//timer to check connectivity with MCSD should be added to establish connection with MCSD if it went down during the session.
#endregion
#region Constructor
#endregion
#region private members
private static void InitializeDeclerations()
{
try
{
m_MCSDresponseQueueIP = SystemConfigurations.GetAppSetting("MCSDresponseQueueIP");
m_MCSDresponseQueueName = SystemConfigurations.GetAppSetting("MCSDresponseQueueName");
m_MCSDUserName = SystemConfigurations.GetAppSetting("MCSD_UserName");
m_MCSD_Password = SystemConfigurations.GetAppSetting("MCSD_Password");
m_OverrideMCSDQueue = Boolean.Parse(SystemConfigurations.GetAppSetting("OverrideMCSDQueue"));
m_FlushMCSDUpdatesOffline = Boolean.Parse(SystemConfigurations.GetAppSetting("FlushMCSDUpdatesOffline"));
_McsdServicePingIntervals = int.Parse(SystemConfigurations.GetAppSetting("McsdServicePingIntervals"));
m_IncomingMessageDelegate = new IMCDSCallbackHandler.IncomingMessageDelegate(OnIncomingMsg);
m_callbackHandler = new IMCDSCallbackHandler(m_IncomingMessageDelegate);
m_InstanceContext = new InstanceContext(m_callbackHandler);
m_factory = new DuplexChannelFactory <IMcdrAdmin>(m_InstanceContext, "netTcpBinding_IMcdrAdmin");
subRequest = new MCDR.Contract.Entities.ToAdmin.subReq();
}
catch (Exception exp)
{
SystemLogger.LogErrorAsync("MCSDManager Constructor Error: " + exp.ToString());
}
}
private void btnSub_Click(object sender, EventArgs e)
{
//if (MessageBox.Show(this, "Subscribe to FIX orders service ?", "FIX Service", MessageBoxButtons.OKCancel, MessageBoxIcon.Question) == System.Windows.Forms.DialogResult.OK)
{
using (OrdersProxy proxy = new OrdersProxy())
{
//string path = string.Format(@"{0}\private$\client", Environment.MachineName);
//string path = @"10.30.60.11\private$\client";
//string ip = SystemConfigurations.GetMachineIP();
btnSub.Enabled = false;
if (!isSubscribed)
{
string path = string.Format(@"Formatname:DIRECT=TCP:{0}", SystemConfigurations.GetAppSetting("ResponseQueue"));
proxy.SubscribeSession(path);
}
else
{
proxy.UnsubscribeSession(clientKey);
}
//66A92E99-721E-47C2-B866-FA853E0AE17F
//proxy.ResubscribeMe(new Guid("57D42C89-2EF5-4AEA-9C67-8CE0F0A8088C"), @".\private$\client");
}
}
}
private string ValidateOrder(string username, NewSingleOrder order)
{
if (OrdersManager.CallbackHasReqOrdID(order.RequesterOrderID))
{
return("Requested Order ID already existed for this session.");
}
if (order.DateTime.Date != DateTime.Today.Date)
{
return("Invalid DateTime");
}
if (DateTime.Now.Subtract(order.DateTime).Milliseconds > m_allowableOrderDelayInMilliSeconds)
{
return("Delayed Order");
}
Dictionary <string, object> optionalParam = order.OptionalParam;
if (optionalParam != null)
{
bool aon = false;
if (optionalParam.ContainsKey("AON") && (optionalParam["AON"] == null || !bool.TryParse(optionalParam["AON"].ToString(), out aon)))
{
return("Invalid AON");
}
if (aon)
{
if (!optionalParam.ContainsKey("MinQty"))
{
return("Missing Min. Qty");
}
int minq = 0;
if (optionalParam["MinQty"] == null || !int.TryParse(optionalParam["MinQty"].ToString(), out minq))
{
return("Invalid Min. Qty");
}
if (minq <= 0)
{
return("Invalid Min. Qty");
}
if (minq > order.Quantity)
{
return("Min. quantity should be equal or less than order's quantity");
}
}
if (optionalParam.ContainsKey(ALLOC_REQ_FIELDS.ALLOC_TYPE) && order.OrderSide == "Buy")
{
bool isAllowBuyAllocation = Convert.ToBoolean(SystemConfigurations.GetAppSetting("AllowBuyAllocation"));
if (isAllowBuyAllocation == false)
{
return("Mcsd Allocation for buy orders is not allowed");
}
}
}
return("valid");
}
