private unsafe bool VerifyLoginAck(MessageFIXT1_1 message)
{
var packetFIX = message;
if ("A" == packetFIX.MessageType &&
"FIX.4.2" == packetFIX.Version &&
"LIME" == packetFIX.Sender &&
UserName == packetFIX.Target &&
"0" == packetFIX.Encryption)
{
return(true);
}
else
{
var textMessage = new StringBuilder();
textMessage.AppendLine("Invalid login response:");
textMessage.AppendLine(" message type = " + packetFIX.MessageType);
textMessage.AppendLine(" version = " + packetFIX.Version);
textMessage.AppendLine(" sender = " + packetFIX.Sender);
textMessage.AppendLine(" target = " + packetFIX.Target);
textMessage.AppendLine(" encryption = " + packetFIX.Encryption);
textMessage.AppendLine(" sequence = " + packetFIX.Sequence);
textMessage.AppendLine(" heartbeat interval = " + packetFIX.HeartBeatInterval);
textMessage.AppendLine(packetFIX.ToString());
log.Error(textMessage.ToString());
return(false);
}
}
protected override void HandleUnexpectedLogout(MessageFIXT1_1 message)
{
bool handled = false;
var message42 = (MessageFIX4_2)message;
if (message42.Text != null)
{
// If our sequences numbers don't match, Lime sends a logout with a message
// telling us what we should be at. So if we can, we just use that when we reconnect.
if (message42.Text.StartsWith("MsgSeqNum too low"))
{
var match = Regex.Match(message42.Text, "expecting (\\d+)");
int newSequenceNumber = 0;
if (match.Success && int.TryParse(match.Groups[1].Value, out newSequenceNumber) && newSequenceNumber >= OrderStore.LocalSequence)
{
log.Error(message42.Text);
OrderStore.SetSequences(OrderStore.RemoteSequence, newSequenceNumber);
Socket.Dispose();
handled = true;
RetryStart = 2;
ignoreRetryDelay = true;
}
}
else
{
base.HandleUnexpectedLogout(message);
throw new LimeException(string.Format("Lime logged out with error '{0}'", message42.Text));
}
}
if (!handled)
{
base.HandleUnexpectedLogout(message);
}
}
protected override void SetupFixFactory(MessageFIXT1_1 packet)
{
// Lime doesn't reset want sequence numbers reset at startup.
if (debug)
{
log.Debug("Setup Fix Factory");
}
fixFactory = CreateFIXFactory(packet.Sequence, packet.Target, packet.Sender);
RemoteSequence = packet.Sequence;
}
protected override bool HandleLogon(MessageFIXT1_1 message)
{
if (ConnectionStatus != Status.PendingLogin)
{
throw new InvalidOperationException("Attempt logon when in " + ConnectionStatus +
" instead of expected " + Status.PendingLogin);
}
if (VerifyLoginAck(message))
{
RetryStart = 30;
return(true);
}
else
{
RegenerateSocket();
return(false);
}
}
protected override void RemoveTickSync(MessageFIXT1_1 textMessage)
{
var mbtMsg = (MessageFIX4_2)textMessage;
if (SyncTicks.Enabled && mbtMsg.MessageType == "8")
{
switch (mbtMsg.OrderStatus)
{
case "E":
case "6":
case "0":
{
var symbolInfo = Factory.Symbol.LookupSymbol(mbtMsg.Symbol);
var tickSync = SyncTicks.GetTickSync(symbolInfo.BinaryIdentifier);
tickSync.RemovePhysicalOrder("offline");
}
break;
case "A":
if (mbtMsg.ExecutionType == "D")
{
// Is it a Forex order?
var symbolInfo = Factory.Symbol.LookupSymbol(mbtMsg.Symbol);
var tickSync = SyncTicks.GetTickSync(symbolInfo.BinaryIdentifier);
tickSync.RemovePhysicalOrder("offline");
}
break;
case "2":
case "1":
{
var symbolInfo = Factory.Symbol.LookupSymbol(mbtMsg.Symbol);
var tickSync = SyncTicks.GetTickSync(symbolInfo.BinaryIdentifier);
tickSync.RemovePhysicalFill("offline");
}
break;
}
}
}
