public FixInitiatorDropCopy(FixSessionItem config)
{
_config = config;
_bConectadoBolsa = false;
_socketInitiator = null;
_finalizarSinalizado = false;
_intCanal = _config.Operador;
_running = false;
#if _CQUEUE
_queueToDB = new ConcurrentQueue <TODropCopyDB>();
#else
_queueToDB = new Queue <TODropCopyDB>();
#endif
//_db = new DbDropCopy();
_rulesMsg = new MessageProcessor();
}
/// <summary>
/// BuscarSessoesFIX - recupera toda lista de sessoes configuradas
/// </summary>
/// <param name="ordemalterada">OrdemInfo da ordem alterada</param>
/// <returns>Lista de registors</returns>
public List <FixSessionItem> BuscarSessoesFIXServer(string strExecFile, string active = "Y")
{
List <FixSessionItem> ret = new List <FixSessionItem>();
SqlDataAdapter lAdapter;
AbrirConexao(_strConnectionStringDefault);
DataSet lDataSet = new DataSet();
_sqlCommand = new SqlCommand("prc_fixsrv_sessaofix_server", _sqlConn);
_sqlCommand.CommandType = System.Data.CommandType.StoredProcedure;
_sqlCommand.Parameters.Add(new SqlParameter("@ExecArq", strExecFile));
_sqlCommand.Parameters.Add(new SqlParameter("@ActiveFlag", active[0]));
lAdapter = new SqlDataAdapter(_sqlCommand);
lAdapter.Fill(lDataSet);
foreach (DataRow lRow in lDataSet.Tables[0].Rows)
{
FixSessionItem session = new FixSessionItem();
session.IdSessaoFix = lRow["IdSessaoFix"].DBToInt32();
session.IdCliente = lRow["id_cliente"].DBToInt32();
session.Mnemonico = lRow["Mnemonico"].DBToString();
session.Bolsa = lRow["Bolsa"].DBToString();
session.Operador = lRow["Operador"].DBToInt32();
session.BeginString = lRow["BeginString"].DBToString();
session.SenderCompID = lRow["SenderCompID"].DBToString();
session.SenderSubID = lRow["SenderSubID"].DBToString();
session.SenderLocationID = lRow["SenderLocationID"].DBToString();
session.TargetCompID = lRow["TargetCompID"].DBToString();
session.TargetSubID = lRow["TargetSubID"].DBToString();
//session.PartyID = lRow["PartyID"].DBToInt32().ToString();
//session.PartyIDSource = lRow["PartyIDSource"].DBToString();
//session.PartyRole = lRow["PartyRole"].DBToInt32();
session.SecurityIDSource = lRow["SecurityIDSource"].DBToInt32().ToString();
session.LogonPassword = lRow["LogonPassword"].DBToString();
session.HeartBtInt = lRow["HeartBeatInt"].DBToInt32();
string aux = lRow["ResetSeqNum"].DBToString();
if (aux.ToLower().Equals("0") || aux.ToLower().Equals("n") || string.IsNullOrEmpty(aux))
{
session.ResetSeqNum = false;
}
else
{
session.ResetSeqNum = true;
}
aux = lRow["PersistMessages"].DBToString();
if (aux.Equals("0") || aux.ToLower().Equals("n") || string.IsNullOrEmpty(aux))
{
session.PersistMessages = false;
}
else
{
session.PersistMessages = true;
}
session.SocketPort = lRow["SocketPort"].DBToInt32();
session.ReconnectInterval = lRow["ReconnectInterval"].DBToInt32();
string cancelOnDisconn = lRow["CancelOnDisconnect"].DBToString();
try
{
session.CancelOnDisconnect = Convert.ToInt32(cancelOnDisconn);
}
catch
{
session.CancelOnDisconnect = -1;
}
//session.CancelOnDisconnect = lRow["CancelOnDisconnect"].DBToString();