private void btnSub_Click(object sender, EventArgs e)
{
//if (MessageBox.Show(this, "Subscribe to FIX orders service ?", "FIX Service", MessageBoxButtons.OKCancel, MessageBoxIcon.Question) == System.Windows.Forms.DialogResult.OK)
{
using (OrdersProxy proxy = new OrdersProxy())
{
btnSub.Enabled = false;
ICallbackHandler m_callbackHandler;
InstanceContext m_InstanceContext;
DuplexChannelFactory <IFixAdmin> m_factory;
ICallbackHandler.IncomingMessageDelegate m_IncomingMessageDelegate = new ICallbackHandler.IncomingMessageDelegate(OnIncomingMsg);
m_callbackHandler = new ICallbackHandler(m_IncomingMessageDelegate);
m_InstanceContext = new InstanceContext(m_callbackHandler);
m_factory = new DuplexChannelFactory <IFixAdmin>(m_InstanceContext, "netTcpBinding_IFixAdmin");
_client = m_factory.CreateChannel();
((ICommunicationObject)_client).Closed += TcpClient_Closed;
((ICommunicationObject)_client).Faulted += tcpClient_Faulted;
//for (int i = 0; i < 3; i++)
//{
try
{
FixAdminMsg returnMsg = _client.Subscribe(
new subReq()
{
Username = "******",
Password = "******",
QueueName = SystemConfigurations.GetAppSetting("ResponseQueueName"),
QueueIP = SystemConfigurations.GetAppSetting("ResponseQueueIP"),
FlushUpdatesOffline = true,
});
//FixAdminMsg returnMsg = _client.Resubscribe(
// new ResupReq()
// {
// SessionKey = new Guid("6D0AC300-CC63-4F34-81B6-B4E6DB358DC6"),
// NewQueue = true,
// QueueName = SystemConfigurations.GetAppSetting("ResponseQueueName"),
// QueueIP = SystemConfigurations.GetAppSetting("ResponseQueueIP"),
// Username = "******",
// Password = "******",
// FlushUpdatesOffline = true,
// });
isConnectedToAdmin = true;
SetReport(returnMsg.Code + " " + returnMsg.Note ?? "");
// Task.Factory.StartNew(() => { while (isConnectedToAdmin) { _client.Ping(); Thread.Sleep(3000); } }, tokenSource.Token);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
//}
}
}
}
static void sh_Closed(object sender, EventArgs e)
{
try
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
string[] cc = SystemConfigurations.GetAppSetting("SupportMailCC").Split(',');
NotificationSender.Send(true, true, false, SystemConfigurations.GetAppSetting("SupportMailFrom"), SystemConfigurations.GetAppSetting("SupportMailTo"), cc, "Fix Orders Service Closed", "Fix Orders Service Closed",
string.Format("Fix Orders Service has been closed on machine {0} at {1}", SystemConfigurations.GetMachineIP(), DateTime.Now.ToString()), null);
}
catch (Exception ex)
{
SystemLogger.WriteOnConsoleAsync(true, "Sending Mail Error: " + ex.Message, ConsoleColor.Red, ConsoleColor.Black, true);
}
}
private static void CheckAndSetPermissionsToQueues()
{
SystemLogger.WriteOnConsoleAsync(true, string.Format("Checking Service Queue Existance: "), ConsoleColor.Yellow, ConsoleColor.Black, false);
string RecievedMessagesQueueName = SystemConfigurations.GetAppSetting("RecievedMessagesQueueName");
bool IsTransactionalQueue = bool.Parse(SystemConfigurations.GetAppSetting("IsTransactionalQueue"));
if (!MessageQueue.Exists(RecievedMessagesQueueName))
{
MessageQueue queue = MessageQueue.Create(RecievedMessagesQueueName, IsTransactionalQueue);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Done, Queue {0} has been created successfully !", queue.Path), ConsoleColor.Green, ConsoleColor.Black, false);
}
else
{
SystemLogger.WriteOnConsoleAsync(true, string.Format("Done ,Queue Already Existed!"), ConsoleColor.Green, ConsoleColor.Black, false);
}
SystemLogger.WriteOnConsoleAsync(true, string.Format("Setting Permission to queue: "), ConsoleColor.Yellow, ConsoleColor.Black, false);
