private void doProcessing()
{
string reqType = null;
Byte[] sendBytes = null;
string serverResponse = null;
try
{
NetworkStream networkStream = clientSocket.GetStream();
Console.WriteLine("Lengeth : " + clientSocket.ReceiveBufferSize);
byte[] bytesFrom = new byte[(Int32)clientSocket.ReceiveBufferSize + 1];
networkStream.Read(bytesFrom, 0, (Int32)clientSocket.ReceiveBufferSize);
//reqType = System.Text.Encoding.ASCII.GetString(bytesFrom, 0, 10);
Console.WriteLine(" >> " + "From client-" + clNo);
OrderStruct os = getStructFromBytes(bytesFrom);
RequestType rt = getReqType(os.methodID);
switch (rt)
{
case RequestType.INS:
//DO inert activity
//OrderStruct osIns = getStructFromBytes(bytesFrom);
Orders ord = new Orders();
int OrderNo = -1;
if ((OrderNo = ord.addOrder(os)) < 0)
{
serverResponse = "FAILURE:INS:ORDID:" + Convert.ToString(OrderNo);
}
else
{
serverResponse = "SUCCESS:INS:ORDID:" + Convert.ToString(OrderNo);
}
break;
case RequestType.AMD:
//Do amendment activity, cancel the previous and boo new.
//OrderStruct osAmd = getStructFromBytes(bytesFrom);
Orders AmdOrd = new Orders();
int newOrderNo = -1;
int oldOrderNo = os.OrderNo;
if ((newOrderNo = AmdOrd.amendOrder(ref os)) < 0)
{
serverResponse = "FAILURE:AMD:OLD-ORDID:" + oldOrderNo;
}
else
{
serverResponse = "SUCCESS:AMD:OLD-ORDID:" + oldOrderNo + ":NEW-ORDID:" + newOrderNo;
}
break;
case RequestType.CAN:
//Do cancel activity
Orders ordCan = new Orders();
int OrderNoCan = -1;
if ((OrderNoCan = ordCan.cancelOrder(os)) < 0)
{
serverResponse = "FAILURE:CAN:ORDID:" + Convert.ToString(os.OrderNo);
}
else
{
serverResponse = "SUCCESS:CAN:ORDID:" + Convert.ToString(OrderNoCan);
}
break;
case RequestType.FIL:
//Do cancel activity
Orders ordFilDummy = new Orders();
OrderFillStruct ofs = new OrderFillStruct();
Random r = new Random();
ofs.FillID = r.Next();
ofs.OrderNo = os.OrderNo;
ofs.Quantity = os.quantity;
ofs.FilledQuantity = os.quantity;
ofs.Price = os.price;
if (ordFilDummy.addFills(ofs) < 0)
{
serverResponse = "FAILURE:FIL:ORDID:" + Convert.ToString(os.OrderNo);
}
else
{
serverResponse = "SUCCESS:FIL:ORDID:" + Convert.ToString(os.OrderNo);
}
break;
case RequestType.EOD:
Orders eodObj = new Orders();
int totalStatus = -1;
if ((totalStatus = eodObj.takeEODPositions()) < 0)
{
serverResponse = "FAILURE:EOD:" + totalStatus;
}
else
{
serverResponse = "FAILURE:EOD:" + totalStatus;
}
break;
default:
//Retrn generic error
reqType = System.Text.Encoding.ASCII.GetString(bytesFrom);
serverResponse = "ERROR:UNK:ORDID:[" + reqType + "]";
break;
}
sendBytes = Encoding.ASCII.GetBytes(serverResponse);
networkStream.Write(sendBytes, 0, sendBytes.Length);
networkStream.Flush();
this.clientSocket.Close();
Console.WriteLine(" >> Closing connection : " + serverResponse);
}
catch (Exception ex)
{
Console.WriteLine("Exception : >> " + ex.ToString());
}
}
public void FromApp(QuickFix.Message msg, SessionID sessionID)
{
logMe("\r\n \r\n" + "FromApp :" + msg.ToString());
try
{
if (msg is QuickFix.FIX42.OrderCancelReject)
{
Console.WriteLine("Order Cancel Reject event raised");
QuickFix.FIX42.OrderCancelReject er = (QuickFix.FIX42.OrderCancelReject)msg;
if (er.IsSetClOrdID())
{
Console.WriteLine("ClOrdID : " + er.ClOrdID);
}
if (er.IsSetOrigClOrdID())
{
Console.WriteLine("OrigClOrdID : " + er.OrigClOrdID);
}
if (er.IsSetOrdStatus())
{
Console.WriteLine("OrderStatus : " + er.OrdStatus);
}
if (er.IsSetCxlRejResponseTo())
{
