public bool SendSessionStatus(string status)
{
switch (status)
{
case "2":
ProviderSimulator.SetOrderServerOnline();
break;
case "3":
ProviderSimulator.SetOrderServerOffline();
break;
default:
throw new ApplicationException("Unknown session status:" + status);
}
var mbtMsg = FixFactory.Create();
mbtMsg.AddHeader("h");
mbtMsg.SetTradingSessionId("TSSTATE");
mbtMsg.SetTradingSessionStatus(status);
if (debug)
{
log.Debug("Sending order server status: " + mbtMsg);
}
SendMessage(mbtMsg);
return(true);
}
private void FIXCreateOrder(MessageFIX4_2 packet)
{
if (debug)
{
log.Debug("FIXCreateOrder() for " + packet.Symbol + ". Client id: " + packet.ClientOrderId);
}
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var order = ConstructOrder(packet, packet.ClientOrderId);
if (!ProviderSimulator.IsOrderServerOnline)
{
if (debug)
{
log.Debug(symbol + ": Rejected " + packet.ClientOrderId + ". Order server offline.");
}
OnRejectOrder(order, symbol + ": Order Server Offline.");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating create order reject of 35=" + packet.MessageType);
}
OnRejectOrder(order, "Testing reject of create order");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for create order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
if (packet.Symbol == "TestPending")
{
log.Info("Ignoring FIX order since symbol is " + packet.Symbol);
}
else
{
if (string.IsNullOrEmpty(packet.ClientOrderId))
{
System.Diagnostics.Debugger.Break();
}
ProviderSimulator.CreateOrder(order);
ProcessCreateOrder(order);
ProviderSimulator.TryProcessAdustments(order);
}
return;
}
private void FIXCancelOrder(MessageFIX4_2 packet)
{
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
if (!ProviderSimulator.IsOrderServerOnline)
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug(symbol + ": Cannot cancel order by client id: " + packet.OriginalClientOrderId + ". Order Server Offline.");
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, symbol + ": Order Server Offline");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating cancel order reject of 35=" + packet.MessageType);
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, "Testing reject of cancel order.");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for cancel order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
if (debug)
{
log.Debug("FIXCancelOrder() for " + packet.Symbol + ". Original client id: " + packet.OriginalClientOrderId);
}
CreateOrChangeOrder origOrder = null;
try
{
long origClientId;
if (!long.TryParse(packet.OriginalClientOrderId, out origClientId))
{
log.Error("original client order id " + packet.OriginalClientOrderId +
" cannot be converted to long: " + packet);
origClientId = 0;
}
origOrder = ProviderSimulator.GetOrderById(symbol, origClientId);
}
catch (ApplicationException)
{
if (debug)
{
log.Debug(symbol + ": Cannot cancel order by client id: " + packet.OriginalClientOrderId + ". Probably already filled or canceled.");
}
OnRejectCancel(packet.Symbol, packet.ClientOrderId, packet.OriginalClientOrderId, "No such order");
return;
}
var cancelOrder = ConstructCancelOrder(packet, packet.ClientOrderId);
cancelOrder.OriginalOrder = origOrder;
ProviderSimulator.CancelOrder(cancelOrder);
ProcessCancelOrder(cancelOrder);
ProviderSimulator.TryProcessAdustments(cancelOrder);
return;
}
private void FIXChangeOrder(MessageFIX4_2 packet)
{
var symbol = Factory.Symbol.LookupSymbol(packet.Symbol);
var order = ConstructOrder(packet, packet.ClientOrderId);
if (!ProviderSimulator.IsOrderServerOnline)
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
log.Info(symbol + ": Rejected " + packet.ClientOrderId + ". Order server offline.");
OnRejectOrder(order, symbol + ": Order Server Offline.");
return;
}
var simulator = simulators[SimulatorType.RejectSymbol];
if (FixFactory != null && simulator.CheckFrequencyAndSymbol(symbol))
{
if (debug)
{
log.Debug("Simulating create order reject of 35=" + packet.MessageType);
}
OnRejectOrder(order, "Testing reject of change order.");
return;
}
simulator = simulators[SimulatorType.ServerOfflineReject];
if (FixFactory != null && simulator.CheckFrequency())
{
throw new LimeException("Order server offline testing for Lime not yet implemeneted");
if (debug)
{
log.Debug("Simulating order server offline business reject of 35=" + packet.MessageType);
}
OnBusinessRejectOrder(packet.ClientOrderId, "Server offline for change order.");
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
return;
}
CreateOrChangeOrder origOrder = null;
if (debug)
{
log.Debug("FIXChangeOrder() for " + packet.Symbol + ". Client id: " + packet.ClientOrderId + ". Original client id: " + packet.OriginalClientOrderId);
}
try
{
long origClientId;
if (!long.TryParse(packet.OriginalClientOrderId, out origClientId))
{
log.Error("original client order id " + packet.OriginalClientOrderId + " cannot be converted to long: " + packet);