session.CODTimeout = lRow["CODTimeout"].DBToInt32();
session.Host = lRow["Host"].DBToString();
session.FileStorePath = lRow["FileStorePath"].DBToString();
session.FileLogPath = lRow["FileLogPath"].DBToString();
session.DebugFileLogPath = lRow["DebugFileLogPath"].DBToString();
session.StartTime = lRow["StartTime"].DBToString();
session.EndTime = lRow["EndTime"].DBToString();
aux = lRow["UseDataDictionary"].DBToString();
if (aux.Equals("0") || aux.ToLower().Equals("n") || string.IsNullOrEmpty(aux))
{
session.UseDataDictionary = false;
}
else
{
session.UseDataDictionary = true;
}
session.DataDictionary = lRow["DataDictionary"].DBToString();
session.ConnectionType = lRow["ConnectionType"].DBToString();
session.IntegrationID = lRow["IntegrationID"].DBToInt32();
session.IntegrationName = lRow["IntegrationName"].DBToString();
aux = lRow["FinancialLimit"].DBToString();
if (aux.Equals("0") || aux.ToLower().Equals("n") || string.IsNullOrEmpty(aux))
{
session.FinancialLimit = false;
}
else
{
session.FinancialLimit = true;
}
aux = lRow["ParseAccount"].DBToString();
if (aux.Equals("0") || aux.ToLower().Equals("n") || string.IsNullOrEmpty(aux))
{
session.ParseAccount = false;
}
else
{
session.ParseAccount = true;
}
// PID = PartyID
// INI -- Composicao do PartyIDs da Sessao
SqlCommand commPID = new SqlCommand("prc_fixsrv_sessaofix_server_party_id", _sqlConn);
commPID.CommandType = System.Data.CommandType.StoredProcedure;
commPID.Parameters.Add(new SqlParameter("@IdSessaoFix", session.IdSessaoFix));
SqlDataAdapter lAdapterPID = new SqlDataAdapter(commPID);
DataSet lDataSetPID = new DataSet();
lAdapterPID.Fill(lDataSetPID);
foreach (DataRow lRowPID in lDataSetPID.Tables[0].Rows)
{
PartyIDItem pid = new PartyIDItem();
pid.IdPartyID = lRowPID["IdPartyID"].DBToInt32();
pid.IdSessaoFIx = lRowPID["IdSessaoFix"].DBToInt32();
pid.PartyID = lRowPID["PartyID"].DBToString();
pid.PartyIDSource = lRowPID["PartyIDSource"].DBToString()[0];
pid.PartyRole = lRowPID["PartyRole"].DBToInt32();
session.PartyIDs.Add(pid);
}
// FIM -- Composicao do PartyIDs da Sessao
ret.Add(session);
}
FecharConexao();
return(ret);
}
public static OrdemInfo Fix44ExecutionReport2OrdemInfo(QuickFix.FIX44.ExecutionReport er, FixSessionItem cfg)
{
try
{
OrdemInfo order = new OrdemInfo();
string descricao = string.Empty;
// order = new OrdemInfo();
order.Account = Convert.ToInt32(er.IsSetAccount() ? er.Account.getValue() : "0");
order.Exchange = cfg.Bolsa;
order.ChannelID = cfg.Operador;
order.ClOrdID = er.ClOrdID.ToString();//chaveClOrdId;
order.OrigClOrdID = er.IsSetOrigClOrdID() ? er.OrigClOrdID.getValue() : null;
order.ExecBroker = "227";
if (er.IsSetExpireDate())
{
string expdate = er.ExpireDate.getValue() + "235959";
order.ExpireDate = DateTime.ParseExact(expdate, "yyyyMMddHHmmss", CultureInfo.InvariantCulture);
}
else
{
order.ExpireDate = DateTime.MinValue;
}
order.MaxFloor = er.IsSetMaxFloor() ? Convert.ToDouble(er.MaxFloor.getValue()) : 0;
order.MinQty = er.IsSetMinQty() ? Convert.ToDouble(er.MinQty.getValue()) : 0;