Console.WriteLine("CxlRejResponseTo : " + er.CxlRejResponseTo);
}
if (er.IsSetCxlRejReason())
{
Console.WriteLine("CxlRejReason : " + er.CxlRejReason);
}
if (er.IsSetOrderID())
{
Console.WriteLine("OrderID : " + er.OrderID);
}
if (er.CxlRejResponseTo.getValue() == CxlRejResponseTo.ORDER_CANCEL_REQUEST)
{
// Order Cancel Rejected reason
// 1= UNKNOWN_ORDER, 2 = Broker Option, 3 = Order already in Pending Cancel or Pending Replace status
string orderDetails = "CANCEL_REJECTED";
Int32 origOrderID = -1;
if (er.IsSetOrigClOrdID())
{
origOrderID = Convert.ToInt32(er.OrigClOrdID.getValue());
}
Orders o = new Orders();
if (er.IsSetEncodedText())
{
orderDetails += " : " + er.EncodedText.getValue();
}
o.FIXResponseCanModRejectHandler(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), origOrderID, er.CxlRejResponseTo.getValue(), "CANCEL_" + getRejectType(er.CxlRejReason), orderDetails);
}
else if (er.CxlRejResponseTo.getValue() == CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST)
{
// Order modification Rejected reason
// 1 = Broker Option
// 3 = Order already in Pending Cancel or Pending Replace status
string orderDetails = "MODIFY_REJECTED";
Int32 origOrderID = -1;
if (er.IsSetOrigClOrdID())
{
origOrderID = Convert.ToInt32(er.OrigClOrdID.getValue());
}
Orders o = new Orders();
if (er.IsSetEncodedText())
{
orderDetails += " : " + er.EncodedText.getValue();
}
o.FIXResponseCanModRejectHandler(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), origOrderID, er.CxlRejResponseTo.getValue(), "MODIFY_" + getRejectType(er.CxlRejReason), orderDetails);
}
}
else if (msg is QuickFix.FIX42.ExecutionReport)
{
string ordTypeField = msg.GetField(40);
if (ordTypeField == "1")
{
IField field = new DecimalField(44, 0);
msg.SetField(field);
}
QuickFix.FIX42.ExecutionReport er = (QuickFix.FIX42.ExecutionReport)msg;
string orderDetails = Convert.ToString(er.ExecType.getValue()) + "|" + er.OrderQty.getValue() + "|" + er.Price.getValue() + "|" + er.LastShares.getValue() + "|" + er.LastPx.getValue() + "|" + er.CumQty.getValue() + "|" + er.AvgPx.getValue() + "|" + er.OrdType.getValue() + "|";
if (er.IsSetText())
{
orderDetails = orderDetails + er.Text + "|";
}
else
{
orderDetails = orderDetails + "NULL|";
}
logMe("\r\n \r\n" + "Got execution Report - ExecType = " + orderDetails);
Console.WriteLine("\r\n \r\n" + "Got execution Report - ExecType = " + orderDetails);
Orders o = new Orders();
if (er.ExecType.getValue() == ExecType.FILL || er.ExecType.getValue() == ExecType.PARTIAL_FILL)
{
o.FIXResponseHandlerForFill(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), (float)Convert.ToDouble(er.OrderQty.getValue()), (float)Convert.ToDouble(er.LastPx.getValue()), (float)Convert.ToDouble(er.LastShares.getValue()), getExecType(er.ExecType), er.ExecType.getValue());
}
else
{
Int32 origOrderID = -1;
float price = -1;
char orderType = '2';
if (er.IsSetOrigClOrdID())
{
origOrderID = Convert.ToInt32(er.OrigClOrdID.getValue());
}
if (er.IsSetPrice())
{
price = (float)Convert.ToDouble(er.Price.getValue());
}
if (er.IsSetOrdType())
{
orderType = er.OrdType.getValue();
}
//orderid is string since value is too large for int variable
o.FIXResponseHandler(Convert.ToInt32(er.ClOrdID.getValue()), er.OrderID.getValue(), origOrderID, er.ExecType.getValue(), getExecType(er.ExecType), orderDetails, price, orderType);
}
}
}
catch (Exception e)
{
Console.WriteLine("exception(FixClient FromAPP) " + e.Message);
}
}