public override void onMessage(QuickFix42.SecurityDefinition message, SessionID sessionID)
{
QuickFix42.SecurityDefinition echo = message;
try
{
Session.sendToTarget(echo, sessionID);
}
catch (SessionNotFound) { }
}
public virtual void onMessage( SecurityDefinition message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
void InsertSubContract(uint index, SecurityDefinition.NoRelatedSym group)
{
subcontracts[index] = new SecurityEntry(group, this);
}
internal SecurityEntry(SecurityDefinition.NoRelatedSym noRelatedSym, SecurityEntry owner)
{
IsMDUpdated = false;
OwnerEntry = owner;
SecurityID = noRelatedSym.getUnderlyingSecurityID().getValue();
Symbol = noRelatedSym.getUnderlyingSymbol().getValue();
SecurityExchange = noRelatedSym.getUnderlyingSecurityExchange().getValue();
SecurityType = noRelatedSym.getUnderlyingSecurityType().getValue();
if (noRelatedSym.isSetUnderlyingMaturityMonthYear())
MaturityMonthYear = noRelatedSym.getUnderlyingMaturityMonthYear().getValue();
Side = noRelatedSym.getSide().getValue();
SubContractCount = 0;
subcontracts = new SecurityEntry[SubContractCount];
}
internal SecurityEntry(SecurityDefinition securityDefinition)
{
IsMDUpdated = false;
SecurityID = securityDefinition.getSecurityID().getValue();
Symbol = securityDefinition.getSymbol().getValue();
SecurityExchange = securityDefinition.getSecurityExchange().getValue();
SecurityType = securityDefinition.getSecurityType().getValue();
if (securityDefinition.isSetMaturityMonthYear())
MaturityMonthYear = securityDefinition.getMaturityMonthYear().getValue();
NoRelatedSym noRelatedSym = securityDefinition.getNoRelatedSym();
SubContractCount = noRelatedSym.getValue();
subcontracts = new SecurityEntry[SubContractCount];
SecurityDefinition.NoRelatedSym group = new SecurityDefinition.NoRelatedSym();
for (uint i = 0; i < SubContractCount; i++)
{
securityDefinition.getGroup(i + 1, group);
InsertSubContract(i, group);
}
// whether reverse contract
if (HasFutureContract() && SubContractCount == 2)
{
IsInverted = GetSubContract((uint) GetNearSubContractIndex()).Side == QuickFix.Side.SELL;
}
}
public virtual void onMessage(SecurityDefinition message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
