public void crack( QuickFix.Message message, QuickFix.SessionID sessionID, BeginString beginString )
{
String value = beginString.getValue();
if (value.Equals("FIX.4.0"))
((QuickFix40.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.4.1"))
((QuickFix41.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.4.2"))
((QuickFix42.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.4.3"))
((QuickFix43.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.4.4"))
((QuickFix44.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.5.0"))
((QuickFix50.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.5.0SP1"))
((QuickFix50Sp1.MessageCracker)this).crack(message, sessionID);
else if (value.Equals("FIX.5.0SP2"))
((QuickFix50Sp2.MessageCracker)this).crack(message, sessionID);
else if( value.Equals("FIXT.1.1") )
{
if( message.isAdmin() )
{
((QuickFixT11.MessageCracker)this).crack( message, sessionID );
}
else
{
ApplVerID applVerID = new ApplVerID();
if( !message.getHeader().isSetField(applVerID) )
{
Session session = Session.lookupSession( sessionID );
applVerID.setValue(session.getSenderDefaultApplVerID());
}
else
{
message.getHeader().getField( applVerID );
}
crack( message, sessionID, Message.toBeginString( applVerID ));
}
}
else
onMessage( message, sessionID );
}
/// <summary>
/// ���ԶԶ˵�Ӧ�ò㱨�ģ���Ҫҵ��������
/// </summary>
/// <param name="pMessage"></param>
/// <param name="pSessionID"></param>
public void fromApp(QuickFix.Message pMessage, QuickFix.SessionID pSessionID)
{
string msgtype = pMessage.getHeader ().getString (35);
if (msgtype.StartsWith("Ans"))
{
//Console.WriteLine(pMessage.ToString());
switch (msgtype)
{
case "Ans003":
//string ccy=pMessage .getField (
case "Ans002":
if (OnError != null)
{
OnError(pMessage.ToString(), EventArgs.Empty);
}
break;
}
}
else
{
base.crack(pMessage, pSessionID);//����Ĭ�ϴ����������
}
pMessage.Dispose();//�����ֳ�����Ҫ
}
public new void crack( QuickFix.Message message, QuickFix.SessionID sessionID )
{
BeginString beginString = new BeginString();
message.getHeader().getField( beginString );
crack( message, sessionID, beginString );
}
public new void crack( QuickFix.Message message,
QuickFix.SessionID sessionID )
{
QuickFix.MsgType msgType = new QuickFix.MsgType();
message.getHeader().getField(msgType);
String msgTypeValue = msgType.getValue();
if( msgTypeValue == "0" )
onMessage( (Heartbeat)(message), sessionID );
else
if( msgTypeValue == "A" )
onMessage( (Logon)(message), sessionID );
else
if( msgTypeValue == "1" )
onMessage( (TestRequest)(message), sessionID );
else
if( msgTypeValue == "2" )
onMessage( (ResendRequest)(message), sessionID );
else
if( msgTypeValue == "3" )
onMessage( (Reject)(message), sessionID );
else
if( msgTypeValue == "4" )
onMessage( (SequenceReset)(message), sessionID );
else
if( msgTypeValue == "5" )
onMessage( (Logout)(message), sessionID );
else
if( msgTypeValue == "j" )
onMessage( (BusinessMessageReject)(message), sessionID );
else
if( msgTypeValue == "BE" )
onMessage( (UserRequest)(message), sessionID );
else
if( msgTypeValue == "BF" )
onMessage( (UserResponse)(message), sessionID );
else
if( msgTypeValue == "7" )
onMessage( (Advertisement)(message), sessionID );
else
if( msgTypeValue == "6" )
onMessage( (IndicationOfInterest)(message), sessionID );
else
if( msgTypeValue == "B" )
onMessage( (News)(message), sessionID );
else
if( msgTypeValue == "C" )
onMessage( (Email)(message), sessionID );
else
if( msgTypeValue == "R" )
onMessage( (QuoteRequest)(message), sessionID );
else
if( msgTypeValue == "AJ" )
onMessage( (QuoteResponse)(message), sessionID );
