// REC: The PopulateQueue method is a recursive function
// that loads all of the elements in a FixCollection into
// an instance of a SrcField queue so that the validator
// can then process all the elements sequentially:
private void PopulateQueue(Queue <SrcField> queue, FixCollection elements)
{
foreach (IFixElement element in elements)
{
if (element is FixField)
{
FixField msgField = element as FixField;
if (msgField != null)
{
// REC: Attempt to resolve the field's name
// by retrieving it using it's tag:
string fieldName = ResolveFieldName(msgField.Tag.ToString());
if (fieldName == null)
{
fieldName = "Unresolved";
}
// REC: Create a new instance of SrcField that
// represents the contents of this field:
SrcField srcField = new SrcField();
srcField.Tag = msgField.Tag.ToString();
srcField.Name = fieldName;
srcField.Value = msgField.Content;
queue.Enqueue(srcField);
}
}
else if (element is FixGroup)
{
FixGroup msgGroup = element as FixGroup;
if (msgGroup != null)
{
string groupName = ResolveFieldName(msgGroup.Tag.ToString());
if (groupName == null)
{
groupName = "Unresolved";
}
// REC: Create a new instance of SrcField that
// represents the contents of the group:
SrcField srcField = new SrcField();
srcField.Tag = msgGroup.Tag.ToString();
srcField.Name = groupName;
srcField.Value = msgGroup.Content;
queue.Enqueue(srcField);
foreach (FixCollection instance in msgGroup.Instances)
{
PopulateQueue(queue, instance);
}
}
}
}
}
/// <summary>
/// The GetVersion method attempts to determine the version
/// of a specific layer of the FIX protocol, based on a set
/// of FIX message elements.
/// </summary>
/// <param name="elements">
/// The collection of FIX elements to analyze.
/// </param>
/// <param name="layer">
/// The layer of the protocol version to retrieve.
/// </param>
/// <returns>
/// The name of the protocol, at the specified layer, that
/// matches the specified FIX message elements.
/// </returns>
public string GetVersion(FixCollection elements, string layer)
{
string result = null;
if (_mapLayers.ContainsKey(layer))
{
foreach (MatchEntry matchEntry in _mapLayers[layer])
{
bool matched = true;
foreach (VfxFixVersion_Rule rule in matchEntry.Rules)
{
foreach (VfxFixVersion_Field field in rule.Fields)
{
int nTag = int.Parse(field.Tag);
IFixElement element = elements.GetField(nTag);
if (element == null)
{
element = elements.GetGroup(nTag);
}
if (element != null)
{
string fieldContent = element.Content.ToString();
if (fieldContent.CompareTo(field.Value) != 0)
{
matched = false;
}
}
else
{
matched = false;
break;
}
}
if (matched == true)
{
break;
}
}
if (matched == true)
{
result = matchEntry.Name;
}
}
}
return(result);
}
/// <summary>
/// The GetAxVersion method attempts to retrieve the
/// name of the app layer protocol version which best
/// applies to a collection of FIX elements.
/// </summary>
/// <param name="elements">
/// The collection of FIX elements to analyze.
/// </param>
/// <returns>
/// The name of the FIX protocol version that is the
/// best match for the supplied elements.
