private void MessageDisplay(QuickFix.Message msg, SessionID sessionID, MessageDisplayer msgDisplayer)
{
if (msgDisplayer == MessageDisplayer.Sender)
{
DataContainer.form1.AppendSenderBox($@"=================={msg.GetType()}==================");
DataContainer.form1.AppendSenderBox("@" + sessionID.ToString());
var msgLst = msg.ToList();
var msgHeaderLst = msg.Header.ToList();
foreach (var item in msgHeaderLst)
{
DataContainer.form1.AppendSenderBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
foreach (var item in msgLst)
{
DataContainer.form1.AppendSenderBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
}
else if (msgDisplayer == MessageDisplayer.Receiver)
{
DataContainer.form1.AppendReceiverBox($@"=================={msg.GetType()}==================");
DataContainer.form1.AppendReceiverBox("@" + sessionID.ToString());
var msgLst = msg.ToList();
var msgHeaderLst = msg.Header.ToList();
foreach (var item in msgHeaderLst)
{
DataContainer.form1.AppendReceiverBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
foreach (var item in msgLst)
{
DataContainer.form1.AppendReceiverBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
}
}
public virtual void OnMessage(QuickFix.FIX44.ApplicationRawDataReporting message, SessionID session)
{
try
{
//logger.InfoFormat("RawDataLength[{0}] getLength[{1}]", message.RawDataLength, message.RawData.getLength());
UmdfUtils.dumpFastData(UmdfUtils.ENCODING.GetBytes(message.RawData.getValue()), 0, Int32.Parse(message.RawDataLength.ToString()));
string[] quebraApplReqID = message.ApplReqID.ToString().Split("|".ToCharArray());
string applReqID = quebraApplReqID[0];
string sessionIDResponse = quebraApplReqID[1];
// Retorna o applReqID original
message.Set(new QuickFix.Fields.ApplReqID(quebraApplReqID[0]));
// Inverte origem e destino da mensagem, para devolver a resposta ao cliente Fix
message.Header.SetField(new QuickFix.Fields.SenderCompID(_dctSessionsFixClients[sessionIDResponse].TargetCompID));
message.Header.SetField(new QuickFix.Fields.SenderSubID(_dctSessionsFixClients[sessionIDResponse].TargetSubID));
message.Header.SetField(new QuickFix.Fields.TargetCompID(_dctSessionsFixClients[sessionIDResponse].SenderCompID));
message.Header.SetField(new QuickFix.Fields.TargetSubID(_dctSessionsFixClients[sessionIDResponse].SenderSubID));
logger.InfoFormat("SessionID[{0}]: ApplicationRawDataReporting enviando para sessionIDResponse[{1}] msg[{2}]",
session.ToString(), sessionIDResponse, message.ToString());
bool bRet = Session.SendToTarget(message, _dctSessionsFixClients[sessionIDResponse]);
if (!bRet)
{
logger.ErrorFormat("SessionID[{0}]: Falha ApplicationRawDataReporting sessionIDResponse[{1}] msg[{2}]",
session.ToString(), sessionIDResponse, message.ToString());
}
}
catch (Exception ex)
{
logger.Error("onMessage(ApplicationRawDataReporting): " + ex.Message, ex);
}
}
public virtual void OnMessage(QuickFix.FIX44.ApplicationMessageReport message, SessionID session)
{
try
{
string[] quebraApplReqID = message.ApplReqID.ToString().Split("|".ToCharArray());
string applReqID = quebraApplReqID[0];
string sessionIDResponse = quebraApplReqID[1];
// Retorna o applReqID original
message.Set(new QuickFix.Fields.ApplReqID(quebraApplReqID[0]));
// Inverte origem e destino da mensagem, para devolver a resposta ao cliente Fix
message.Header.SetField(new QuickFix.Fields.SenderCompID(_dctSessionsFixClients[sessionIDResponse].TargetCompID));
message.Header.SetField(new QuickFix.Fields.SenderSubID(_dctSessionsFixClients[sessionIDResponse].TargetSubID));
message.Header.SetField(new QuickFix.Fields.TargetCompID(_dctSessionsFixClients[sessionIDResponse].SenderCompID));
message.Header.SetField(new QuickFix.Fields.TargetSubID(_dctSessionsFixClients[sessionIDResponse].SenderSubID));
