/// <summary>
/// The build registry interface document.
/// </summary>
/// <param name="buildFrom">
/// The build from.
/// </param>
/// <param name="action">
/// The action.
/// </param>
/// <returns>
/// The <see cref="RegistryInterface"/>.
/// </returns>
public RegistryInterface BuildRegistryInterfaceDocument(
ICollection<ISubscriptionObject> buildFrom, DatasetActionEnumType action)
{
var rid = new RegistryInterface();
RegistryInterfaceType rit = rid.Content;
V21Helper.Header = rit;
var submitSubscriptionsRequest = new SubmitSubscriptionsRequestType();
rit.SubmitSubscriptionsRequest = submitSubscriptionsRequest;
/* foreach */
foreach (ISubscriptionObject currentSubscription in buildFrom)
{
SubscriptionType subscriptionType = this._subscriptionXmlBuilder.Build(currentSubscription);
var subscriptionRequest = new SubscriptionRequestType();
submitSubscriptionsRequest.SubscriptionRequest.Add(subscriptionRequest);
subscriptionRequest.Subscription = subscriptionType;
switch (action)
{
case DatasetActionEnumType.Append:
subscriptionRequest.action = ActionTypeConstants.Append;
break;
case DatasetActionEnumType.Replace:
subscriptionRequest.action = ActionTypeConstants.Replace;
break;
case DatasetActionEnumType.Delete:
subscriptionRequest.action = ActionTypeConstants.Delete;
break;
case DatasetActionEnumType.Information:
subscriptionRequest.action = ActionTypeConstants.Information;
break;
}
}
return rid;
}
private QuickFix.FIX42.MarketDataRequest QueryMarketDataRequest42()
{
MDReqID mdReqID = new MDReqID("MARKETDATAID");
SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT);
MarketDepth marketDepth = new MarketDepth(0);
QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup();
marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID));
QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup();
symbolGroup.Set(new Symbol("LNUX"));
QuickFix.FIX42.MarketDataRequest message = new QuickFix.FIX42.MarketDataRequest(mdReqID, subType, marketDepth);
message.AddGroup(marketDataEntryGroup);
message.AddGroup(symbolGroup);
QueryHeader(message.Header);
Console.WriteLine(message.ToString());
return(message);
}
public GetTradesRequestWrapper(string pSymbol, SubscriptionRequestType pSubscriptionRequestType)
{
Symbol = pSymbol;
SubscriptionRequestType = pSubscriptionRequestType;
}
public MarketDataOrderBookRequestWrapper(int pMdReqId, Security pSecurity, SubscriptionRequestType pSubscriptionRequestType)
: base(pMdReqId, pSecurity, pSubscriptionRequestType)
{
}
public MarketDataQuotesRequestWrapper(Security pSecurity, SubscriptionRequestType pSubscriptionRequestType) : base(pSecurity, pSubscriptionRequestType)
{
}
public MarketDataRequestWrapper(int pMdReqId, Security pSecurity, SubscriptionRequestType pSubscriptionRequestType)
{
MdReqId = pMdReqId;
Security = pSecurity;
SubscriptionRequestType = pSubscriptionRequestType;
}