/// </returns>
public string GetAxVersion(FixCollection elements)
{
string result = GetVersion(elements, "application");
if (result == null)
{
result = GetVersion(elements, "combined");
if (result == null)
{
result = GetVersion(elements, "session");
}
}
return(result);
}
private void HandleWork_SendMessages(object state)
{
int orderId = 1;
IVfxFixAppSession session = state as IVfxFixAppSession;
for (int i = 0; i != 5; i++)
{
FixMessage msg = new FixMessage();
msg.Header.SetField(new FixField(35, "8"));
msg.Content.SetField(new FixField(37, orderId++.ToString()));
msg.Content.SetField(new FixField(17, "5000"));
msg.Content.SetField(new FixField(20, "0"));
msg.Content.SetField(new FixField(150, "0"));
msg.Content.SetField(new FixField(39, "0"));
msg.Content.SetField(new FixField(55, "AAPL"));
msg.Content.SetField(new FixField(54, "1"));
msg.Content.SetField(new FixField(151, "3000"));
msg.Content.SetField(new FixField(14, "0"));
msg.Content.SetField(new FixField(6, "0"));
FixGroup grpTest = new FixGroup(382, "2");
FixCollection grpInstance = new FixCollection();
grpInstance.AddField(new FixField(375, "foo"));
grpInstance.AddField(new FixField(337, "bar"));
grpTest.Instances.Add(grpInstance);
grpTest.Instances.Add(grpInstance);
msg.Content.AddGroup(grpTest);
session.Send(msg);
}
if (session != null)
{
for (int i = 0; i != 10000; i++)
{
FixMessage message = new FixMessage();
message.Header.AddField(new FixField(35, "D"));
session.Send(message);
}
}
}
private void HandleWork_SendMessages(object state)
{
int orderId = 1;
IVfxFixAppSession session = state as IVfxFixAppSession;
for (int i = 0; i != 5; i++)
{
FixMessage msg = new FixMessage();
msg.Header.SetField(new FixField(35, "8"));
msg.Content.SetField(new FixField(37, orderId++.ToString()));
msg.Content.SetField(new FixField(17, "5000"));
msg.Content.SetField(new FixField(20, "0"));
msg.Content.SetField(new FixField(150, "0"));
msg.Content.SetField(new FixField(39, "0"));
msg.Content.SetField(new FixField(55, "AAPL"));
msg.Content.SetField(new FixField(54, "1"));
msg.Content.SetField(new FixField(151, "3000"));
msg.Content.SetField(new FixField(14, "0"));
msg.Content.SetField(new FixField(6, "0"));
FixGroup grpTest = new FixGroup(382, "2");
FixCollection grpInstance = new FixCollection();
grpInstance.AddField(new FixField(375, "foo"));
grpInstance.AddField(new FixField(337, "bar"));
grpTest.Instances.Add(grpInstance);
grpTest.Instances.Add(grpInstance);
msg.Content.AddGroup(grpTest);
session.Send(msg);
}
if (session != null)
{
for (int i = 0; i != 10000; i++)
{
FixMessage message = new FixMessage();
message.Header.AddField(new FixField(35, "D"));
session.Send(message);
}
}
}
/// <summary>
/// The GetDictionaries method analyzes a collection of elements
/// and determines which FIX data dictionaries are relevant to the
/// collection of elements. The method uses VfxFixVxMatcher to find
/// the version definitions that match the elements, and then it goes
/// to the version registry to retrieve the relevant dictionaries.
/// </summary>
/// <param name="elements">
/// The collection of FIX elements to analyze.
/// </param>
/// <returns>
/// The collection of all FIX dictionaries that are relevant to the
/// elements, according to the corresponding version definitions.
/// </returns>
public Collection <string> GetDictionaries(FixCollection elements)
{
Collection <string> result = new Collection <string>();
if ((_vxRegistry != null) && (_dxRegistry != null))
{
VfxFixVxMatcher matcher = new VfxFixVxMatcher();
matcher.Init(_vxRegistry);
string sxVersion = matcher.GetVersion(elements, "session");
if (sxVersion == null)
{
sxVersion = matcher.GetVersion(elements, "combined");
}
string axVersion = matcher.GetVersion(elements, "app");
if (axVersion == null)
{
axVersion = matcher.GetVersion(elements, "combined");
}
VfxFixVxRecord sxDetails = _vxRegistry.Get(sxVersion);
if (sxDetails != null)
{
foreach (VfxFixVersion_Dictionary_Reference dxEntry in sxDetails.Dictionaries)
{
result.Add(dxEntry.Name);
}
}
if ((sxVersion == null) || (sxVersion.CompareTo(axVersion) != 0))
{
VfxFixVxRecord axDetails = _vxRegistry.Get(axVersion);
if (axDetails != null)
{
foreach (VfxFixVersion_Dictionary_Reference dxEntry in axDetails.Dictionaries)
{
result.Add(dxEntry.Name);
}
}
}
}
return(result);
}
/// <summary>
/// The GetDictionaries method analyzes a collection of elements
/// and determines which FIX data dictionaries are relevant to the
/// collection of elements. The method uses VfxFixVxMatcher to find
/// the version definitions that match the elements, and then it goes
/// to the version registry to retrieve the relevant dictionaries.
