public void toAdmin(QuickFix.Message message, SessionID sessionID)
{
#region Documentation
// provides you with a peak at the administrative messages that are being sent from your FIX engine to the
// counter party. This is normally not useful for an application however it is provided for any logging you may
// wish to do. Notice that the FIX::Message is not const. This allows you to add fields before an adminstrative
// message before it is sent out.
#endregion
bool print = true;
if (message.getHeader().isSetField(35))
{
MsgType msgtype = new MsgType();
message.getHeader().getField(msgtype);
if (msgtype.getValue() == "0")
{
print = false;
}
else if (msgtype.getValue() == MsgType.LOGON)
{
message.getHeader().setField(Username.FIELD, "wbaychidrop");
message.getHeader().setField(Password.FIELD, "W3aychi!");
//message.setField(RawData.FIELD, "W3aychi!");
//message.setField(RawDataLength.FIELD, "W3aychi!".Length.ToString());
}
// SenderCompID sender = new SenderCompID();
// message.getHeader().getField(sender);
// if (sender.getValue().Equals("DHIRACH"))
// {
// message.getHeader().setField(SenderSubID.FIELD, "DHIRACH");
// message.getHeader().setField(TargetSubID.FIELD, "ITGD");
// }
// else
// {
// message.getHeader().setField(TargetSubID.FIELD, "DHIRACH");
// message.getHeader().setField(SenderSubID.FIELD, "ITGD");
// }
}
if (print)
{
Console.WriteLine("Logon Message: " + message.ToString());
}
}
public void toAdmin(Message message, SessionID sessionID)
{
// This is only for the TT dev environment. The production FIX Adapter does not require a password
MsgType msgType = new MsgType();
message.getHeader().getField(msgType);
TargetCompID targetCompID = new TargetCompID();
message.getHeader().getField(targetCompID);
if (msgType.ToString() == MsgType.Logon &&
(targetCompID.ToString() == "TTDEV9P" || targetCompID.ToString() == "TTDEV9O"))
{
const string password = "******";
RawData rawData = new RawData(password);
message.getHeader().setField(rawData);
}
// End TT Dev environment case
}
public void fromAdmin(Message message, SessionID sessionID)
{
if (!isTimerAdjusted)
{
SendingTime sendingTime = new SendingTime();
message.getHeader().getField(sendingTime);
Utils.AdjustTime(sendingTime.getValue());
isTimerAdjusted = true;
}
}
public void fromAdmin(QuickFix.Message message, SessionID sessionID)
{
#region Documentation
// notifies you when an administrative message is sent from a counterparty to your FIX engine. This can be
// useful for doing extra validation on logon messages such as for checking passwords. Throwing a RejectLogon
// exception will disconnect the counterparty.
#endregion
bool print = true;
if (message.getHeader().isSetField(35))
{
MsgType msgtype = new MsgType();
message.getHeader().getField(msgtype);
if (msgtype.getValue() == "0")
{
print = false;
}
}
if (print)
{
Console.WriteLine("fromAdmin: " + message.ToString());
}
}
/**
* Callback chamado logo antes do envio da mensagem FIX de controle de sessão.
*
*/
public void toAdmin(QuickFix.Message message, SessionID sessionId)
{
try
{
// Se for mensagem de Logon, inclui o RawData e RawDataLength na mensagem
if (message.getHeader().getString(MsgType.FIELD).Equals("A"))
{
message.setBoolean(ResetSeqNumFlag.FIELD, true);
message.setInt(NextExpectedMsgSeqNum.FIELD,
(new NextExpectedMsgSeqNum(ConstantesMDS.BMF_SEQNUM_INICIAL)).getValue());
message.setField(RawData.FIELD, new RawData(senha).ToString());
message.setField(RawDataLength.FIELD, new RawDataLength(senha.Length).ToString());
if (novaSenha != null && novaSenha.Length > 0)
{
message.setField(NewPassword.FIELD, new NewPassword(novaSenha).ToString());
logger.Info("Enviada nova senha para alteracao!");
}
}
else if (message.getHeader().getString(MsgType.FIELD).Equals("5"))
{
if (assinados)
{
cancelaInstrumentos();
}
}
logger.Debug("SEND(SES) --> " + message.ToString());
}
catch (FieldNotFound e)
{
logger.Error("Campo nao encontrado: " + e.Message, e);
}
}
long ServerQuickFix_newSendOrderRequest(Order o)
{
QuickFix.Message message = new QuickFix.Message();
QuickFix.Message.Header header = message.getHeader();
header.setField(new BeginString(FIXID));
header.setField(new SenderCompID(SenderCompId));
header.setField(new TargetCompID(TargetCompId));
header.setField(new MsgType(CANCEL));
message.setField(new OrigClOrdID(o.id.ToString()));
message.setField(new ClOrdID(o.id.ToString()));
message.setField(new Symbol(o.symbol));
message.setField(new Side(o.side ? Side.BUY : Side.SELL));
//message.setField(new Text("Cancel My Order!"));
Session.sendToTarget(message);
return(0);
}
public virtual void toAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
// Faz o processamento
try
{
logger.Debug("toAdmin(). Session id : " + session.ToString() + " Msg: " + message.GetType().ToString());
if (message.getHeader().getField(MsgType.FIELD) != QuickFix.MsgType.Heartbeat)
{
this.crack(message, session);
}
}
catch (Exception ex)
{
logger.Error("toAdmin() Erro: " + ex.Message, ex);
}
}
public void fromAdmin(Message message, SessionID sessionID)
{
if(!isTimerAdjusted)
{
SendingTime sendingTime = new SendingTime();
message.getHeader().getField(sendingTime);
Utils.AdjustTime(sendingTime.getValue());
isTimerAdjusted = true;
}
//AddText("fromAdmin " + message + Environment.NewLine);
}
long ServerQuickFix_newSendOrderRequest(Order o)
{
QuickFix.Message message = new QuickFix.Message();
QuickFix.Message.Header header = message.getHeader();
header.setField(new BeginString(FIXID));
header.setField(new SenderCompID(SenderCompId));
header.setField(new TargetCompID(TargetCompId));
header.setField(new MsgType(CANCEL));
message.setField(new OrigClOrdID(o.id.ToString()));
message.setField(new ClOrdID(o.id.ToString()));
message.setField(new Symbol(o.symbol));
message.setField(new Side(o.side ? Side.BUY : Side.SELL));
//message.setField(new Text("Cancel My Order!"));
Session.sendToTarget(message);
return 0;
}
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();
}