Exemple #1
0
 public void DumpHistory()
 {
     for (var i = 0; i <= FixFactory.LastSequence; i++)
     {
         FIXTMessage1_1 message;
         if (FixFactory.TryGetHistory(i, out message))
         {
             log.Info(message.ToString());
         }
     }
 }
Exemple #2
0
        private bool HandleResend(MessageFIXT1_1 messageFIX)
        {
            int end = messageFIX.EndSeqNum == 0 ? FixFactory.LastSequence : messageFIX.EndSeqNum;

            if (debug)
            {
                log.Debug("Found resend request for " + messageFIX.BegSeqNum + " to " + end + ": " + messageFIX);
            }
            for (int i = messageFIX.BegSeqNum; i <= end; i++)
            {
                FIXTMessage1_1 textMessage;
                var            gapFill = false;
                if (!FixFactory.TryGetHistory(i, out textMessage))
                {
                    gapFill     = true;
                    textMessage = GapFillMessage(i);
                }
                else
                {
                    switch (textMessage.Type)
                    {
                    case "A":     // Logon
                    case "0":     // Heartbeat
                    case "1":     // Heartbeat
                    case "2":     // Resend request.
                    case "4":     // Reset sequence.
                        textMessage = GapFillMessage(i);
                        gapFill     = true;
                        break;

                    default:
                        textMessage.SetDuplicate(true);
                        break;
                    }
                }

                if (gapFill)
                {
                    if (debug)
                    {
                        var    fixString = textMessage.ToString();
                        string view      = fixString.Replace(FIXTBuffer.EndFieldStr, "  ");
                        log.Debug("Sending Gap Fill message " + i + ": \n" + view);
                    }
                    ResendMessageProtected(textMessage);
                }
                else
                {
                    ResendMessage(textMessage);
                }
            }
            return(true);
        }