public void MakeMessage(Message m, string fix)
{
idx = 0; prevIdx = 0;
// Handle first field differently, no SOH at start.
StringField sf = new StringField(0);
idx = fix.IndexOf('\x01');
if (idx != -1)
{
field = fix.Substring(prevIdx, (idx - prevIdx));
tagIndex = field.IndexOf('=');
sf.Tag = IntParse(field.Substring(0, tagIndex));
sf.Obj = field.Substring(tagIndex + 1);
m.setField(sf);
}
else return;
while (idx != -1)
{
prevIdx = idx;
idx = fix.IndexOf('\x01', prevIdx + 1);
if (idx == -1) break;
StringField sf2 = new StringField(0);
field = fix.Substring(prevIdx + 1, (idx - prevIdx) - 1);
tagIndex = field.IndexOf('=');
sf2.Tag = IntParse(field.Substring(0, tagIndex));
sf2.Obj = field.Substring(tagIndex + 1);
m.setField(sf2);
}
}
long ServerQuickFix_newSendOrderRequest(Order o)
{
QuickFix.Message message = new QuickFix.Message();
QuickFix.Message.Header header = message.getHeader();
header.setField(new BeginString(FIXID));
header.setField(new SenderCompID(SenderCompId));
header.setField(new TargetCompID(TargetCompId));
header.setField(new MsgType(CANCEL));
message.setField(new OrigClOrdID(o.id.ToString()));
message.setField(new ClOrdID(o.id.ToString()));
message.setField(new Symbol(o.symbol));
message.setField(new Side(o.side ? Side.BUY : Side.SELL));
//message.setField(new Text("Cancel My Order!"));
Session.sendToTarget(message);
return(0);
}
public override void toAdmin(QuickFix.Message message, QuickFix.SessionID sessionID)
{
base.toAdmin(message, sessionID);
if (message is QuickFix42.Logon)
{
message.setField(new ResetSeqNumFlag(true));
GSFIX gsfix = provider as GSFIX;
string encrypt_pwd = gsfix.Password;
byte[] encrypt_pwd_byte = new byte[128];
switch (gsfix.EncryptType)
{
case EncryptType.NONE:
message.setField(new EncryptMethod(EncryptMethod.NONE));
break;
case EncryptType.DESECB:
gsEncrypt(2, gsfix.Password, gsfix.Password.Length, gsfix.PublicKey, encrypt_pwd_byte, 128);
encrypt_pwd = Encoding.ASCII.GetString(encrypt_pwd_byte);
message.setField(new EncryptMethod(EncryptMethod.DESECBMODE));
break;
case EncryptType.BlowFish:
gsEncrypt(101, gsfix.Password, gsfix.Password.Length, gsfix.PublicKey, encrypt_pwd_byte, 128);
encrypt_pwd = Encoding.ASCII.GetString(encrypt_pwd_byte);
message.setField(new EncryptMethod((int)EncryptType.BlowFish));
break;
default:
break;
}
if (!string.IsNullOrEmpty(gsfix.Account) && !string.IsNullOrEmpty(gsfix.CreditAccount))
{
message.setField(new RawData(string.Format("T:{0},{1}:{2}:", gsfix.Account, gsfix.CreditAccount, encrypt_pwd.ToString())));
}
else if (!string.IsNullOrEmpty(gsfix.Account))
{
message.setField(new RawData(string.Format("Z:{0}:{1}:", gsfix.Account, encrypt_pwd.ToString())));
}
else if (!string.IsNullOrEmpty(gsfix.CreditAccount))
{
message.setField(new RawData(string.Format("X:{0}:{1}:", gsfix.CreditAccount, encrypt_pwd.ToString())));
}
else
{
message.setField(new RawData(string.Format("T:{0},{1}:{2}:", gsfix.Account, gsfix.CreditAccount, encrypt_pwd.ToString())));
}
}
}
/**
* Callback chamado logo antes do envio da mensagem FIX de controle de sessão.