else
if( msgTypeValue == "AG" )
onMessage( (QuoteRequestReject)(message), sessionID );
else
if( msgTypeValue == "AH" )
onMessage( (RFQRequest)(message), sessionID );
else
if( msgTypeValue == "S" )
onMessage( (Quote)(message), sessionID );
else
if( msgTypeValue == "Z" )
onMessage( (QuoteCancel)(message), sessionID );
else
if( msgTypeValue == "a" )
onMessage( (QuoteStatusRequest)(message), sessionID );
else
if( msgTypeValue == "AI" )
onMessage( (QuoteStatusReport)(message), sessionID );
else
if( msgTypeValue == "i" )
onMessage( (MassQuote)(message), sessionID );
else
if( msgTypeValue == "b" )
onMessage( (MassQuoteAcknowledgement)(message), sessionID );
else
if( msgTypeValue == "V" )
onMessage( (MarketDataRequest)(message), sessionID );
else
if( msgTypeValue == "W" )
onMessage( (MarketDataSnapshotFullRefresh)(message), sessionID );
else
if( msgTypeValue == "X" )
onMessage( (MarketDataIncrementalRefresh)(message), sessionID );
else
if( msgTypeValue == "Y" )
onMessage( (MarketDataRequestReject)(message), sessionID );
else
if( msgTypeValue == "c" )
onMessage( (SecurityDefinitionRequest)(message), sessionID );
else
if( msgTypeValue == "d" )
onMessage( (SecurityDefinition)(message), sessionID );
else
if( msgTypeValue == "v" )
onMessage( (SecurityTypeRequest)(message), sessionID );
else
if( msgTypeValue == "w" )
onMessage( (SecurityTypes)(message), sessionID );
else
if( msgTypeValue == "x" )
onMessage( (SecurityListRequest)(message), sessionID );
else
if( msgTypeValue == "y" )
onMessage( (SecurityList)(message), sessionID );
else
if( msgTypeValue == "z" )
onMessage( (DerivativeSecurityListRequest)(message), sessionID );
else
if( msgTypeValue == "AA" )
onMessage( (DerivativeSecurityList)(message), sessionID );
else
if( msgTypeValue == "e" )
onMessage( (SecurityStatusRequest)(message), sessionID );
else
if( msgTypeValue == "f" )
onMessage( (SecurityStatus)(message), sessionID );
else
if( msgTypeValue == "g" )
onMessage( (TradingSessionStatusRequest)(message), sessionID );
else
if( msgTypeValue == "h" )
onMessage( (TradingSessionStatus)(message), sessionID );
else
if( msgTypeValue == "D" )
onMessage( (NewOrderSingle)(message), sessionID );
else
if( msgTypeValue == "8" )
onMessage( (ExecutionReport)(message), sessionID );
else
if( msgTypeValue == "Q" )
onMessage( (DontKnowTrade)(message), sessionID );
else
if( msgTypeValue == "G" )
onMessage( (OrderCancelReplaceRequest)(message), sessionID );
else
if( msgTypeValue == "F" )
onMessage( (OrderCancelRequest)(message), sessionID );
else
if( msgTypeValue == "9" )
onMessage( (OrderCancelReject)(message), sessionID );
else
if( msgTypeValue == "H" )
onMessage( (OrderStatusRequest)(message), sessionID );
else
if( msgTypeValue == "q" )
onMessage( (OrderMassCancelRequest)(message), sessionID );
else
if( msgTypeValue == "r" )
onMessage( (OrderMassCancelReport)(message), sessionID );
else
if( msgTypeValue == "AF" )
onMessage( (OrderMassStatusRequest)(message), sessionID );
else
if( msgTypeValue == "s" )
onMessage( (NewOrderCross)(message), sessionID );
else
if( msgTypeValue == "t" )
onMessage( (CrossOrderCancelReplaceRequest)(message), sessionID );
else
if( msgTypeValue == "u" )
onMessage( (CrossOrderCancelRequest)(message), sessionID );
else
if( msgTypeValue == "AB" )
onMessage( (NewOrderMultileg)(message), sessionID );
else
if( msgTypeValue == "AC" )
onMessage( (MultilegOrderCancelReplaceRequest)(message), sessionID );
else
if( msgTypeValue == "k" )
onMessage( (BidRequest)(message), sessionID );
else
if( msgTypeValue == "l" )
onMessage( (BidResponse)(message), sessionID );
else
if( msgTypeValue == "E" )