logger.InfoFormat("SessionID[{0}]: ApplicationMessageReport enviando para sessionIDResponse[{1}] msg[{2}]",
session.ToString(), sessionIDResponse, message.ToString());
bool bRet = Session.SendToTarget(message, _dctSessionsFixClients[sessionIDResponse]);
if (!bRet)
{
logger.ErrorFormat("SessionID[{0}]: Falha ApplicationMessageReport sessionIDResponse[{1}] msg[{2}]",
session.ToString(), sessionIDResponse, message.ToString());
}
}
catch (Exception ex)
{
logger.Error("onMessage(ApplicationMessageReport): " + ex.Message, ex);
}
}
public void OnLogon(SessionID sessionID)
{
Console.WriteLine("Logon - " + sessionID.ToString());
m_bConnected = true;
//FixApiConnectEventListener();
Logger.Instance().Log($"Trade Connection: Logon - {sessionID.ToString()}");
}
public void OnLogout(SessionID sessionID)
{
Console.WriteLine("Logout - " + sessionID.ToString());
m_bConnected = false;
//FixApiDisconnectEventListener();
Logger.Instance().Log($"Price Connection: Logout - {sessionID.ToString()}", LogStyle.HighLight);
}
public void onLogon(SessionID value)
{
AppLogger.Debug(value.ToString());
Console.WriteLine(string.Format("@onLogon:{0}", value.ToString()));
new Thread(ProcesssNewOrderSingleThread).Start(null);
SessionID = value;
}
public void onLogon(SessionID value)
{
AppLogger.Debug(value.ToString());
Console.WriteLine(string.Format("@onLogon:{0}", value.ToString()));
SessionID = value;
StartPublishingExecutionReports();
}
public void OnLogon(SessionID sessionID)
{
AppLogger.Debug(sessionID.ToString());
Console.WriteLine(string.Format("@onLogon:{0}", sessionID.ToString()));
SessionID = sessionID;
StartPublishingExecutionReports();
}
public void OnLogon(SessionID sessionID)
{
Console.WriteLine("Logon - " + sessionID.ToString());
m_bConnected = true;
//FixApiConnectEventListener();
Logger.Instance().Log($"Price Connection: Logon - {sessionID.ToString()}");
for (int i = 0; i < Global_Config.m_SymbolsToSubscribe.Count; i++)
{
SubscribeMarketData(Global_Config.m_SymbolsToSubscribe[i], i.ToString());
}
}
public void OnLogout(SessionID sessionID)
{
Console.WriteLine("Logout - " + sessionID.ToString());
//IsConnected = false;
HashSet <QuickFix.SessionID> sidset = MySessionSettings.GetSessions();
if (sessionID.TargetCompID.CompareTo(sidset.ElementAt(0).TargetCompID) == 0)
{
//orderSession = Session.LookupSession(sessionID);
if (OrderSessionLogoutEvent != null)
{
OrderSessionLogoutEvent();
}
}
else
{
//priceSession = Session.LookupSession(sessionID);
if (PriceSessionLogoutEvent != null)
{
PriceSessionLogoutEvent();
}
}
}
public virtual void OnMessage(QuickFix.FIX44.Reject message, SessionID session)
{
try
{
string sessionRejectReason = message.IsSetSessionRejectReason() ? message.SessionRejectReason.ToString() : "0";
string refSeqNum = message.IsSetRefSeqNum() ? message.RefSeqNum.ToString() : "no-ref-seq-num";
string refTagID = message.IsSetRefTagID() ? message.RefTagID.ToString() : "no-tag-id";
string refMsgType = message.IsSetRefMsgType() ? message.RefMsgType.ToString() : "no-ref-msg-type";
string text = message.IsSetText() ? message.Text.ToString() : "no-text";
logger.Error("onMessage(Reject): onMessage(Reject) SessionID: " + session.ToString());
logger.Error("onMessage(Reject): Reason =[" + sessionRejectReason + "]");
logger.Error("onMessage(Reject): RefSeqNum=[" + refSeqNum + "]");
logger.Error("onMessage(Reject): RefTagID=[" + refTagID + "]");
logger.Error("onMessage(Reject): RefMsgType=[" + refMsgType + "]");
logger.Error("onMessage(Reject): Error=[" + text + "]");
}
catch (QuickFix.UnsupportedMessageType uex)
{
logger.Error("onMessage(Reject): " + uex.Message + "\r\n Data: " + uex.Data, uex);
}
catch (Exception ex)
{
logger.Error("onMessage(Reject): " + ex.Message, ex);
}
}