MessageQueue m = new MessageQueue(RecievedMessagesQueueName);
m.SetPermissions(SystemConfigurations.GetAppSetting("FixQueueAuthenticatedUser"), MessageQueueAccessRights.FullControl, AccessControlEntryType.Allow);
SystemLogger.WriteOnConsoleAsync(true, string.Format("Done"), ConsoleColor.Green, ConsoleColor.Black, false);
}
static void OpenFixConn()
{
try
{
string fixClientConf = Environment.CurrentDirectory + @"\" + SystemConfigurations.GetAppSetting("FixClientConfPath");
SessionSettings settings = new SessionSettings(fixClientConf);
OnConnectionChanged d = new OnConnectionChanged(FixConnChanged);
_app = new ClientApp(d);
//_app.OnStatusChanged+=
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
_initiator = new SocketInitiator(_app, storeFactory, settings, logFactory, messageFactory);
_initiator.start();
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public void Initialize(string msgTypeTagValueToHandle)
{
m_MsgTypeTagValueToHandle = msgTypeTagValueToHandle;
m_msgTypeTag = int.Parse(SystemConfigurations.GetAppSetting("MsgTypeTag"));
}
protected void OnStartInternally(object arguments)
{
string[] args = (string[])arguments;
try
{
/*if (!IsAdministrator())
* {
* // Restart program and run as admin
* var exeName = System.Diagnostics.Process.GetCurrentProcess().MainModule.FileName;
* ProcessStartInfo startInfo = new ProcessStartInfo(exeName);
* startInfo.Verb = "runas";
* System.Diagnostics.Process.Start(startInfo);
* Environment.Exit(0);
* return;
* }*/
// check multiple processes
//commented by khazbak to avoid requirement to start in admin mode
/*
* if (bool.Parse(SystemConfigurations.GetAppSetting("CheckMultipleInstances")))
* {
* string currProcName = Process.GetCurrentProcess().ProcessName;
* int currProcID = Process.GetCurrentProcess().Id;
* Process[] processes = Process.GetProcessesByName(currProcName);
* if (processes.Length > 1)
* {
* foreach (Process p in processes)
* {
* if (p.Id != currProcID)
* {
* int id = p.Id;
* p.Kill();
* SystemLogger.WriteOnConsoleAsync(true, "Process has been killed ID: " + id, ConsoleColor.Gray, ConsoleColor.White, false);
* }
* }
* }
* }*/
Directory.SetCurrentDirectory(AppDomain.CurrentDomain.BaseDirectory);
SystemLogger.LogEventAsync("Starting FIX Service...");
try
{
if (bool.Parse(SystemConfigurations.GetAppSetting("ReinitializeCounters")))
{
Counters.ReInitialize();
}
else
{
Counters.Initialize();
}
}
catch (Exception ex)
{
SystemLogger.WriteOnConsoleAsync(true, "Error initializing counters, Error: " + ex.ToString(), ConsoleColor.Red, ConsoleColor.Black, true);
}
DatabaseMethods db = new DatabaseMethods();
if (!db.IsTodaySequenceReset()) // reset the counters only if the service starts for first time today
{
Counters.ResetCounters();
}
// Check queue existance
if (bool.Parse(SystemConfigurations.GetAppSetting("CheckQueueExistance")))
{
CheckAndSetPermissionsToQueues();
}
FixExchangesInfo.Initialize();
Currencies.Initialize();
StocksDefinitions.Initialize();
Lookups.Initialize();
string seqFilePath = SystemConfigurations.GetAppSetting("SequenceFilePath");
if (!db.IsTodaySequenceReset())
{
SystemLogger.LogEventAsync("Resetting FIX sequence..");
db.UpdateTodaySequenceReset();
SystemLogger.LogEventAsync("Sequence reset successfully");
//try
//{
// System.IO.File.Delete(seqFilePath);
//}
//catch (Exception ex)
//{
// Counters.IncrementCounter(CountersConstants.ExceptionMessages);
// SystemLogger.WriteOnConsoleAsync(true, "Deleting Sequence File Error: " + ex.Message, ConsoleColor.Red, ConsoleColor.Black, true);
//}
}
