/// <summary>
/// The GetDictionaryFromField method is invoked to attempt
/// to determine which dictionary associated with a specific
/// version definition contains a specific FIX field.
/// </summary>
/// <param name="version">
/// The FIX version definition to search.
/// </param>
/// <param name="tag">
/// The FIX tag of the element to search for.
/// </param>
/// <returns>
/// The first dictionary in the version definition that has
/// a field definition that matches the specified tag.
/// </returns>
public FixDictionary GetDictionaryFromField(string version, int tag)
{
FixDictionary result = null;
if (_vxRegistry != null)
{
VfxFixVxRecord vxDetails = _vxRegistry.Get(version);
if (vxDetails != null)
{
if (_dxRegistry != null)
{
foreach (VfxFixVersion_Dictionary_Reference dxEntry in vxDetails.Dictionaries)
{
FixDictionary dxInstance = _dxRegistry.GetEntry(dxEntry.Name);
if (dxInstance != null)
{
if (dxInstance.Fields.GetElement(tag) != null)
{
result = dxInstance;
break;
}
}
}
}
}
}
return(result);
}
void IVfxFixSession.Init(IVfxServices services, IVfxFixSessionHandler handler)
{
// REC: Maintain a reference to the set of configuration settings
// that are supplied to the session instance:
_localServices = services;
// REC: Retrieve the version registry that the session
// has been configured to use:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Retrieve the dictionary registry that the session
// has been configured to use:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
// REC: Retrieve the session database service from the
// set of services provided by the session's owner:
_fixDatabase = services.GetService(typeof(IVfxFixDatabase)) as IVfxFixDatabase;
// REC: Retrieve the configuration settings and extract
// the FIX session and application layer versions:
IVfxSettings settings = this._localServices.GetService(typeof(IVfxSettings)) as IVfxSettings;
XPathNavigator xpn = settings.Document.CreateNavigator();
XPathNodeIterator xpi;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Retrieve application layer details:
VfxFixVxRecord axDetails = vxRegistry.Get(_axVersion);
// REC: Adjust the session layer, if it was not specified
// and the application layer is FIX 4.0-4.4:
if (string.IsNullOrEmpty(this._sxVersion))
{
if (axDetails.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
}
// REC: Retrieve the session layer details:
VfxFixVxRecord sxDetails = vxRegistry.Get(_sxVersion);
// REC: Construct a local instance of a version definition
// registry so that the session relies only on the specific
// versions that have been specified for the service:
VfxFixVxRegistry localVxRegistry = new VfxFixVxRegistry();
// REC: Add the session layer to the local registry:
localVxRegistry.Add(this._sxVersion, sxDetails);
// REC: Add the application layer to the local registry:
localVxRegistry.Add(this._axVersion, axDetails);
// REC: Construct a new service container and initialize
// it with the appropriate services:
IVfxServices localServices = new VfxServices();
localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
localServices.AddService(typeof(IVfxFixVxRegistry), localVxRegistry);
// REC: Initialize the parser with the local services:
_fixParser.Init(localServices);
// REC: Configure the FIX session timer to fire every
// second for conducting timeout checks, etc.
_fixTimer.Interval = 1000;
// REC: Subscribe to the timer in order to determine if
// the session has timed out:
_fixTimer.Elapsed += HandleElapsed_Timer;
// REC: Construct the FIX BeginString using the major
// and minor version numbers from the primary dictionary
// that is assigned to the version:
FixDictionary dxPrimary = dxRegistry.GetEntry(sxDetails.Dictionaries[0].Name);
// REC: Construct the appropriate begin string, based on the
// major and minor version numbers of the dictionary:
this._fixBeginString = sxDetails.FixBs;
_fixAssembler.SetField(new FixField(8, this._fixBeginString));
// REC: Initialize the FIX message assembler:
_fixAssembler.Init(localServices);
// REC: Register required fields for messages:
_fixAssembler.SetField(new FixField(8, _fixBeginString));
_fixAssembler.SetField(new FixField(9, ""));
_fixAssembler.SetField(new FixField(98, "0"));
_fixAssembler.SetField(new FixField(10, ""));
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.SenderCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the SenderCompID for identification:
this._fixSenderCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(49, this._fixSenderCompID));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Reset']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
string resetSequence = xpi.Current.GetAttribute("content", "");
if (resetSequence.CompareTo("true") == 0)
{
this._resetSequence = true;
}
}
// REC: Maintain a reference to the supplied callback
// handler for issuing event notifications:
_handler = handler;
}
/// <summary>
/// The PopulateHdrElements method populates the header section
/// of a FIX message with the header elements from the specified
/// version of the FIX protocol.
/// </summary>
/// <param name="version">
/// The version of the FIX protocol that is used to populate the
/// header elements of the message.
/// </param>
/// <param name="msg">
/// The FIX message instance that is to be populated with all of
/// the header elements from the specific FIX version.
/// </param>
private void PopulateHdrElements(string version, FixMessage msg)
{
VfxFixVxRecord vxDetails = _vxRegistry.Get(version);
if (vxDetails != null)
{
// REC: Ensure that there is at least one FIX dictionary
// assigned to the specified version definition:
if (vxDetails.Dictionaries.Count > 0)
{
FixDictionary dxEntry = _dxRegistry.GetEntry(vxDetails.Dictionaries[0].Name);
if (dxEntry != null)
{
FixDxCollection hdrElements = dxEntry.Resolve(dxEntry.Header);
if (hdrElements != null)
{
// REC: Create the sort ordering for the elements
// and populate any fields and groups that have been
// registered with the assembler:
Collection <int> ordering = new Collection <int>();
foreach (IFixDxElement dxElement in hdrElements)
{
ordering.Add(dxElement.Tag);
if (dxElement is FixDxResolvedField)
{
if (_mapFields.ContainsKey(dxElement.Tag))
{
msg.Header.SetField(_mapFields[dxElement.Tag]);
}
}
else
{
if (_mapGroups.ContainsKey(dxElement.Tag))
{
msg.Header.AddGroup(_mapGroups[dxElement.Tag]);
}
}
}
// REC: Assign the sort ordering for the header
// elements to the message's header:
msg.Header.SetOrdering(ordering);
}
}
else
{
string error = string.Format("Dictionary \"{0}\" not registered.", vxDetails.Dictionaries[0]);
throw new ArgumentException(error);
}
}
else
{
string error = string.Format("The version \"{0}\" has no associated dictionaries.", version);
throw new ArgumentException(error);
}
}
else
{
string error = string.Format("The version \"{0}\" is not registered.", version);
throw new ArgumentException(error);
}
}