/// <summary>
/// The ExportTrailer method is invoked to convert all of the
/// elements in the trailer section of a VersaFix dictionary
/// out to an XML QuickFix dictionary.
/// </summary>
/// <param name="src">
/// The source dictionary for the trailer elements.
/// </param>
/// <param name="dst">
/// The target dictionary for the trailer elements.
/// </param>
private void ExportTrailer(FixDictionary src, XmlQfxDictionary dst)
{
foreach (IFixDxElement dxElement in src.Trailer)
{
ExportElement(dxElement, dst.Trailer);
}
}
/// <summary>
/// The PopulateEnums method iterates over all of the fields that
/// are defined in a QuickFix dictionary and converts their inline
/// enumeration definitions into discreet enumeration instances in
/// the target VersaFix dictionary instance.
/// </summary>
/// <param name="src">
/// The XML representation of a QuickFix dictionary that the
/// enumerations are to be read from.
/// </param>
/// <param name="dst">
/// The VersaFix dictionary that the enumerations are to be
/// written out to.
/// </param>
private void PopulateEnums(XmlQfxDictionary src, FixDictionary dst)
{
foreach (object field in src.Fields)
{
XmlQfxField xmlField = field as XmlQfxField;
if (xmlField != null)
{
if (xmlField.Enumeration.Count > 0)
{
string xmlName = xmlField.Name;
if (!string.IsNullOrEmpty(xmlName))
{
FixDxEnumeration dxEnum = new FixDxEnumeration(xmlName);
foreach (object enumerator in xmlField.Enumeration)
{
XmlQfxFieldEnumerator xmlEnumerator = enumerator as XmlQfxFieldEnumerator;
if (xmlEnumerator != null)
{
dxEnum.Enumerators.Add(new FixDxEnumerator(xmlEnumerator.Enum, xmlEnumerator.Description));
}
}
dst.Enums.Add(dxEnum);
}
}
}
}
}
/// <summary>
/// The ExportFields method is invoked to convert all of
/// the field elements in an instance of a VersaFix data
/// dictionary into corresponding entries in an instance
/// of an XML representation of a QuickFix dictionary.
/// </summary>
/// <param name="src">
/// The source dictionary for the field definitions.
/// </param>
/// <param name="dst">
/// The target dictionary for the field definitions.
/// </param>
private void ExportFields(FixDictionary src, XmlQfxDictionary dst)
{
foreach (IFixDxElement dxElement in src.Fields)
{
FixDxField dxField = dxElement as FixDxField;
if (dxField != null)
{
XmlQfxField xmlField = new XmlQfxField();
xmlField.Name = dxField.Name;
xmlField.Number = dxField.Tag.ToString();
xmlField.Type = dxField.Type;
// REC: QuickFix stores the enumerators for each
// field inside the field definition, so we have
// to check if there is an enumeration associated
// with this field and add the enumeration to the
// field definition if one is found:
FixDxEnumeration dxEnum = src.Enums.GetElement(dxField.Name) as FixDxEnumeration;
if (dxEnum != null)
{
foreach (FixDxEnumerator dxEnumerator in dxEnum.Enumerators)
{
XmlQfxFieldEnumerator xmlEnumerator = new XmlQfxFieldEnumerator();
xmlEnumerator.Enum = dxEnumerator.Value;
xmlEnumerator.Description = dxEnumerator.Description;
xmlField.Enumeration.Add(xmlEnumerator);
}
}
dst.Fields.Add(xmlField);
}
}
}
/// <summary>
/// The PopulateTrailer method iterates over all of the elements
/// that are defined in the trailer section of the QuickFix data
/// dictionary and converts them into the trailer section of the
/// supplied VersaFix data dictionary.
/// </summary>
/// <param name="src">
/// The XML representation of the QuickFix dictionary that the
/// trailer elements are to be read from.
/// </param>
/// <param name="dst">
/// The VersaFix dictionary that the trailer elements are to be
/// converted out to.
/// </param>
private void PopulateTrailer(XmlQfxDictionary src, FixDictionary dst)
{
foreach (object element in src.Trailer)
{
IFixDxElement dxElement = ConvertElement(element);
if (dxElement != null)
{
dst.Trailer.Add(dxElement);
}
}
}
/// <summary>
/// The PopulateFields method is invoked to convert all of
/// the FIX field definitions in an instance of a QuickFix
/// dictionary into their corresponding representations as
/// elements of a VersaFix dictionary.
/// </summary>
/// <param name="src">
/// The XML representation of a QuickFix dictionary that the
/// fields are to be copied from.
/// </param>
/// <param name="dst">
/// The VersaFix data dictionary that the field definitions
/// are to be copied into.