/// </summary>
/// <param name="elements">
/// The collection of FIX elements to analyze.
/// </param>
/// <returns>
/// The collection of all FIX dictionaries that are relevant to the
/// elements, according to the corresponding version definitions.
/// </returns>
public Collection<string> GetDictionaries(FixCollection elements)
{
Collection<string> result = new Collection<string>();
if ((_vxRegistry != null) && (_dxRegistry != null))
{
VfxFixVxMatcher matcher = new VfxFixVxMatcher();
matcher.Init(_vxRegistry);
string sxVersion = matcher.GetVersion(elements, "session");
if (sxVersion == null)
{
sxVersion = matcher.GetVersion(elements, "combined");
}
string axVersion = matcher.GetVersion(elements, "app");
if (axVersion == null)
{
axVersion = matcher.GetVersion(elements, "combined");
}
VfxFixVxRecord sxDetails = _vxRegistry.Get(sxVersion);
if (sxDetails != null)
{
foreach (VfxFixVersion_Dictionary_Reference dxEntry in sxDetails.Dictionaries)
{
result.Add(dxEntry.Name);
}
}
if ((sxVersion == null) || (sxVersion.CompareTo(axVersion) != 0))
{
VfxFixVxRecord axDetails = _vxRegistry.Get(axVersion);
if (axDetails != null)
{
foreach (VfxFixVersion_Dictionary_Reference dxEntry in axDetails.Dictionaries)
{
result.Add(dxEntry.Name);
}
}
}
}
return result;
}
/// <summary>
/// The ParseGroup method attempts to parse all of the group
/// instances from a repeating group.
/// </summary>
/// <param name="ctx">
/// The parser's current parsing context.
/// </param>
/// <param name="group">
/// The resolved group information for the repeating group
/// that is being extracted from the message.
/// </param>
/// <param name="count">
/// The number of instances of the repeating group that the
/// parser should expect to encounter.
/// </param>
/// <returns></returns>
private ParseGroupResult ParseGroup(ParseContext ctx, FixDxResolvedGroup group, int count)
{
ParseGroupResult result = new ParseGroupResult();
// Build a temporary map of flags that indicate whether
// or not a specific element of the repeating group has
// been encountered during the parsing of an instance:
Dictionary<int, bool> mapEncountered = new Dictionary<int, bool>();
foreach (IFixDxElement element in group.Elements)
{
if (!mapEncountered.ContainsKey(element.Tag))
{
mapEncountered.Add(element.Tag, false);
}
else
{
mapEncountered[element.Tag] = false;
}
}
// REC: Extract the FIX tag of the first field in
// the repeating group; this is needed to determine
// when one instance stops and another starts:
IFixDxElement startField = group.Elements.First();
int nStartField = startField.Tag;
// REC: Default to the complete status when parsing
// a group, so that zero-instance groups don't cause
// a problem; a zero-instance group is okay in terms
// of parsing, and should only be flagged as a fault
// when validation is run...
