public RawMessage(string message, MessageDirection md)
{
Message = message;
Direction = md;
MsgType = MessageFunctions.GetTagValue(35, message);
}
private void ConvertSELLtoBUY()
{
foreach (string m in _messages)
{
string newM = m;
//newM = MessageFunctions.ReplaceTag(115, 128, newM, true, TagLocation.SOURCE);
//newM = MessageFunctions.ReplaceTag(128, 49, newM, false, TagLocation.SOURCE);
string msgType = MessageFunctions.GetTagValue(35, newM);
MessageDirection md = new MessageDirection();
switch (msgType)
{
case "D":
case "F":
case "G":
// Direction
md = MessageDirection.OUTBOUND;
// IDs
string nextClOrdID = ConfigurationSingleton.Instance.NextClOrdID;
newM = MessageFunctions.SetTagValue(11, newM, nextClOrdID);
ConfigurationSingleton.Instance.AddIDInUse(nextClOrdID);
if (MessageFunctions.ContainsTag(41, newM)) //Need to check if 41 exists, otherwise if at start of order-chain the PrevClOrdID prob won't exist!
{
newM = MessageFunctions.SetTagValue(41, newM, ConfigurationSingleton.Instance.PrevClOrdID);
}
newM = MessageFunctions.SetTagValue(50, newM, "LSE");
newM = MessageFunctions.SetTagValue(60, newM, ConfigurationSingleton.Instance.GetUtcTimestamp());
// CompIds
if (MessageFunctions.ContainsTag(128, newM))
{
// If message is to a virtual-participant
string d2 = MessageFunctions.GetTagValue(128, newM);
newM = MessageFunctions.SetTagValue(56, newM, d2);
newM = MessageFunctions.RemoveTagAndValue(128, newM);
}
newM = MessageFunctions.SetTagValue(49, newM, MessageFunctions.GetTagValue(115, newM));
newM = MessageFunctions.SetTagValue(115, newM, MessageFunctions.GetTagValue(56, newM));
newM = MessageFunctions.SetTagValue(56, newM, "LSEHub");
newM = MessageFunctions.SetTag(115, 128, newM);
// SubIds
newM = MessageFunctions.RemoveTagAndValue(50, newM);
newM = MessageFunctions.SetTag(116, 50, newM);
newM = MessageFunctions.RemoveTagAndValue(129, newM);
newM = MessageFunctions.SetTag(57, 129, newM);
// LocationIds
newM = MessageFunctions.RemoveTagAndValue(142, newM);
newM = MessageFunctions.SetTag(144, 142, newM);
newM = MessageFunctions.RemoveTagAndValue(145, newM);
newM = MessageFunctions.SetTag(143, 145, newM);
// Time/Date tags
newM = MessageFunctions.RemoveTagAndValue(370, newM);
break;
case "8":
case "9":
// Direction
md = MessageDirection.INBOUND;
// IDs
newM = MessageFunctions.SetTagValue(11, newM, ConfigurationSingleton.Instance.CurrentClOrdID);
if (MessageFunctions.ContainsTag(41, newM)) //Need to check if 41 exists, otherwise if at start of order-chain the PrevClOrdID prob won't exist!
{
newM = MessageFunctions.SetTagValue(41, newM, ConfigurationSingleton.Instance.PrevClOrdID);
}
// CompIds
if (MessageFunctions.ContainsTag(115, newM))
{
// If message is from a virtual-participant
string obo = MessageFunctions.GetTagValue(115, newM);
newM = MessageFunctions.SetTagValue(49, newM, obo);
newM = MessageFunctions.RemoveTagAndValue(115, newM);
}
newM = MessageFunctions.SetTagValue(56, newM, MessageFunctions.GetTagValue(128, newM));
newM = MessageFunctions.SetTagValue(128, newM, MessageFunctions.GetTagValue(49, newM));
newM = MessageFunctions.SetTagValue(49, newM, "LSEHub");
newM = MessageFunctions.SetTag(128, 115, newM);
newM = MessageFunctions.SetTagValue(57, newM, "LSE");
newM = MessageFunctions.SetTagValue(129, newM, "LSE");
// SubIds
if (MessageFunctions.ContainsTag(116, newM) && MessageFunctions.ContainsTag(50, newM))
{
// Ideally should not enter this scenario! Prioritse by putting tag 50 val into tag 116 then removing 50
string obo = MessageFunctions.GetTagValue(116, newM);
string snd = MessageFunctions.GetTagValue(50, newM);
newM = MessageFunctions.SetTagValue(116, newM, snd);
newM = MessageFunctions.RemoveTagAndValue(50, newM);
}
else if (!MessageFunctions.ContainsTag(116, newM) && MessageFunctions.ContainsTag(50, newM))
{
newM = MessageFunctions.SetTag(50, 116, newM);
}
else if (MessageFunctions.ContainsTag(116, newM) && !MessageFunctions.ContainsTag(50, newM))
{
// Do Nothing! Processing overhead but it's only setup!
// Tag 116 is where we want to be for message and direction.
}
newM = MessageFunctions.RemoveTagAndValue(57, newM);
newM = MessageFunctions.SetTag(129, 57, newM);
newM = MessageFunctions.RemoveTagAndValue(50, newM);
newM = MessageFunctions.SetTag(116, 50, newM);
// LocationIds
if (MessageFunctions.ContainsTag(144, newM))
{
// If message is from a virtual-participant
string obo = MessageFunctions.GetTagValue(144, newM);
newM = MessageFunctions.SetTagValue(1, newM, obo);
newM = MessageFunctions.RemoveTagAndValue(116, newM);
}
//newM = MessageFunctions.RemoveTagAndValue(142, newM);
//newM = MessageFunctions.SetTag(144, 142, newM);
//newM = MessageFunctions.RemoveTagAndValue(145, newM);
//newM = MessageFunctions.SetTag(143, 145, newM);
// Time/Date tags
//newM = MessageFunctions.RemoveTagAndValue(370, newM);
break;
}
//Console.WriteLine();
//Console.WriteLine(newM);
RawMessage rm = new RawMessage(newM, md);
_convertedMessages.Add(rm);
}
}