internal async Task <DACPResponse> SubmitRequestAsync(DACPRequest request)
{
if (request.IncludeSessionID)
{
request.QueryParameters["session-id"] = SessionID.ToString();
}
string uri = request.GetURI();
_log.Info("Submitting request for: " + uri);
HttpResponseMessage response = await HttpClient.PostAsync(uri, request.HttpContent, request.CancellationToken).ConfigureAwait(false);
if (!response.IsSuccessStatusCode)
{
_log.Info("Invalid response ({0}) for: {1}", response.StatusCode, uri);
throw new DACPRequestException(response);
}
byte[] data = await response.Content.ReadAsByteArrayAsync().ConfigureAwait(false);
_log.Info("Received response for: " + uri);
// Get the content of the first node
IEnumerable <DACPNode> nodes = null;
if (data.Length > 0)
{
data = DACPUtility.GetResponseNodes(data, true).First().Value;
nodes = DACPUtility.GetResponseNodes(data);
}
return(new DACPResponse(response, nodes));
}
public void onLogon(SessionID sessionID)
{
_senderCompID = sessionID.getSenderCompID();
_targetCompID = sessionID.getTargetCompID();
_FixSessionStatusChangedDelegate(Beltone.Services.Fix.Entities.FixSessionStatus.Connected);
SystemLogger.WriteOnConsoleAsync(true, "Logged In: session id " + sessionID.ToString(), ConsoleColor.Green, ConsoleColor.Yellow, false);
}
public void NewTransaction(string tableID, int numberOfGuest, string status)
{
Transaction.Table_UID = new Guid(tableID);
Transaction.NumberOfGuest = numberOfGuest;
Transaction.Status = status;
ITransaction.CreateAsync(Transaction, SessionID.ToString()).Wait();
}
public void OnLogon(SessionID sessionID)
{
_seen = new HashSet <string>();
Console.WriteLine("Logon - " + sessionID.ToString());
if (ExecuteSecurityListRequest)
{
// get all the symbols
SecurityListRequestAll();
// get symbols only by the symbol prefix
if (!string.IsNullOrWhiteSpace(FilterBySymbolIdForSecurityListRequest))
{
SecurityListRequestFilteredBySymbolIdPrefix(FilterBySymbolIdForSecurityListRequest);
}
// get symbols from specific exchange
if (!string.IsNullOrWhiteSpace(FilterByExchangeNameForSecurityListRequest))
{
SecurityListRequestFilteredByExchange(FilterByExchangeNameForSecurityListRequest);
}
}
// subscribe by symbol ids
//MarketDataRequestTrades(SubscribeBySymbolRegex);
//MarketDataRequestQuotes(SubscribeBySymbolRegex);
//MarketDataRequestFullOrderbook(SubscribeBySymbolRegex);
MarketDataRequestFullOrderbookIncremential(SubscribeBySymbolRegex);
}
public virtual void OnMessage(QuickFix.FIX44.ApplicationMessageRequest message, SessionID session)
{
try
{
string sessionID = session.ToString();
string applReqID = message.ApplReqID.ToString();
logger.InfoFormat("SessionID[{0}]: ApplicationMessageRequest ApplReqID[{1}]", sessionID, applReqID);
// Acrescenta o sessionID do cliente para controle
applReqID = applReqID + "|" + sessionID;
message.Set(new QuickFix.Fields.ApplReqID(applReqID));
string[] quebraApplReqID = applReqID.Split("-".ToCharArray());
string channelID = quebraApplReqID[1];
logger.DebugFormat("SessionID[{0}]: ApplicationMessageRequest enviando para ChannelID[{1}] msg[{2}]",
sessionID, channelID, message.ToString());
bool bRet = Session.SendToTarget(message, _dctSessionsFixChannels[channelID]);
if (!bRet)
{
logger.ErrorFormat("SessionID[{0}]: Falha ApplicationMessageRequest msg[{1}]", sessionID, message.ToString());
}
}
catch (Exception ex)
{
logger.Error("onMessage(ApplicationMessageRequest): " + ex.Message, ex);
}
}
public Pair(ClOrdID clOrdID, SessionID sessionID)
{
this.clOrdID = clOrdID;
this.sessionID = sessionID;
hashCode =
("C:" + clOrdID.ToString() + "S:" + sessionID.ToString()).GetHashCode();
}
private void Set(SessionID sessionID, QuickFix.Dictionary settings)
{
if (Has(sessionID))
{
throw new ConfigError("Duplicate Session " + sessionID.ToString());