onMessage( (NewOrderList)(message), sessionID );
else
if( msgTypeValue == "m" )
onMessage( (ListStrikePrice)(message), sessionID );
else
if( msgTypeValue == "N" )
onMessage( (ListStatus)(message), sessionID );
else
if( msgTypeValue == "L" )
onMessage( (ListExecute)(message), sessionID );
else
if( msgTypeValue == "K" )
onMessage( (ListCancelRequest)(message), sessionID );
else
if( msgTypeValue == "M" )
onMessage( (ListStatusRequest)(message), sessionID );
else
if( msgTypeValue == "J" )
onMessage( (AllocationInstruction)(message), sessionID );
else
if( msgTypeValue == "P" )
onMessage( (AllocationInstructionAck)(message), sessionID );
else
if( msgTypeValue == "AS" )
onMessage( (AllocationReport)(message), sessionID );
else
if( msgTypeValue == "AT" )
onMessage( (AllocationReportAck)(message), sessionID );
else
if( msgTypeValue == "AK" )
onMessage( (Confirmation)(message), sessionID );
else
if( msgTypeValue == "AU" )
onMessage( (ConfirmationAck)(message), sessionID );
else
if( msgTypeValue == "BH" )
onMessage( (ConfirmationRequest)(message), sessionID );
else
if( msgTypeValue == "T" )
onMessage( (SettlementInstructions)(message), sessionID );
else
if( msgTypeValue == "AV" )
onMessage( (SettlementInstructionRequest)(message), sessionID );
else
if( msgTypeValue == "AD" )
onMessage( (TradeCaptureReportRequest)(message), sessionID );
else
if( msgTypeValue == "AQ" )
onMessage( (TradeCaptureReportRequestAck)(message), sessionID );
else
if( msgTypeValue == "AE" )
onMessage( (TradeCaptureReport)(message), sessionID );
else
if( msgTypeValue == "AR" )
onMessage( (TradeCaptureReportAck)(message), sessionID );
else
if( msgTypeValue == "o" )
onMessage( (RegistrationInstructions)(message), sessionID );
else
if( msgTypeValue == "p" )
onMessage( (RegistrationInstructionsResponse)(message), sessionID );
else
if( msgTypeValue == "AL" )
onMessage( (PositionMaintenanceRequest)(message), sessionID );
else
if( msgTypeValue == "AM" )
onMessage( (PositionMaintenanceReport)(message), sessionID );
else
if( msgTypeValue == "AN" )
onMessage( (RequestForPositions)(message), sessionID );
else
if( msgTypeValue == "AO" )
onMessage( (RequestForPositionsAck)(message), sessionID );
else
if( msgTypeValue == "AP" )
onMessage( (PositionReport)(message), sessionID );
else
if( msgTypeValue == "AW" )
onMessage( (AssignmentReport)(message), sessionID );
else
if( msgTypeValue == "AX" )
onMessage( (CollateralRequest)(message), sessionID );
else
if( msgTypeValue == "AY" )
onMessage( (CollateralAssignment)(message), sessionID );
else
if( msgTypeValue == "AZ" )
onMessage( (CollateralResponse)(message), sessionID );
else
if( msgTypeValue == "BA" )
onMessage( (CollateralReport)(message), sessionID );
else
if( msgTypeValue == "BB" )
onMessage( (CollateralInquiry)(message), sessionID );
else
if( msgTypeValue == "BC" )
onMessage( (NetworkStatusRequest)(message), sessionID );
else
if( msgTypeValue == "BD" )
onMessage( (NetworkStatusResponse)(message), sessionID );
else
if( msgTypeValue == "BG" )
onMessage( (CollateralInquiryAck)(message), sessionID );
else onMessage( message, sessionID );
}
public new void crack( QuickFix.Message message,
QuickFix.SessionID sessionID )
{
QuickFix.MsgType msgType = new QuickFix.MsgType();
message.getHeader().getField(msgType);
String msgTypeValue = msgType.getValue();
if( msgTypeValue == "0" )
onMessage( (Heartbeat)(message), sessionID );
else
if( msgTypeValue == "A" )
onMessage( (Logon)(message), sessionID );
else
if( msgTypeValue == "1" )
onMessage( (TestRequest)(message), sessionID );
else
if( msgTypeValue == "2" )