/// </param>
private void PopulateFields(XmlQfxDictionary src, FixDictionary dst)
{
foreach (object field in src.Fields)
{
XmlQfxField xmlField = field as XmlQfxField;
if (xmlField != null)
{
if (!string.IsNullOrEmpty(xmlField.Name))
{
if (!string.IsNullOrEmpty(xmlField.Number))
{
int nTag = int.Parse(xmlField.Number);
FixDxField dxField = new FixDxField(nTag, xmlField.Name);
// REC: Determine if there's an enumeration that corresponds
// to the name of this field:
if (dst.Enums.GetElement(xmlField.Name) != null)
{
// REC: If an enumeration exists for this field
// then assign it to the VersaFix field:
dxField.Enumeration = xmlField.Name;
}
// REC: Assign the field's data type directly
// from the data type in the QuickFix field.
dxField.Type = xmlField.Type;
dst.Fields.Add(dxField);
// REC: The QuickFix dictionaries do not provide
// a separate section for data types, so we need
// to just copy the data type directly from each
// of the QuickFix fields into the data types of
// the VersaFix dictionary:
if (!string.IsNullOrEmpty(xmlField.Type))
{
IFixDxElement exists = dst.DataTypes.GetElement(xmlField.Type);
if (exists == null)
{
dst.DataTypes.Add(new FixDxDataType(xmlField.Type));
}
}
}
}
}
}
}
/// <summary>
/// The PopulateMessages method is invoked to convert all of
/// the message definitions in a QuickFix dictionary into their
/// corresponding representations in a VersaFix dictionary.
/// </summary>
/// <param name="src">
/// The source dictionary for the converted elements.
/// </param>
/// <param name="dst">
/// The target dictionary for the converted elements.
/// </param>
private void PopulateMessages(XmlQfxDictionary src, FixDictionary dst)
{
foreach (object message in src.Messages)
{
XmlQfxMessage xmlMessage = message as XmlQfxMessage;
if (xmlMessage != null)
{
FixDxMessage dxMessage = new FixDxMessage(xmlMessage.MsgType, xmlMessage.Name, xmlMessage.MsgCategory);
foreach (object element in xmlMessage.Elements)
{
dxMessage.Elements.Add(ConvertElement(element));
}
dst.Messages.Add(dxMessage);
}
}
}
/// <summary>
/// The ExportBlocks method is invoked to convert all of
/// the block elements in an instance of a VersaFix data
/// dictionary into corresponding entries in an instance
/// of an XML representation of a QuickFix dictionary.
/// </summary>
/// <param name="src">
/// The source dictionary for the block definitions.
/// </param>
/// <param name="dst">
/// The target dictionary for the block definitions.
/// </param>
private void ExportBlocks(FixDictionary src, XmlQfxDictionary dst)
{
foreach (IFixDxElement dxElement in src.Blocks)
{
FixDxBlock dxBlock = dxElement as FixDxBlock;
if (dxBlock != null)
{
XmlQfxBlock xmlBlock = new XmlQfxBlock();
xmlBlock.Name = dxBlock.Name;
foreach (IFixDxElement dxBlockElement in dxBlock.Elements)
{
ExportElement(dxBlockElement, xmlBlock.Elements);
}
dst.Blocks.Add(xmlBlock);
}
}
}
/// <summary>
/// The ExportMessages method is invoked to convert all of
/// the message elements in an instance of a VersaFix data
/// dictionary into corresponding entries in an instance
/// of an XML representation of a QuickFix dictionary.
/// </summary>
/// <param name="src">
/// The source dictionary for the message definitions.
/// </param>
/// <param name="dst">
/// The target dictionary for the message definitions.
/// </param>
private void ExportMessages(FixDictionary src, XmlQfxDictionary dst)
{
foreach (IFixDxElement dxElement in src.Messages)
{
FixDxMessage dxMessage = dxElement as FixDxMessage;
if (dxMessage != null)
{
XmlQfxMessage xmlMessage = new XmlQfxMessage();
xmlMessage.Name = dxMessage.Name;
xmlMessage.MsgType = dxMessage.MsgType;
xmlMessage.MsgCategory = dxMessage.MsgCategory;
foreach (IFixDxElement dxMessageElement in dxMessage.Elements)
{
ExportElement(dxMessageElement, xmlMessage.Elements);
}
dst.Messages.Add(xmlMessage);
}
}
}
/// <summary>
/// The PopulateBlocks method is invoked to convert all of the
/// component block definitions in a QuickFix dictionary into
/// corresponding component block definitions in an instance of
/// a VersaFix dictionary.
/// </summary>
/// <param name="src">
/// The QuickFix dictionary to copy the blocks from.
/// </param>
/// <param name="dst">
/// The VersaFix dictionary to copy the blocks into.
/// </param>
private void PopulateBlocks(XmlQfxDictionary src, FixDictionary dst)
{
foreach (object block in src.Blocks)
{
XmlQfxBlock xmlBlock = block as XmlQfxBlock;
if (xmlBlock != null)
{
if (!string.IsNullOrEmpty(xmlBlock.Name))
{
FixDxBlock dxBlock = new FixDxBlock(xmlBlock.Name);
foreach (object element in xmlBlock.Elements)
{
IFixDxElement dxElement = ConvertElement(element);
if (dxElement != null)
{
dxBlock.Elements.Add(dxElement);
}
}
dst.Blocks.Add(dxBlock);
}
}
}
}
/// <summary>
/// The Export method is invoked to export the contents
/// of a VersaFix data dictionary out to a stream in a format
/// that is compatible with the QuickFix system.