origClientId = 0;
}
origOrder = ProviderSimulator.GetOrderById(symbol, origClientId);
}
catch (ApplicationException ex)
{
if (debug)
{
log.Debug(symbol + ": Rejected " + packet.ClientOrderId + ". Cannot change order: " + packet.OriginalClientOrderId + ". Already filled or canceled. Message: " + ex.Message);
}
OnRejectOrder(order, symbol + ": Cannot change order. Probably already filled or canceled.");
return;
}
order.OriginalOrder = origOrder;
#if VERIFYSIDE
if (order.Side != origOrder.Side)
{
var message = symbol + ": Cannot change " + origOrder.Side + " to " + order.Side;
log.Error(message);
OnRejectOrder(order, false, message);
return;
}
if (order.Type != origOrder.Type)
{
var message = symbol + ": Cannot change " + origOrder.Type + " to " + order.Type;
log.Error(message);
OnRejectOrder(order, false, message);
return;
}
#endif
ProviderSimulator.ChangeOrder(order);
ProcessChangeOrder(order);
}
public void SendMessage(FIXTMessage1_1 fixMessage)
{
FixFactory.AddHistory(fixMessage);
if (isConnectionLost)
{
RemoveTickSync(fixMessage);
return;
}
var simulator = simulators[SimulatorType.SendDisconnect];
if (simulator.CheckSequence(fixMessage.Sequence))
{
if (debug)
{
log.Debug("Ignoring message: " + fixMessage);
}
ProviderSimulator.SwitchBrokerState("disconnect", false);
isConnectionLost = true;
return;
}
if (simulateSendFailed && IsRecovered && random.Next(50) == 4)
{
if (debug)
{
log.Debug("Skipping send of sequence # " + fixMessage.Sequence + " to simulate lost message. " + fixMessage);
}
if (fixMessage.Type == "1")
{
isHeartbeatPending = TimeStamp.MaxValue;
}
if (debug)
{
log.Debug("Message type is: " + fixMessage.Type);
}
return;
}
var writePacket = fixSocket.MessageFactory.Create();
var message = fixMessage.ToString();
writePacket.DataOut.Write(message.ToCharArray());
writePacket.SendUtcTime = TimeStamp.UtcNow.Internal;
if (debug)
{
log.Debug("Simulating FIX Message: " + fixMessage);
}
try
{
fixPacketQueue.Enqueue(writePacket, writePacket.SendUtcTime);
}
catch (QueueException ex)
{
if (ex.EntryType == EventType.Terminate)
{
log.Warn("fix packet queue returned queue exception " + ex.EntryType + ". Dropping message due to dispose.");
Dispose();
}
else
{
throw;
}
}
simulator = simulators[SimulatorType.SendServerOffline];
if (IsRecovered && FixFactory != null && simulator.CheckSequence(fixMessage.Sequence))
{
if (debug)
{
log.Debug("Skipping message: " + fixMessage);
}
ProviderSimulator.SwitchBrokerState("offline", false);
ProviderSimulator.SetOrderServerOffline();
if (requestSessionStatus)
{
SendSessionStatus("3");
}
else
{
log.Info("RequestSessionStatus is false so not sending order server offline message.");
}
}
}
private bool ProcessMessage(MessageFIXT1_1 packetFIX)
{
if (isConnectionLost)
{
if (debug)
{
log.Debug("Ignoring message: " + packetFIX);
}
RemoveTickSync(packetFIX);
return(true);
}
var simulator = simulators[SimulatorType.ReceiveDisconnect];
if (FixFactory != null && simulator.CheckSequence(packetFIX.Sequence))
{
if (debug)
{
log.Debug("Ignoring message: " + packetFIX);
}
// Ignore this message. Pretend we never received it AND disconnect.
// This will test the message recovery.)
ProviderSimulator.SwitchBrokerState("disconnect", false);
isConnectionLost = true;
return(true);
}
if (simulateReceiveFailed && FixFactory != null && random.Next(50) == 1)
{
// Ignore this message. Pretend we never received it.
// This will test the message recovery.
if (debug)
{
log.Debug("Ignoring fix message sequence " + packetFIX.Sequence);
}
return(Resend(packetFIX));
}
simulator = simulators[SimulatorType.ReceiveServerOffline];
if (IsRecovered && FixFactory != null && simulator.CheckSequence(packetFIX.Sequence))
{
if (debug)
{
log.Debug("Skipping message: " + packetFIX);
}
ProviderSimulator.SwitchBrokerState("disconnect", false);
ProviderSimulator.SetOrderServerOffline();
if (requestSessionStatus)
{
SendSessionStatus("3"); //offline
}
else
{
log.Info("RequestSessionStatus is false so not sending order server offline message.");
}
return(true);
}
simulator = simulators[SimulatorType.SystemOffline];
if (IsRecovered && FixFactory != null && simulator.CheckSequence(packetFIX.Sequence))
{
SendSystemOffline();
return(true);
}
if (debug)
{
log.Debug("Processing message with " + packetFIX.Sequence + ". So updating remote sequence...");
}
RemoteSequence = packetFIX.Sequence + 1;
switch (packetFIX.MessageType)
{
case "G":
case "D":
simulator = simulators[SimulatorType.BlackHole];
break;
case "F":
simulator = simulators[SimulatorType.CancelBlackHole];
break;
}
if (FixFactory != null && simulator.CheckFrequency())
{
if (debug)
{
log.Debug("Simulating order 'black hole' of 35=" + packetFIX.MessageType + " by incrementing sequence to " + RemoteSequence + " but ignoring message with sequence " + packetFIX.Sequence);
}
return(true);
}
ParseFIXMessage(_fixReadMessage);
return(true);
}