}
settings.SetString(SessionSettings.BEGINSTRING, sessionID.BeginString);
settings.SetString(SessionSettings.SENDERCOMPID, sessionID.SenderCompID);
if (SessionID.IsSet(sessionID.SenderSubID))
{
settings.SetString(SessionSettings.SENDERSUBID, sessionID.SenderSubID);
}
if (SessionID.IsSet(sessionID.SenderLocationID))
{
settings.SetString(SessionSettings.SENDERLOCID, sessionID.SenderLocationID);
}
settings.SetString(SessionSettings.TARGETCOMPID, sessionID.TargetCompID);
if (SessionID.IsSet(sessionID.TargetSubID))
{
settings.SetString(SessionSettings.TARGETSUBID, sessionID.TargetSubID);
}
if (SessionID.IsSet(sessionID.TargetLocationID))
{
settings.SetString(SessionSettings.TARGETLOCID, sessionID.TargetLocationID);
}
settings.Merge(defaults_);
Validate(settings);
settings_[sessionID] = settings;
}
public XElement BuildXML(QuickFix.Message msg, MsgType msgType, DateTime? logTimeStamp = null, string origChkSum = null)
{
//Debug.WriteLine(" ~~~> " + msg.GetType().ToString());
SessionID sessionID = msg.GetSessionID(msg);
FIXClassInfo fixClass = null;
if (msg.GetType() == typeof(QuickFix.Message))
{
var classes = fixClasses[msgType.ToString(), Utils.NormalizeFIXNameSpace(sessionID.BeginString)];
if(classes != null && classes.Count>0)
fixClass = classes[0];
}
//var root = new XElement(msg.GetType().ToString());
var root = new XElement((fixClass!=null) ? fixClass.type.FullName : msg.GetType().ToString());
root.Add(new XAttribute("MessageType", msgType.ToString()));
root.Add(new XAttribute("Session", sessionID.ToString()));
if(logTimeStamp.HasValue)
root.Add(new XAttribute("LogTimeStamp", logTimeStamp.Value));
var header = new XElement(msg.Header.GetType().ToString());
ProcessFieldMapToXML(header, msg.Header);
root.Add(header);
var body = new XElement(msg.GetType().ToString() + ".Body");
ProcessFieldMapToXML(body, msg);
root.Add(body);
var trailer = new XElement(msg.Trailer.GetType().ToString());
ProcessFieldMapToXML(trailer, msg.Trailer, origChkSum);
root.Add(trailer);
return root;
}
public void ToAdmin(QuickFix.Message message, SessionID sessionID)
{
DoLog(string.Format("@toAdmin <{0}>:{1}", sessionID.ToString(), message.ToString()), Fwk.Main.Common.Util.Constants.MessageType.Information);
if (message is Logon)
{
message.Header.SetField(new ResetSeqNumFlag(ResetSeqNumFlag.NO));
}
}
internal async Task <DacpResponse> SendRequestAsync(DacpRequest request)
{
if (request.IncludeSessionID)
{
request.QueryParameters["session-id"] = SessionID.ToString();
}
return(await SendRequestAsync(request.GetURI(), request.CancellationToken).ConfigureAwait(false));
}
public void FromApp(QuickFix.Message message, SessionID sessionID)
{
DoLog(string.Format("@fromApp<{0}>:{1}", sessionID.ToString(), message.ToString()), Fwk.Main.Common.Util.Constants.MessageType.Information);
if (message is QuickFix.FIX44.ExecutionReport)
{
Thread processExecReport = new Thread(ProcesssExecutionReportMessage);
processExecReport.Start((QuickFix.FIX44.ExecutionReport)message);
}
}
public void OnLogon(SessionID sessionID)
{
SessionID = sessionID;
if (!TestingModulesInitialized)
{
InstantiateTestingModules();//Now we can start the tests
TestingModulesInitialized = true;
}
DoLog(string.Format("@onLogon:{0}", sessionID.ToString()), Fwk.Main.Common.Util.Constants.MessageType.Information);
}
public void FromAdmin(QuickFix.Message message, SessionID sessionID)
{
DoLog(string.Format("@fromAdmin<{0}>:{1}", sessionID.ToString(), message.ToString()), Fwk.Main.Common.Util.Constants.MessageType.Information);
if (message is Reject)
{
Reject reject = (Reject)message;
Thread rejectPrcThread = new Thread(ProcessMessageReject);
rejectPrcThread.Start(reject);
}
}
/// <summary>
/// Called on logon to the FIX session.