order.OrderQty = Convert.ToInt32(er.IsSetOrderQty() ? er.OrderQty.getValue() : 0);
order.OrdType = FixMessageUtilities.TraduzirOrdemTipo(er.OrdType.getValue());
order.Price = er.IsSetPrice() ? Convert.ToDouble(er.Price.getValue()) : 0;
order.SecurityID = er.IsSetSecurityID() ? er.SecurityID.ToString() : null;
order.Side = er.IsSetSide() ? (OrdemDirecaoEnum)Convert.ToInt32(er.Side.ToString()) : OrdemDirecaoEnum.NaoInformado;
order.Symbol = er.IsSetSymbol() ? er.Symbol.ToString() : null;
order.TimeInForce = er.IsSetTimeInForce() ? FixMessageUtilities.deTimeInForceParaOrdemValidade(er.TimeInForce) : OrdemValidadeEnum.NaoInformado;
//}
order.ExchangeNumberID = er.IsSetOrderID() ? er.OrderID.getValue() : null;
order.OrderQtyRemmaining = Convert.ToInt32(er.IsSetLeavesQty() ? er.LeavesQty.getValue() : 0);
order.CumQty = Convert.ToInt32(er.IsSetCumQty() ? er.CumQty.getValue() : 0);
order.OrdStatus = FixMessageUtilities.TraduzirOrdemStatus(er.OrdStatus.getValue());
order.Memo5149 = er.IsSetField(5149) ? er.GetField(5149) : String.Empty;
order.PossDupFlag = er.Header.IsSetField(Tags.PossDupFlag) ? er.Header.GetBoolean(Tags.PossDupFlag) : false;
order.PossResend = er.Header.IsSetField(Tags.PossResend) ? er.Header.GetBoolean(Tags.PossResend) : false;
order.CompIDBolsa = er.Header.IsSetField(Tags.SenderCompID) ? er.Header.GetString(Tags.SenderCompID) : cfg.SenderCompID;
order.CompIDOMS = er.Header.IsSetField(Tags.TargetCompID) ? er.Header.GetString(Tags.TargetCompID) : cfg.TargetCompID;
switch (order.OrdStatus)
{
case OrdemStatusEnum.NOVA:
descricao = "Ordem aberta";
order.RegisterTime = DateTime.Now;
break;
case OrdemStatusEnum.CANCELADA:
descricao = "Ordem cancelada";
break;
case OrdemStatusEnum.PARCIALMENTEEXECUTADA:
descricao = "Ordem com execucao parcial";
break;
case OrdemStatusEnum.SUSPENSA:
descricao = "Ordem suspensa";
break;
case OrdemStatusEnum.EXECUTADA:
descricao = "Ordem executada";
break;
case OrdemStatusEnum.SUBSTITUIDA:
descricao = "Ordem substituida";
break;
case OrdemStatusEnum.REJEITADA:
if (er.IsSetText())
{
descricao = er.Text.getValue();
}
break;
}
order.TransactTime = DateTime.Now;
// Try get the msg seq number
order.FixMsgSeqNum = er.Header.IsSetField(Tags.MsgSeqNum) ? er.Header.GetInt(Tags.MsgSeqNum) : 0;
order.ProtectionPrice = Convert.ToDecimal(er.IsSetField(35001) ? er.GetString(35001) : "0");
// Setando informações de acompanhamento
AcompanhamentoOrdemInfo acompanhamento = new AcompanhamentoOrdemInfo();
acompanhamento.NumeroControleOrdem = order.ClOrdID;
acompanhamento.CodigoDoCliente = order.Account;
acompanhamento.CodigoResposta = order.ExchangeNumberID;
acompanhamento.CodigoTransacao = er.IsSetExecID() ? er.ExecID.getValue() : null;
acompanhamento.Instrumento = order.Symbol;
acompanhamento.SecurityID = order.SecurityID;
acompanhamento.CanalNegociacao = order.ChannelID;
acompanhamento.Direcao = order.Side;
acompanhamento.QuantidadeSolicitada = order.OrderQty;
acompanhamento.QuantidadeExecutada = (int)er.CumQty.getValue();