onMessage( (ResendRequest)(message), sessionID );
else
if( msgTypeValue == "3" )
onMessage( (Reject)(message), sessionID );
else
if( msgTypeValue == "4" )
onMessage( (SequenceReset)(message), sessionID );
else
if( msgTypeValue == "5" )
onMessage( (Logout)(message), sessionID );
else
if( msgTypeValue == "7" )
onMessage( (Advertisement)(message), sessionID );
else
if( msgTypeValue == "6" )
onMessage( (IndicationofInterest)(message), sessionID );
else
if( msgTypeValue == "B" )
onMessage( (News)(message), sessionID );
else
if( msgTypeValue == "C" )
onMessage( (Email)(message), sessionID );
else
if( msgTypeValue == "R" )
onMessage( (QuoteRequest)(message), sessionID );
else
if( msgTypeValue == "S" )
onMessage( (Quote)(message), sessionID );
else
if( msgTypeValue == "i" )
onMessage( (MassQuote)(message), sessionID );
else
if( msgTypeValue == "Z" )
onMessage( (QuoteCancel)(message), sessionID );
else
if( msgTypeValue == "a" )
onMessage( (QuoteStatusRequest)(message), sessionID );
else
if( msgTypeValue == "b" )
onMessage( (QuoteAcknowledgement)(message), sessionID );
else
if( msgTypeValue == "V" )
onMessage( (MarketDataRequest)(message), sessionID );
else
if( msgTypeValue == "W" )
onMessage( (MarketDataSnapshotFullRefresh)(message), sessionID );
else
if( msgTypeValue == "X" )
onMessage( (MarketDataIncrementalRefresh)(message), sessionID );
else
if( msgTypeValue == "Y" )
onMessage( (MarketDataRequestReject)(message), sessionID );
else
if( msgTypeValue == "c" )
onMessage( (SecurityDefinitionRequest)(message), sessionID );
else
if( msgTypeValue == "d" )
onMessage( (SecurityDefinition)(message), sessionID );
else
if( msgTypeValue == "e" )
onMessage( (SecurityStatusRequest)(message), sessionID );
else
if( msgTypeValue == "f" )
onMessage( (SecurityStatus)(message), sessionID );
else
if( msgTypeValue == "g" )
onMessage( (TradingSessionStatusRequest)(message), sessionID );
else
if( msgTypeValue == "h" )
onMessage( (TradingSessionStatus)(message), sessionID );
else
if( msgTypeValue == "D" )
onMessage( (NewOrderSingle)(message), sessionID );
else
if( msgTypeValue == "8" )
onMessage( (ExecutionReport)(message), sessionID );
else
if( msgTypeValue == "Q" )
onMessage( (DontKnowTrade)(message), sessionID );
else
if( msgTypeValue == "G" )
onMessage( (OrderCancelReplaceRequest)(message), sessionID );
else
if( msgTypeValue == "F" )
onMessage( (OrderCancelRequest)(message), sessionID );
else
if( msgTypeValue == "9" )
onMessage( (OrderCancelReject)(message), sessionID );
else
if( msgTypeValue == "H" )
onMessage( (OrderStatusRequest)(message), sessionID );
else
if( msgTypeValue == "J" )
onMessage( (Allocation)(message), sessionID );
else
if( msgTypeValue == "P" )
onMessage( (AllocationACK)(message), sessionID );
else
if( msgTypeValue == "T" )
onMessage( (SettlementInstructions)(message), sessionID );
else
if( msgTypeValue == "k" )
onMessage( (BidRequest)(message), sessionID );
else
if( msgTypeValue == "l" )
onMessage( (BidResponse)(message), sessionID );
else
if( msgTypeValue == "E" )
onMessage( (NewOrderList)(message), sessionID );
else
if( msgTypeValue == "m" )
onMessage( (ListStrikePrice)(message), sessionID );
else
if( msgTypeValue == "N" )
onMessage( (ListStatus)(message), sessionID );
else
if( msgTypeValue == "L" )
onMessage( (ListExecute)(message), sessionID );
else
if( msgTypeValue == "K" )
onMessage( (ListCancelRequest)(message), sessionID );
else
if( msgTypeValue == "M" )
onMessage( (ListStatusRequest)(message), sessionID );
else
if( msgTypeValue == "j" )
onMessage( (BusinessMessageReject)(message), sessionID );
else onMessage( message, sessionID );
}