/// <summary>
/// This implementation of the Send method forwards the
/// specified FIX message to the underlying FIX session
/// for transmission to the peer system.
/// </summary>
/// <param name="msg"></param>
public void Send(VfxEngine.Fix.FixMessage msg)
{
_fixSession.HandleTxMessage(msg);
}
/// <summary>
/// The HandleRxMessage method is invoked by the owner of an
/// instance of a session to inform it that data has arrived
/// from the peer system.
/// </summary>
/// <param name="mb">
/// The message block that contains the data received from
/// the peer system the session is communicating with.
/// </param>
public void HandleRxMessage(VfxEngine.Ipc.VfxMsgBlock mb)
{
// REC: Attempt to parse an instance of a FIX message from
// the raw data that was received over the endpoint, using
// the default protocol version, if none of the configured
// versions match the content:
VfxFixParserResult fpr = _fixParser.Parse(Encoding.ASCII.GetString(mb.Buffer, 0, mb.Length()), null, null, this._axDefault);
while (fpr.Status == VfxFixParserStatus.MsgComplete)
{
// REC: Adjust the read index in the message block
// to compensate for the number of bytes parsed from
// the incoming data stream:
mb.RdIndex += fpr.Consumed;
// REC: Crunch the message block to remove the data
// that has already been parsed:
mb.Crunch();
// REC: Reset the timestamp that is used to determine
// when the last message was received from the peer:
this._lastRxTicks = DateTime.Now.Ticks;
// REC: Determine if the message is a session layer
// message and process it accordingly:
FixField fldMsgType = fpr.Message.Header.GetField(35);
if (fldMsgType != null)
{
string strMsgType = fldMsgType.Content;
if (!string.IsNullOrEmpty(strMsgType))
{
switch (strMsgType)
{
case "A":
// Received a FIX logon message:
HandleSession_Logon(fpr.Message);
break;
case "0":
// Received a FIX heartbeat message:
HandleSession_Heartbeat(fpr.Message);
break;
case "1":
// Received a FIX test request:
HandleSession_TestRequest(fpr.Message);
break;
case "2":
// Received a FIX resend request:
HandleSession_Resend(fpr.Message);
break;
case "5":
// Received a FIX logout message:
HandleSession_Logout(fpr.Message);
break;
default:
// Received a message that should be
// routed to the session's owner:
HandleSession_Message(fpr.Message);
break;
}
}
else
{
// REC: If the session's identity hasn't been
// established yet, just throw an exception and
// let the session's owner shut it down:
if (_currentState == SessionStates.Session_Pending)
{
throw new ArgumentException("Initial message missing required field - FIX MsgType.");
}
else
{
// REC: The session has been established, so the
// session can send a reject message:
}
}
}
else
{
}
// REC: Attempt to parse another message from
// the buffer of data that has been received:
fpr = _fixParser.Parse(Encoding.ASCII.GetString(mb.Buffer, 0, mb.Length()), null, null, this._axDefault);
}
// REC: If the parser couldn't extract a complete message
// from the supplied buffer, determine what to do next:
if (fpr.Status != VfxFixParserStatus.MsgComplete)
{
}
}