acompanhamento.QuantidadeRemanescente = (int)er.LeavesQty.getValue();
acompanhamento.QuantidadeNegociada = er.IsSetLastQty() ? (int)er.LastQty.getValue() : 0;
acompanhamento.Preco = new Decimal(order.Price);
acompanhamento.StatusOrdem = FixMessageUtilities.TraduzirOrdemStatus(er.OrdStatus.getValue());
acompanhamento.DataOrdemEnvio = order.TransactTime;
acompanhamento.DataAtualizacao = DateTime.Now;
acompanhamento.CodigoRejeicao = er.IsSetOrdRejReason() ? er.OrdRejReason.ToString() : "0";
acompanhamento.Descricao = descricao;
// Try get the msg seq number
acompanhamento.FixMsgSeqNum = er.Header.IsSetField(Tags.MsgSeqNum) ? er.Header.GetInt(Tags.MsgSeqNum) : 0;
acompanhamento.LastPx = er.IsSetLastPx() ? (Decimal)er.LastPx.getValue() : new Decimal(order.Price);
acompanhamento.TradeDate = er.IsSetTradeDate() ? er.TradeDate.getValue() : DateTime.Now.ToString("yyyyMMdd");
//BEI Fields
//Added in 2012-Nov-13 by ATP
acompanhamento.ExchangeOrderID = er.IsSetField(35022) ? er.GetString(35022) : String.Empty;
acompanhamento.ExchangeExecID = er.IsSetField(35023) ? er.GetString(35023) : String.Empty;
acompanhamento.LastPxInIssuedCurrency = Convert.ToDecimal(er.IsSetField(35024) ? er.GetString(35024) : "0");
acompanhamento.PriceInIssuedCurrency = Convert.ToDecimal(er.IsSetField(35025) ? er.GetString(35025) : "0");
acompanhamento.ExchangeSecondaryOrderID = er.IsSetField(35026) ? er.GetString(35026) : String.Empty;
acompanhamento.TradeLinkID = er.IsSetField(820) ? er.GetString(820) : String.Empty;
acompanhamento.OrderLinkID = er.IsSetField(5975) ? er.GetString(5975) : String.Empty;
acompanhamento.ExchangeQuoteID = er.IsSetField(5001) ? er.GetString(5001) : String.Empty;
acompanhamento.PossDupFlag = er.Header.IsSetField(Tags.PossDupFlag) ? er.Header.GetBoolean(Tags.PossDupFlag) : false;
acompanhamento.PossResend = er.Header.IsSetField(Tags.PossResend) ? er.Header.GetBoolean(Tags.PossResend) : false;
acompanhamento.CompIDBolsa = er.Header.IsSetField(Tags.SenderCompID) ? er.Header.GetString(Tags.SenderCompID) : cfg.SenderCompID;
acompanhamento.CompIDOMS = er.Header.IsSetField(Tags.TargetCompID) ? er.Header.GetString(Tags.TargetCompID) : cfg.TargetCompID;
if (er.IsSetNoMiscFees())
{
int ocorr = er.GetInt(Tags.NoMiscFees);// noMiscFees.getValue();
for (uint i = 0; i < ocorr; i++)
{
EmolumentoInfo emol = new EmolumentoInfo();
Group feeGroup = er.GetGroup((int)i, Tags.NoMiscFees);
emol.Valor = Convert.ToDecimal(feeGroup.IsSetField(Tags.MiscFeeAmt) ? feeGroup.GetString(Tags.MiscFeeAmt) : "0");
emol.BaseEmolumento = Convert.ToInt32(feeGroup.IsSetField(Tags.MiscFeeBasis) ? feeGroup.GetString(Tags.MiscFeeBasis) : "0");
emol.Currency = feeGroup.GetString(Tags.MiscFeeCurr);
emol.Tipo = (EmolumentoTipoEnum)feeGroup.GetInt(Tags.MiscFeeType);
}
}
// Adicionando informações de acompanhamento ao OrdemInfo
order.Acompanhamentos.Clear();
order.Acompanhamentos.Add(acompanhamento);
return(order);
}
catch (Exception ex)
{
logger.Error("Fix44ExecutionReport2OrdemInfo(): " + ex.Message, ex);
}
return(null);
}