Router responsesRouter = new Router(typeof(ResponsesProcessor), int.Parse(SystemConfigurations.GetAppSetting("ResponsesRouterProcessorsNum")));
m_FixSessionStatusChangedDelegate = new FixSessionStatusChangedDelegate(OnFixStatusChange);
bool AllowMcsdAllocation = Convert.ToBoolean(SystemConfigurations.GetAppSetting("AllowMcsdAllocation")); // maghrabi
if (AllowMcsdAllocation) //MCSD
{
Router mcsdResponsesRouter = new Router(typeof(ResponsesProcessorMcsd), int.Parse(SystemConfigurations.GetAppSetting("McsdResponsesRouterProcessorsNum")));
McsdGatwayManager.Initialize(mcsdResponsesRouter); // maghrabi
McsdGatwayManager.LoginToMCSD(); // maghrabi
}
string fixClientSettings = Environment.CurrentDirectory + @"\" + SystemConfigurations.GetAppSetting("FixClientSettingsFile");
string fixServerSettings = Environment.CurrentDirectory + @"\" + SystemConfigurations.GetAppSetting("FixServerSettingsFile");
MarketFixClient.Initialize(fixClientSettings, responsesRouter, m_FixSessionStatusChangedDelegate);
SvcFixServer.InitializeServer(fixServerSettings);
OrdersManager.Initialize();
Sessions.Initialize();
//RepSessions.Initialize();
InitializeService();
if (_resetSequenceNumber)
{
// MarketFixClient.ResetSequence();
}
MarketFixClient.Logon();
SystemLogger.WriteOnConsoleAsync(true, "Awaiting for Fix server response ...", ConsoleColor.Yellow, ConsoleColor.Black, false);
System.Windows.Forms.Application.Run(new frmMonitor()); //maghrabi
//while (true) { Console.ReadKey(); }
//StopService();
}
catch (Exception ex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, "Main Error: " + ex.ToString(), ConsoleColor.Red, ConsoleColor.Black, true);
try
{
string[] cc = SystemConfigurations.GetAppSetting("SupportMailCC").Split(',');
NotificationSender.Send(true, true, false, SystemConfigurations.GetAppSetting("SupportMailFrom"), SystemConfigurations.GetAppSetting("SupportMailTo"), cc, "Fix Service Down", "Fix Service Down",
string.Format("Service startup error state on machine {0} at {1}, Error : {2}", SystemConfigurations.GetMachineIP(), DateTime.Now.ToString(), ex.ToString()), null);
}
catch (Exception inex)
{
Counters.IncrementCounter(CountersConstants.ExceptionMessages);
SystemLogger.WriteOnConsoleAsync(true, "Sending Mail Error: " + inex.Message, ConsoleColor.Red, ConsoleColor.Black, false);
}
//Console.ReadKey();
}
}
public void StartRecievingMsgs()
{
// MessageQueue m_msgSenderQueue = new MessageQueue(string.Format(@"{0}\private$\{1}", SystemConfigurations.GetAppSetting("ResponseQueueIP"), SystemConfigurations.GetAppSetting("ResponseQueueName")));
MessageQueue m_msgSenderQueue = new MessageQueue(string.Format(@"Formatname:DIRECT=TCP:{0}\private$\{1}", SystemConfigurations.GetAppSetting("ResponseQueueIP"), SystemConfigurations.GetAppSetting("ResponseQueueName")));
//List<Type> types = System.Reflection.Assembly.Load("Beltone.Services.Fix.Contract").GetTypes().Where(x=>x.IsClass).ToList();
//types.Add(typeof(Dictionary<string, object>));
//XmlMessageFormatter formatter = new XmlMessageFormatter(types.ToArray());
XmlMessageFormatter formatter = new XmlMessageFormatter
(new Type[] { typeof(Fix_OrderReplaceRefusedByService), typeof(FixAdminMsg), typeof(FixAdmin_TestRequest),
typeof(Fix_OrderAcceptedResponse), typeof(Fix_OrderRejectionResponse), typeof(Fix_ExecutionReport),
typeof(LogOutResponse), typeof(LogOutResponse), typeof(Fix_BusinessMessageReject), typeof(Fix_OrderReplaceCancelReject),
typeof(Fix_OrderReplacedResponse),
typeof(Fix_PendingReplaceResponse), typeof(Fix_OrderRefusedByService), typeof(Fix_PendingNewResponse), typeof(Fix_PendingCancelResponse),