*
*/
public void toAdmin(QuickFix.Message message, SessionID sessionId)
{
try
{
// Se for mensagem de Logon, inclui o RawData e RawDataLength na mensagem
if (message.getHeader().getString(MsgType.FIELD).Equals("A"))
{
message.setBoolean(ResetSeqNumFlag.FIELD, true);
message.setInt(NextExpectedMsgSeqNum.FIELD,
(new NextExpectedMsgSeqNum(ConstantesMDS.BMF_SEQNUM_INICIAL)).getValue());
message.setField(RawData.FIELD, new RawData(senha).ToString());
message.setField(RawDataLength.FIELD, new RawDataLength(senha.Length).ToString());
if (novaSenha != null && novaSenha.Length > 0)
{
message.setField(NewPassword.FIELD, new NewPassword(novaSenha).ToString());
logger.Info("Enviada nova senha para alteracao!");
}
}
else if (message.getHeader().getString(MsgType.FIELD).Equals("5"))
{
if (assinados)
{
cancelaInstrumentos();
}
}
logger.Debug("SEND(SES) --> " + message.ToString());
}
catch (FieldNotFound e)
{
logger.Error("Campo nao encontrado: " + e.Message, e);
}
}
long ServerQuickFix_newSendOrderRequest(Order o)
{
QuickFix.Message message = new QuickFix.Message();
QuickFix.Message.Header header = message.getHeader();
header.setField(new BeginString(FIXID));
header.setField(new SenderCompID(SenderCompId));
header.setField(new TargetCompID(TargetCompId));
header.setField(new MsgType(CANCEL));
message.setField(new OrigClOrdID(o.id.ToString()));
message.setField(new ClOrdID(o.id.ToString()));
message.setField(new Symbol(o.symbol));
message.setField(new Side(o.side ? Side.BUY : Side.SELL));
//message.setField(new Text("Cancel My Order!"));
Session.sendToTarget(message);
return 0;
}
private static bool AddBidAskQueryClause(Message msg, string ticker)
{
var simGroup = new QuickFix44.MarketDataRequest.NoRelatedSym(); // 146=1
// подписаться на символ по его коду?
if (subscribeBySecurityId)
{
int tickerCode;
if (!TickerCodeDictionary.Instance.tickerCode.TryGetValue(ticker, out tickerCode))
{
Logger.ErrorFormat("Запрос котировки {0} - нет кода", ticker);
return false;
}
simGroup.setField(new SecurityID(tickerCode.ToString())); // 48=4006 symbol
simGroup.setField(new SecurityIDSource("8")); // 22=8 symbol
}
else
// подписаться по названию
{
simGroup.setField(new Symbol(TickerCodeDictionary.Instance.GetTickerNameFormatted(ticker)));
}
// два отдельных запроса на bid-ask?
if (distinctQueriesForBidAsk)
{
var group = new QuickFix44.MarketDataRequest.NoMDEntryTypes(); // 267=2
group.setField(new MDEntryType('0')); // 269=0 (bid)
simGroup.addGroup(group);
group = new QuickFix44.MarketDataRequest.NoMDEntryTypes();
group.setField(new MDEntryType('1')); // 269=1 (offer)
simGroup.addGroup(group);
}
else
// один запрос
{
var group = new QuickFix44.MarketDataRequest.NoMDEntryTypes(); // 267=2
group.setField(new MDEntryType('2')); // 269=0 (bid + offer)
simGroup.addGroup(group);
}
msg.addGroup(simGroup);
msg.setField(new NoRelatedSym(1)); // 1 subscription
msg.setField(new Symbol(ticker));
return true;
}
protected void SetUserDefinedFields(FIXMessage Message, Message message)
{
foreach (FIXField fixField in Message.Fields)
{
if (fixField.Tag >= 500)
{
switch (fixField.FIXType)
{
case FIXType.Bool:
message.setField(new BooleanField(fixField.Tag, ((FIXBoolField)fixField).Value));
continue;
case FIXType.Int:
message.setField(new IntField(fixField.Tag, ((FIXIntField)fixField).Value));
continue;
case FIXType.Double:
message.setField(new DoubleField(fixField.Tag, ((FIXDoubleField)fixField).Value));
continue;
case FIXType.Char:
message.setField(new CharField(fixField.Tag, ((FIXCharField)fixField).Value));
continue;
case FIXType.String:
message.setField(new StringField(fixField.Tag, ((FIXStringField)fixField).Value));
continue;
case FIXType.DateTime:
message.setField((UtcDateOnlyField)new UtcDateField(fixField.Tag, ((FIXDateTimeField)fixField).Value));
continue;
default:
continue;
}
}
}
}