public static FixMessage ParseMessage(string logEntry, Dictionary<string, FixTag> msgDic)
{
// 2012-04-06 10:58:30,601 [3] INFO MTS.Live [(null)] - toAdmin(8=FIX.4.49=12935=A34=149=FOREXINVEST
// 52=20120406-06:58:30.60156=CfhDemoPrices57=6877565098=0108=30141=Y553=FOREXINVEST554=FOREXINVEST
// 10=123, FIX.4.4:FOREXINVEST->CfhDemoPrices:CHFDN)
var match = regTime.Match(logEntry);
if (!match.Success) return null;
var timeStr = match.Value;
DateTime time;
try
{
time = DateTime.ParseExact(timeStr, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture);
}
catch (Exception)
{
return null;
}
const string fixPreffix = "(8=FIX";
var start = logEntry.IndexOf(fixPreffix);
if (start < 0) return null;
// получить поле Direction
var sbDir = new StringBuilder();
for (var i = start - 1; i > 0; i--)
{
if (logEntry[i] == ' ') break;
sbDir.Insert(0, logEntry[i]);
}
// создать объект сообщения
var msg = new FixMessage {Time = time, Direction = sbDir.ToString()};
// получить тип
var typeString = GetMessageFromString(logEntry, start, msgDic, "35=", true);
if (string.IsNullOrEmpty(typeString)) return null;
msg.Type = typeString;
// результат исполнения ордера
msg.Result = GetMessageFromString(logEntry, start, msgDic, "39=", false);
if (msg.Result == "2" && msg.Type.Contains("Execution Report"))
{
// показать проданный/купленный объем и инструмент
var smb = GetMessageFromString(logEntry, start, msgDic, "55=", false);
var sideStr = GetMessageFromString(logEntry, start, msgDic, "54=", false);
var volumeStr = GetMessageFromString(logEntry, start, msgDic, "38=", false);
var side = sideStr == "1" ? "BUY" : sideStr == "2" ? "SELL" : sideStr;
if (!string.IsNullOrEmpty(side) && !string.IsNullOrEmpty(smb) && !string.IsNullOrEmpty(volumeStr))
{
msg.Result = string.Format("{0} {1} {2}: OK", side, volumeStr, smb);
msg.ResultSymbol = smb;
int volm;
int.TryParse(volumeStr, out volm);
var sign = sideStr == "1" ? 1 : sideStr == "2" ? -1 : 0;
msg.ResultVolume = volm * sign;
}
}
// строка сообщения
start++;
const string msgEnd = ", FIX.";
var end = logEntry.IndexOf(msgEnd, start);
if (end > 0)
msg.sourceMessage = logEntry.Substring(start, end - start - 1);
return msg;
}
public static FixMessage ParseMessage(string logEntry, Dictionary <string, FixTag> msgDic)
{
// 2012-04-06 10:58:30,601 [3] INFO MTS.Live [(null)] - toAdmin(8=FIX.4.49=12935=A34=149=FOREXINVEST
// 52=20120406-06:58:30.60156=CfhDemoPrices57=6877565098=0108=30141=Y553=FOREXINVEST554=FOREXINVEST
// 10=123, FIX.4.4:FOREXINVEST->CfhDemoPrices:CHFDN)
var match = regTime.Match(logEntry);
if (!match.Success)
{
return(null);
}
var timeStr = match.Value;
DateTime time;
try
{
time = DateTime.ParseExact(timeStr, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture);
}
catch (Exception)
{
return(null);
}
const string fixPreffix = "(8=FIX";
var start = logEntry.IndexOf(fixPreffix);
if (start < 0)
{
return(null);
}
// получить поле Direction
var sbDir = new StringBuilder();
for (var i = start - 1; i > 0; i--)
{
if (logEntry[i] == ' ')
{
break;
}
sbDir.Insert(0, logEntry[i]);
}
// создать объект сообщения
var msg = new FixMessage {
Time = time, Direction = sbDir.ToString()
};
// получить тип
var typeString = GetMessageFromString(logEntry, start, msgDic, "35=", true);
if (string.IsNullOrEmpty(typeString))
{
return(null);
}
msg.Type = typeString;
// результат исполнения ордера
msg.Result = GetMessageFromString(logEntry, start, msgDic, "39=", false);
if (msg.Result == "2" && msg.Type.Contains("Execution Report"))
{
// показать проданный/купленный объем и инструмент
var smb = GetMessageFromString(logEntry, start, msgDic, "55=", false);
var sideStr = GetMessageFromString(logEntry, start, msgDic, "54=", false);
var volumeStr = GetMessageFromString(logEntry, start, msgDic, "38=", false);
var side = sideStr == "1" ? "BUY" : sideStr == "2" ? "SELL" : sideStr;
if (!string.IsNullOrEmpty(side) && !string.IsNullOrEmpty(smb) && !string.IsNullOrEmpty(volumeStr))
{
msg.Result = string.Format("{0} {1} {2}: OK", side, volumeStr, smb);
msg.ResultSymbol = smb;
int volm;
int.TryParse(volumeStr, out volm);
var sign = sideStr == "1" ? 1 : sideStr == "2" ? -1 : 0;
msg.ResultVolume = volm * sign;
}
}
// строка сообщения
start++;
const string msgEnd = ", FIX.";
var end = logEntry.IndexOf(msgEnd, start);
if (end > 0)
{
msg.sourceMessage = logEntry.Substring(start, end - start - 1);
}
return(msg);
}