typeof(Fix_OrderCanceledResponse) });
//if (!m_msgSenderQueue.CanRead)
//{
// // warning
//}
while (true)
{
try
{
//MessageQueueTransaction mqt = new MessageQueueTransaction();
//mqt.Begin();
System.Messaging.Message msg = (System.Messaging.Message)m_msgSenderQueue.Receive();
if (msg == null)
{
continue;
}
object recievedMsg = formatter.Read(msg);
this.BeginInvoke(new Action(() => SetReport(string.Format("Recieved {0}", recievedMsg.GetType().ToString()), Color.DarkGray)));
if (recievedMsg.GetType() == typeof(FixAdmin_TestRequest))
{
try
{
IToAdminMsg msgTo = new FixAdmin_TestResponse()
{
TestKey = ((FixAdmin_TestRequest)recievedMsg).TestKey
};
_client.HandleMsg(msgTo);
//_client.HandleRequest(new FixAdmin_TestResponse() { TestKey = "" });
}
catch (Exception ex)
{
this.BeginInvoke(new Action(() => MessageBox.Show(ex.Message)));
}
this.BeginInvoke(new Action(() => SetReport("sent FixAdmin_TestResponse", Color.DarkGray)));
}
if (recievedMsg.GetType() == typeof(Fix_OrderAcceptedResponse))
{
Fix_OrderAcceptedResponse resp = (Fix_OrderAcceptedResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} accepted", resp.ReqOrdID), Color.Green)));
}
else if (recievedMsg.GetType() == typeof(Fix_ExecutionReport))
{
Fix_ExecutionReport resp = (Fix_ExecutionReport)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} TotalExecuted: {1}, TradeExecuted: {2}, Remaining {3}, Status : {4}", resp.RequesterOrderID, resp.TotalExecutedQuantity, resp.TradeExecutedQuantity, resp.RemainingQuantity, resp.OrderStatus), Color.Blue)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderSuspensionResponse))
{
Fix_OrderSuspensionResponse resp = (Fix_OrderSuspensionResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} suspended : {1}", resp.RequesterOrderID, resp.Message), Color.Red)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderRejectionResponse))
{
Fix_OrderRejectionResponse resp = (Fix_OrderRejectionResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} rejected : {1}", resp.RequesterOrderID, resp.RejectionReason), Color.Red)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderReplacedResponse))
{
Fix_OrderReplacedResponse replace = (Fix_OrderReplacedResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} replaced : Quantity {1} price {2}", replace.ReqOrdID, replace.Qty, replace.Prc), Color.DarkGreen)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderRefusedByService))
{
Fix_OrderRefusedByService refuseMsg = (Fix_OrderRefusedByService)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} refused by service : msessage : {1} ", refuseMsg.RequesterOrderID, refuseMsg.RefuseMessage), Color.DarkOrange)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderCanceledResponse))
{
Fix_OrderCanceledResponse msgCanceled = (Fix_OrderCanceledResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} canceld successfully ! ", msgCanceled.RequesterOrderID), Color.DarkOrange)));
}
else if (recievedMsg.GetType() == typeof(Fix_PendingNewResponse) || recievedMsg.GetType() == typeof(Fix_PendingReplaceResponse) || recievedMsg.GetType() == typeof(Fix_PendingCancelResponse))
{
this.BeginInvoke(new Action(() => SetReport(string.Format("order pending"), Color.DarkOrange)));
}
}
catch (Exception ex)
{
this.BeginInvoke(new Action(() => SetReport(string.Format("Error : {0}", ex.Message), Color.Red)));
Thread.Sleep(2000);
}
}
}
public FixOrdSvc()
{
int _requestsRouterProcessorsNum = int.Parse(SystemConfigurations.GetAppSetting("RequestsRouterProcessorsNum"));
_router = new Router(typeof(RequestsProcessor), _requestsRouterProcessorsNum);
}