result.Status = VfxFixParserStatus.MsgComplete;
for (int i = 0; i != count; i++)
{
FixCollection collection = new FixCollection();
List<int> listEncounterMapKeys = new List<int>();
foreach (int key in mapEncountered.Keys)
{
listEncounterMapKeys.Add(key);
}
// REC: Reset the encounter map for all of the
// tags that can be encountered in an instance
// of the repeating group:
foreach (int key in listEncounterMapKeys)
{
mapEncountered[key] = false;
}
while (ctx.Index < ctx.Buffer.Length)
{
// REC: Ignore leading SOH characters:
while (ctx.Buffer[ctx.Index] == '\x01')
{
ctx.Index++;
if (ctx.Index >= ctx.Buffer.Length)
{
return result;
}
}
// REC: Locate the next tag/value separator:
int idxSep = ctx.Buffer.IndexOf('=', ctx.Index);
if (idxSep == -1)
{
// REC: If the next separator couldn't
// be found, the message is incomplete:
result.Status = VfxFixParserStatus.MsgIncomplete;
return result;
}
// REC: If the field doesn't have a tag then
// the parsing of the groups can't continue:
if (idxSep == ctx.Index)
{
result.Status = VfxFixParserStatus.MsgMalformed;
return result;
}
// REC: Attempt to locate the end of the field:
int idxSoh = ctx.Buffer.IndexOf('\x01', idxSep + 1);
if (idxSoh == -1)
{
result.Status = VfxFixParserStatus.MsgIncomplete;
return result;
}
string strTag = ctx.Buffer.Substring(ctx.Index, idxSep - ctx.Index);
if (strTag != null)
{
int nTag;
if (int.TryParse(strTag, out nTag) == false)
{
result.Status = VfxFixParserStatus.MsgMalformed;
return result;
}
string strVal = null;
// REC: Determine whether or not the tag
// is a valid member of the current group:
IFixDxElement element = group.Elements.GetElement(nTag);
if (element == null)
{
// REC: The parsing of a repeating group
// should cease if a tag that is not a
// member of the group is encountered:
result.Instances.Add(collection);
// REC: Set the status so that the caller knows
// the group was successfully parsed:
result.Status = VfxFixParserStatus.MsgComplete;
return result;
}
// REC: Determine whether or not the tag
// has already been encountered during
// the parsing of the current instance:
if (mapEncountered[nTag] == true)
{
// REC: Determine whether or not the
// redundant tag is the first tag in
// the repeating group's layout:
if (nTag == nStartField)
{
// REC: This field is the start tag
// for another instance of the group:
result.Instances.Add(collection);
break;
}
return result;
}
mapEncountered[nTag] = true;
// REC: Determine whether or not the element
// represents a length encoded field:
if (element is FixDxResolvedField)
{
FixDxResolvedField fieldEntry = element as FixDxResolvedField;
if (fieldEntry.LengthCoded == true)
{
// REC: Determine whether or not the
// corresponding length field exists:
string strLen = collection.GetField(fieldEntry.LengthField).Content;
if (strLen != null)
{
int nLen = -1;
if (int.TryParse(strLen, out nLen) == true)
{
// REC: Determine whether or not there
// are enough characters remaining in
// the buffer to parse the contents:
if ((idxSep + nLen) >= ctx.Buffer.Length)
{
result.Status = VfxFixParserStatus.MsgIncomplete;
return result;
}
strVal = ctx.Buffer.Substring(idxSep + 1, nLen);
// REC: Adjust the context's read index:
ctx.Index = (idxSep + 1) + nLen;
}
}
else
{
// REC: The encoded length field couldn't
// be located, so the contents will be
// parsed as though they were any other
// normal field's contents:
strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Adjust the context's read index:
ctx.Index = idxSoh + 1;
}
}
else
{
strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: Adjust the context's read index:
ctx.Index = idxSoh + 1;
}
collection.AddField(new FixField(nTag, strVal));
}
else if (element is FixDxResolvedGroup)
{
// REC: If the group field's value isn't set
// to a specific value, then add a null group
// entry to the collection and continue:
if (idxSoh == idxSep + 1)
{
FixGroup parsedGroup = new FixGroup(nTag, null);
collection.AddGroup(parsedGroup);
result.Instances.Add(collection);
