/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
if (_client != null)
{
try
{
DisposeClient();
}
catch (Exception ex)
{
SendOutError(ex);
}
_client = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_client != null)
throw new InvalidOperationException(LocalizedStrings.Str1619);
_client = new SterlingClient();
_client.OnStiOrderConfirm += SessionOnStiOrderConfirm;
_client.OnStiOrderReject += SessionOnStiOrderReject;
_client.OnStiOrderUpdate += SessionOnStiOrderUpdate;
_client.OnStiTradeUpdate += SessionOnStiTradeUpdate;
_client.OnStiAcctUpdate += SessionOnStiAcctUpdate;
_client.OnStiPositionUpdate += SessionOnStiPositionUpdate;
_client.OnStiQuoteUpdate += SessionOnStiQuoteUpdate;
_client.OnStiQuoteSnap += SessionOnStiQuoteSnap;
_client.OnStiQuoteRqst += SessionOnStiQuoteRqst;
_client.OnStil2Update += SessionOnStil2Update;
_client.OnStil2Reply += SessionOnStil2Reply;
_client.OnStiGreeksUpdate += SessionOnStiGreeksUpdate;
_client.OnStiNewsUpdate += SessionOnStiNewsUpdate;
_client.OnStiShutdown += SessionOnOnStiShutdown;
SendOutMessage(new ConnectMessage());
break;
}
case MessageTypes.Disconnect:
{
if (_client == null)
throw new InvalidOperationException(LocalizedStrings.Str1856);
DisposeClient();
_client = null;
SendOutMessage(new DisconnectMessage());
break;
}
case MessageTypes.MarketData:
{
ProcessMarketData((MarketDataMessage)message);
break;
}
case MessageTypes.OrderRegister:
{
ProcessOrderRegisterMessage((OrderRegisterMessage)message);
break;
}
case MessageTypes.OrderCancel:
{
ProcessOrderCancelMessage((OrderCancelMessage)message);
break;
}
case MessageTypes.OrderReplace:
{
ProcessOrderReplaceMessage((OrderReplaceMessage)message);
break;
}
case MessageTypes.PortfolioLookup:
{
ProcessPortfolioLookupMessage((PortfolioLookupMessage)message);
break;
}
case MessageTypes.OrderStatus:
{
ProcessOrderStatusMessage();
break;
}
}
}
/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
if (_client != null)
{
try
{
DisposeClient();
}
catch (Exception ex)
{
SendOutError(ex);
}
_client = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_client != null)
{
throw new InvalidOperationException(LocalizedStrings.Str1619);
}
_client = new SterlingClient();
_client.OnStiOrderConfirm += SessionOnStiOrderConfirm;
_client.OnStiOrderReject += SessionOnStiOrderReject;
_client.OnStiOrderUpdate += SessionOnStiOrderUpdate;
_client.OnStiTradeUpdate += SessionOnStiTradeUpdate;
_client.OnStiAcctUpdate += SessionOnStiAcctUpdate;
_client.OnStiPositionUpdate += SessionOnStiPositionUpdate;
_client.OnStiQuoteUpdate += SessionOnStiQuoteUpdate;
_client.OnStiQuoteSnap += SessionOnStiQuoteSnap;
_client.OnStiQuoteRqst += SessionOnStiQuoteRqst;
_client.OnStil2Update += SessionOnStil2Update;
_client.OnStil2Reply += SessionOnStil2Reply;
_client.OnStiGreeksUpdate += SessionOnStiGreeksUpdate;
_client.OnStiNewsUpdate += SessionOnStiNewsUpdate;
_client.OnStiShutdown += SessionOnOnStiShutdown;
SendOutMessage(new ConnectMessage());
break;
}
case MessageTypes.Disconnect:
{
if (_client == null)
{
throw new InvalidOperationException(LocalizedStrings.Str1856);
}
DisposeClient();
_client = null;
SendOutMessage(new DisconnectMessage());
break;
}
case MessageTypes.MarketData:
{
ProcessMarketData((MarketDataMessage)message);
break;
}
case MessageTypes.OrderRegister:
{
ProcessOrderRegisterMessage((OrderRegisterMessage)message);
break;
}
case MessageTypes.OrderCancel:
{
ProcessOrderCancelMessage((OrderCancelMessage)message);
break;
}
case MessageTypes.OrderReplace:
{
ProcessOrderReplaceMessage((OrderReplaceMessage)message);
break;
}
case MessageTypes.PortfolioLookup:
{
ProcessPortfolioLookupMessage((PortfolioLookupMessage)message);
break;
}
case MessageTypes.OrderStatus:
{
ProcessOrderStatusMessage();
break;
}
}
}