/// <summary>
/// TradingSessionStatus message handler
/// </summary>
private void OnTradingSessionStatus(TradingSessionStatus message)
{
if (message.getRequestID() == _currentRequest)
{
// load instrument list into a dictionary
var securities = message.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_fxcmInstruments[security.getSymbol()] = security;
}
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
// TradingSessionStatus message handler
private void OnTradingSessionStatus(TradingSessionStatus tradingSessionStatus)
{
Console.WriteLine("OnTradingSessionStatus()");
Console.WriteLine("\tRequestId = {0}", tradingSessionStatus.getRequestID());
Console.WriteLine();
if (tradingSessionStatus.getRequestID() == _currentRequest)
{
var securities = tradingSessionStatus.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_securities[security.getSymbol()] = security;
}
_requestTradingSessionStatusEvent.Set();
}
}
/// <summary>
/// TradingSessionStatus message handler
/// </summary>
private void OnTradingSessionStatus(TradingSessionStatus message)
{
if (message.getRequestID() == _currentRequest)
{
// load instrument list into a dictionary
var securities = message.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_fxcmInstruments[security.getSymbol()] = security;
}
// get account base currency
_fxcmAccountCurrency = message.getParameter("BASE_CRNCY").getValue();
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
/// <summary>
/// TradingSessionStatus message handler
/// </summary>
private void OnTradingSessionStatus(TradingSessionStatus message)
{
if (message.getRequestID() == _currentRequest)
{
// load instrument list into a dictionary
var securities = message.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_fxcmInstruments[security.getSymbol()] = security;
}
// create map from QuantConnect symbols to FXCM symbols
foreach (var kvp in _fxcmInstruments)
{
var fxcmSymbol = kvp.Key;
var tradingSecurity = kvp.Value;
var symbol = ConvertSymbol(tradingSecurity);
_mapInstrumentSymbols[symbol] = fxcmSymbol;
}
// get account base currency
_fxcmAccountCurrency = message.getParameter("BASE_CRNCY").getValue();
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
// unsubscribe all instruments (only at first logon)
if (_subscribedSymbols.Count == 0)
{
var request = new MarketDataRequest();
foreach (var fxcmSymbol in _fxcmInstruments.Keys)
{
request.addRelatedSymbol(_fxcmInstruments[fxcmSymbol]);
}
request.setSubscriptionRequestType(SubscriptionRequestTypeFactory.UNSUBSCRIBE);
request.setMDEntryTypeSet(MarketDataRequest.MDENTRYTYPESET_ALL);
_gateway.sendMessage(request);
}
}
}
/// <summary>
/// TradingSessionStatus message handler
/// </summary>
private void OnTradingSessionStatus(TradingSessionStatus message)
{
if (message.getRequestID() == _currentRequest)
{
// load instrument list into a dictionary
var securities = message.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_fxcmInstruments[security.getSymbol()] = security;
}
// get account base currency
_fxcmAccountCurrency = message.getParameter("BASE_CRNCY").getValue();
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
/// <summary>
/// TradingSessionStatus message handler
/// </summary>
private void OnTradingSessionStatus(TradingSessionStatus message)
{
if (message.getRequestID() == _currentRequest)
{
// load instrument list into a dictionary
var securities = message.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_fxcmInstruments[security.getSymbol()] = security;
}
// create map from QuantConnect symbols to FXCM symbols
foreach (var fxcmSymbol in _fxcmInstruments.Keys)
{
var symbol = ConvertFxcmSymbolToSymbol(fxcmSymbol);
_mapInstrumentSymbols[symbol] = fxcmSymbol;
}
// get account base currency
_fxcmAccountCurrency = message.getParameter("BASE_CRNCY").getValue();
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
// unsubscribe all instruments
var request = new MarketDataRequest();
foreach (var fxcmSymbol in _fxcmInstruments.Keys)
{
request.addRelatedSymbol(_fxcmInstruments[fxcmSymbol]);
}
request.setSubscriptionRequestType(SubscriptionRequestTypeFactory.UNSUBSCRIBE);
request.setMDEntryTypeSet(MarketDataRequest.MDENTRYTYPESET_ALL);
_gateway.sendMessage(request);
}
}
public virtual void onMessage(TradingSessionStatus message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public void OnMessage(TradingSessionStatus message)
{
this.Logger.LogWarning(LogId.Network, $"{Received}{Fix} Unhandled {nameof(TradingSessionStatus)}");
}
/// <summary>
/// TradingSessionStatus message handler
/// </summary>
private void OnTradingSessionStatus(TradingSessionStatus message)
{
if (message.getRequestID() == _currentRequest)
{
// load instrument list into a dictionary
var securities = message.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity)securities.nextElement();
_fxcmInstruments[security.getSymbol()] = security;
}
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
// TradingSessionStatus message handler
private void OnTradingSessionStatus(TradingSessionStatus tradingSessionStatus)
{
Console.WriteLine("OnTradingSessionStatus()");
Console.WriteLine("\tRequestId = {0}", tradingSessionStatus.getRequestID());
Console.WriteLine();
if (tradingSessionStatus.getRequestID() == _currentRequest)
{
var securities = tradingSessionStatus.getSecurities();
while (securities.hasMoreElements())
{
var security = (TradingSecurity) securities.nextElement();
_securities[security.getSymbol()] = security;
}
_requestTradingSessionStatusEvent.Set();
}
}
/// <summary>
/// Handles <see cref="TradingSessionStatus"/> messages.
/// </summary>
/// <param name="message">The FIX message.</param>
/// <param name="sessionId">The session identifier.</param>
public void OnMessage(TradingSessionStatus message, SessionID sessionId)
{
this.FixMessageHandler.OnMessage(message);
}