ctx.Index = idxSoh + 1;
}
else
{
// REC: Attempt to convert the field's value
// into an integer that represents the number
// of repeating groups that should follow:
strVal = ctx.Buffer.Substring(idxSep + 1, idxSoh - (idxSep + 1));
// REC: This might have been the issue with nested repeating
// groups becoming a problem:
ctx.Index = idxSoh + 1;
int nInstances = -1;
if (int.TryParse(strVal, out nInstances) == true)
{
FixDxResolvedGroup subGroup = element as FixDxResolvedGroup;
ParseGroupResult subResult = ParseGroup(ctx, subGroup, nInstances);
if (subResult.Status != VfxFixParserStatus.MsgComplete)
{
break;
}
else
{
FixGroup parsedGroup = new FixGroup(nTag, strVal);
foreach (FixCollection instance in subResult.Instances)
{
parsedGroup.Instances.Add(instance);
}
collection.AddGroup(parsedGroup);
// REC: Adjust the context's read index:
//ctx.Index = idxSoh + 1;
}
}
else
{
// REC: The instance count couldn't be converted
// to an integer, so the message is malformed:
result.Status = VfxFixParserStatus.MsgMalformed;
break;
}
}
}
}
}
}
return result;
}
private static int CalculateSum(FixCollection elements)
{
int result = 0;
foreach (IFixElement element in elements)
{
result += CalculateSum(element.Tag.ToString());
result += 0x3D;
result += CalculateSum(element.Content);
result += 0x01;
FixGroup group = element as FixGroup;
if (group != null)
{
foreach (FixCollection instance in group.Instances)
{
result += CalculateSum(instance);
}
}
}
return result;
}
// REC: The CalculateLength method calculates the combined
// length of all of the elements in a collection. This is
// a support method for the CalculateBodyLength method.
private static int CalculateLength(FixCollection collection)
{
int result = 0;
foreach (IFixElement element in collection)
{
result += element.Tag.ToString().Length;
result += 1;
result += element.Content.Length;
result += 1;
FixGroup group = element as FixGroup;
if (group != null)
{
foreach (FixCollection instance in group.Instances)
{
result += CalculateLength(instance);
}
}
}
return result;
}
// REC: The PopulateQueue method is a recursive function
// that loads all of the elements in a FixCollection into
// an instance of a SrcField queue so that the validator
// can then process all the elements sequentially:
private void PopulateQueue(Queue<SrcField> queue, FixCollection elements)
{
foreach (IFixElement element in elements)
{
if (element is FixField)
{
FixField msgField = element as FixField;
if (msgField != null)
{
// REC: Attempt to resolve the field's name
// by retrieving it using it's tag:
string fieldName = ResolveFieldName(msgField.Tag.ToString());
if (fieldName == null)
{
fieldName = "Unresolved";
}
// REC: Create a new instance of SrcField that
// represents the contents of this field:
SrcField srcField = new SrcField();
srcField.Tag = msgField.Tag.ToString();
srcField.Name = fieldName;
srcField.Value = msgField.Content;
queue.Enqueue(srcField);
}
}
else if (element is FixGroup)
{
FixGroup msgGroup = element as FixGroup;
if (msgGroup != null)
{
string groupName = ResolveFieldName(msgGroup.Tag.ToString());
if (groupName == null)
{
groupName = "Unresolved";
}
// REC: Create a new instance of SrcField that
// represents the contents of the group:
SrcField srcField = new SrcField();
srcField.Tag = msgGroup.Tag.ToString();
srcField.Name = groupName;
srcField.Value = msgGroup.Content;
queue.Enqueue(srcField);
foreach (FixCollection instance in msgGroup.Instances)
{
PopulateQueue(queue, instance);
}
}
}
}
}
/// <summary>
/// The GetSxVersion method attempts to retrieve the
/// name of the session layer protocol version which
/// applies to a collection of FIX elements.
/// </summary>
/// <param name="elements">
/// The collection of FIX elements to analyze.
/// </param>
/// <returns>
/// The name of the FIX protocol version that is the
/// best match for the supplied elements.
/// </returns>
public string GetSxVersion(FixCollection elements)
{
return(GetVersion(elements, "session"));
}