/// </summary>
/// <param name="sessionId">The session identifier.</param>
public void OnLogon(SessionID sessionId)
{
var connected = new SessionConnected(
this.Brokerage,
sessionId.ToString(),
this.guidFactory.Generate(),
this.clock.TimeNow());
this.messagingAdapter.SendToBus(connected, null, this.clock.TimeNow());
this.Logger.LogDebug(LogId.Network, $"Connected to session {sessionId}");
}
protected bool SessionEquals(SessionID sessionID1, SessionID sessionID2)
{
if (sessionID1 == null || sessionID2 == null)
{
return(false);
}
else
{
return(sessionID1.ToString() == sessionID2.ToString());
}
}
public void onCreate(SessionID sessionID)
{
SystemLogger.WriteOnConsoleAsync(true, string.Format("new sessionID: {0} ", sessionID.ToString()), ConsoleColor.Cyan, ConsoleColor.Black, false);
lock (_lockObj)
{
if (!_sessionCode_sessionDetails.ContainsKey(sessionID.ToString()))
{
if (!_targetCompID_SessionCode.ContainsKey(sessionID.getTargetCompID()))
{
SystemLogger.WriteOnConsoleAsync(true, string.Format("not added sessionID: {0} because not found in database", sessionID.ToString()), ConsoleColor.White, ConsoleColor.Red, false);
return;
}
_sessionCode_sessionDetails.Add(_targetCompID_SessionCode[sessionID.getTargetCompID()], new SessionInfo()
{
Session = sessionID, TargetCode = sessionID.getTargetCompID()
});
_sessionID_sessionCode.Add(sessionID.ToString(), _targetCompID_SessionCode[sessionID.getTargetCompID()]);
//SystemLogger.WriteOnConsoleAsync(true, string.Format("new added sessionID: {0} ", sessionID.ToString()), ConsoleColor.Cyan, ConsoleColor.Black, false);
}
}
}
public virtual void OnMessage(QuickFix.FIX44.ApplicationMessageRequest message, SessionID session)
{
try
{
string sessionID = session.ToString();
logger.InfoFormat("SessionID[{0}]: ApplicationMessageRequest ApplReqID[{1}] msg[{2}]",
sessionID, message.ApplReqID.ToString(), message.ToString());
}
catch (Exception ex)
{
logger.Error("onMessage(ApplicationMessageRequest): " + ex.Message, ex);
}
}
public void FromApp(QuickFix.Message msg, SessionID sessionID)
{
Console.WriteLine("FromApp - " + msg.ToString() + "@" + sessionID.ToString());
try
{
Crack(msg, sessionID);
}
catch (Exception ex)
{
Console.WriteLine("==Cracker exception==");
Console.WriteLine(ex.ToString());
Console.WriteLine(ex.StackTrace);
}
}
public void TestToString()
{
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Assert.That(sessionID.ToString(), Is.EqualTo("FIX.4.2:SENDER->TARGET"));
sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET", "QUALIFIER");
Assert.That(sessionID.ToString(), Is.EqualTo("FIX.4.2:SENDER->TARGET:QUALIFIER"));
sessionID = new SessionID("FIX.4.2", "SENDER", "SENDERSUB", "TARGET", "TARGETSUB");
Assert.That(sessionID.ToString(), Is.EqualTo("FIX.4.2:SENDER/SENDERSUB->TARGET/TARGETSUB"));
sessionID = new SessionID("FIX.4.2", "SENDER", "SENDERSUB", "SENDERLOC", "TARGET", "TARGETSUB", "TARGETLOC");
Assert.That(sessionID.ToString(), Is.EqualTo("FIX.4.2:SENDER/SENDERSUB/SENDERLOC->TARGET/TARGETSUB/TARGETLOC"));
sessionID = new SessionID("FIX.4.2", "SENDER", "SENDERSUB", "SENDERLOC", "TARGET", "TARGETSUB", "TARGETLOC", "QUALIFIER");
Assert.That(sessionID.ToString(), Is.EqualTo("FIX.4.2:SENDER/SENDERSUB/SENDERLOC->TARGET/TARGETSUB/TARGETLOC:QUALIFIER"));
}