType.String:
dstMessage.SetStringValue(field2, srcMessage.getString(field2));
continue;
case FIXType.DateTime:
DateTime?nullable = new DateTime?();
if (!nullable.HasValue)
{
try
{
nullable = new DateTime?(srcMessage.getUtcTimeStamp(field2));
}
catch
{
}
}
if (!nullable.HasValue)
{
try
{
nullable = new DateTime?(srcMessage.getUtcDateOnly(field2));
}
catch
{
}
}
if (!nullable.HasValue)
{
try
{
nullable = new DateTime?(srcMessage.getUtcTimeOnly(field2));
}
catch
{
}
}
if (nullable.HasValue)
{
dstMessage.SetDateTimeValue(field2, nullable.Value);
continue;
}
else
{
continue;
}
default:
continue;
}
}
}
public override void fromAdmin(Message message, SessionID sessionID)
{
base.fromAdmin(message, sessionID);
if ((message is QuickFix42.Logout || message is QuickFix42.Reject) && message.isSetField(QuickFix.Text.FIELD))
{
Console.WriteLine(message.getString(QuickFix.Text.FIELD));
}
if (message is QuickFix42.Logout)
{
Disconnect();
}
}