/// </summary>
/// <param name="dictionary">
/// The data dictionary that is to be exported.
/// </param>
/// <param name="stream">
/// The stream the dictionary is to be exported to.
/// </param>
public void Export(FixDictionary dictionary, Stream stream)
{
// REC: Convert the supplied VersaFix data dictionary
// into its corresponding representation as an instance
// of an QuickFix data dictionary:
XmlQfxDictionary xmlDictionary = new XmlQfxDictionary();
// REC: Pull the metadata elements that correspond
// to the QuickFIX attributes for the root element
// and assign them to the appropriate fields:
xmlDictionary.Type = "FIX";
if (dictionary.Properties.ContainsKey("Type"))
{
xmlDictionary.Type = dictionary.Properties["Type"];
}
xmlDictionary.Major = "0";
if (dictionary.Properties.ContainsKey("Major"))
{
xmlDictionary.Major = dictionary.Properties["Major"];
}
else if (dictionary.Properties.ContainsKey("Fix.Major"))
{
xmlDictionary.Major = dictionary.Properties["Fix.Major"];
}
xmlDictionary.Minor = "0";
if (dictionary.Properties.ContainsKey("Minor"))
{
xmlDictionary.Minor = dictionary.Properties["Minor"];
}
else if (dictionary.Properties.ContainsKey("Fix.Minor"))
{
xmlDictionary.Minor = dictionary.Properties["Fix.Minor"];
}
// REC: Convert the header elements:
ExportHeader(dictionary, xmlDictionary);
// REC: Convert all of the fields:
ExportFields(dictionary, xmlDictionary);
// REC: Convert all of the blocks:
ExportBlocks(dictionary, xmlDictionary);
// REC: Convert all of the messages:
ExportMessages(dictionary, xmlDictionary);
// REC: Convert the trailer elements:
ExportTrailer(dictionary, xmlDictionary);
XmlSerializer xs = new XmlSerializer(typeof(XmlQfxDictionary));
XmlWriterSettings xwSettings = new XmlWriterSettings();
xwSettings.Indent = true;
xwSettings.OmitXmlDeclaration = true;
XmlSerializerNamespaces xsn = new XmlSerializerNamespaces();
xsn.Add("", "");
XmlWriter writer = XmlWriter.Create(stream, xwSettings);
xs.Serialize(writer, xmlDictionary, xsn);
return;
}
/// <summary>
/// The Import method is invoked to import a dictionary
/// from a representation contained in a stream.
/// </summary>
/// <param name="stream">
/// The .NET stream that the dictionary representation
/// is to be read from.
/// </param>
/// <returns>
/// The FIX dictionary that is read from the stream or
/// null if the import operation could not complete.
/// </returns>
public FixDictionary Import(System.IO.Stream stream)
{
try
{
// REC: Create a new serializer that can deserialize
// the XmlQfxDictionary type from the stream:
XmlSerializer xs = new XmlSerializer(typeof(XmlQfxDictionary));
// REC: Attempt to deserialize the QuickFix dictionary
// from the stream into its corresponding representation
// as an instance of XmlQfxDictionary:
XmlQfxDictionary xmlDictionary = xs.Deserialize(stream) as XmlQfxDictionary;
// REC: After the XML details have been deserialized from
// the stream, convert them into an instance of the VersaFix
// data dictionary class and return that to the caller:
FixDictionary result = new FixDictionary();
if (!string.IsNullOrEmpty(xmlDictionary.Type))
{
result.Properties.Add("Type", xmlDictionary.Type);
}
if (!string.IsNullOrEmpty(xmlDictionary.Major))
{
result.Properties.Add("Fix.Major", xmlDictionary.Major);
}
if (!string.IsNullOrEmpty(xmlDictionary.Minor))
{
result.Properties.Add("Fix.Minor", xmlDictionary.Minor);
}
// REC: Populate the dictionary's header elements using all
// of the header elements from the QuickFix dictionary:
PopulateHeader(xmlDictionary, result);
// REC: Populate the dictionary's enumerations using all of
// the enumerations from the QuickFix dictionary:
PopulateEnums(xmlDictionary, result);
// REC: Populate the dictionary's field definitions using all
// of the field definitions from the QuickFix dictionary:
PopulateFields(xmlDictionary, result);
// REC: Populate the dictionary's block definitions using all
// of the block definitions from the QuickFix dictionary:
PopulateBlocks(xmlDictionary, result);
// REC: Populate the dictionary's message definitions
// with all of the message definitions that are found
// in the QuickFix dictionary:
PopulateMessages(xmlDictionary, result);
// REC: Populate the dictionary's trailer elements using all
// of the trailer elements from the QuickFix dictionary:
PopulateTrailer(xmlDictionary, result);
return(result);
}
catch (System.Exception)
{
return(null);
}
}
