protected override bool?OnProcess(FixSession session, string msgType, IFixReader reader)
{
switch (msgType)
{
case QuikFixMessages.NewStopOrderSingle:
{
var condition = new QuikOrderCondition();
var dto = TimeHelper.Moscow.BaseUtcOffset;
var regMsg = reader.ReadOrderRegisterMessage(dto,
tag => reader.ReadOrderCondition(tag, dto, condition));
if (regMsg == null)
{
return(null);
}
regMsg.TransactionId = CreateTransactionId(session, regMsg.TransactionId.To <string>());
regMsg.Condition = condition;
RaiseNewOutMessage(regMsg);
return(true);
}
}
return(base.OnProcess(session, msgType, reader));
}
protected override void OnProcess(FixSession session, string client, string msgStr, bool isMarketData)
{
var msgType = QuickFix.Message.GetMsgType(msgStr);
switch (msgType)
{
case QuikFixMessages.NewStopOrderSingle:
{
this.AddInfoLog("From client {0}: NewStopOrderSingle", client);
var fixMsg = session.ToMessage <NewStopOrderSingle>(msgStr);
var regMsg = fixMsg.ToRegisterMessage();
regMsg.TransactionId = CreateTransactionId(client, regMsg.TransactionId);
var condition = new QuikOrderCondition
{
Type = (QuikOrderConditionTypes)fixMsg.Type.Obj,
Result = fixMsg.IsSetResult() ? (QuikOrderConditionResults?)fixMsg.Result.Obj : null,
StopPriceCondition = (QuikStopPriceConditions)fixMsg.StopPriceCondition.Obj,
StopPrice = fixMsg.IsSetStopPx() ? fixMsg.StopPx.Obj : (decimal?)null,
StopLimitPrice = fixMsg.IsSetStopLimitPrice() ? fixMsg.StopLimitPrice.Obj : (decimal?)null,
IsMarketStopLimit = fixMsg.IsSetIsMarketStopLimit() ? fixMsg.IsMarketStopLimit.Obj : (bool?)null,
ConditionOrderId = fixMsg.IsSetConditionOrderId() ? fixMsg.ConditionOrderId.Obj : (long?)null,
ConditionOrderSide = (Sides)fixMsg.ConditionOrderSide.Obj,
ConditionOrderPartiallyMatched = fixMsg.IsSetConditionOrderPartiallyMatched() ? fixMsg.ConditionOrderPartiallyMatched.Obj : (bool?)null,
ConditionOrderUseMatchedBalance = fixMsg.IsSetConditionOrderUseMatchedBalance() ? fixMsg.ConditionOrderUseMatchedBalance.Obj : (bool?)null,
LinkedOrderPrice = fixMsg.IsSetLinkedOrderPrice() ? fixMsg.LinkedOrderPrice.Obj : (decimal?)null,
LinkedOrderCancel = fixMsg.LinkedOrderCancel.Obj,
Offset = fixMsg.IsSetOffset() ? fixMsg.Offset.Obj.ToUnit() : null,
Spread = fixMsg.IsSetStopSpread() ? fixMsg.StopSpread.Obj.ToUnit() : null,
IsMarketTakeProfit = fixMsg.IsSetIsMarketTakeProfit() ? fixMsg.IsMarketTakeProfit.Obj : (bool?)null,
};
if (fixMsg.IsSetOtherSecurityCode())
{
condition.OtherSecurityId = new SecurityId {
SecurityCode = fixMsg.OtherSecurityCode.Obj
}
}
;
if (fixMsg.IsSetActiveTimeFrom() && fixMsg.IsSetActiveTimeTo())
{
condition.ActiveTime = new Range <DateTimeOffset>(fixMsg.ActiveTimeFrom.Obj.ApplyTimeZone(TimeHelper.Moscow), fixMsg.ActiveTimeTo.Obj.ApplyTimeZone(TimeHelper.Moscow));
}
regMsg.Condition = condition;
TransactionAdapter.SendInMessage(regMsg);
return;
}
}
base.OnProcess(session, client, msgStr, isMarketData);
}
protected override long OnCreateTransactionId(FixSession session, string requestId)
{
return(requestId.To <long>());
}
protected override long OnCreateTransactionId(FixSession session, string requestId)
{
return requestId.To<long>();
}
static void Main(string[] args)
{
string configPath = "marketdatalistener.cfg";
if (args.Length > 1)
{
Console.WriteLine("MULTIPLE CONFIGS ENTERED. ERROR.");
for (int index = 0; index < args.Length; index++)
{
Console.WriteLine(args[index]);
configPath = args[index];
SessionSettings sessionSettings = new SessionSettings(configPath);
//string host = sessionSettings.Get().GetString(SessionSettings.SENDERCOMPID);
string host = "CLIENT1";
string target = "EXECUTOR";
FixSession fixClientApplication = new FixSession(QuickFix.FixValues.ApplVerID.FIX44, host, target);
MarketPriceSource venue = new MarketPriceSource(QuickFix.FixValues.ApplVerID.FIX44, fixClientApplication);
IMessageStoreFactory storeFactory = new FileStoreFactory(sessionSettings);
ILogFactory logFactory = new FileLogFactory(sessionSettings);
SocketInitiator acceptor = new SocketInitiator(
fixClientApplication,
storeFactory,
sessionSettings,
logFactory);
acceptor.Start();
fixClientApplication.Run();
}
}
else
{
try
{
SessionSettings sessionSettings = new SessionSettings(configPath);
string host = "CLIENT1";
string target = "EXECUTOR";
FixSession fixClientApplication = new FixSession(QuickFix.FixValues.ApplVerID.FIX44, host, target);
MarketPriceSource venue = new MarketPriceSource(QuickFix.FixValues.ApplVerID.FIX44, fixClientApplication);
IMessageStoreFactory storeFactory = new FileStoreFactory(sessionSettings);
ILogFactory logFactory = new FileLogFactory(sessionSettings);
SocketInitiator acceptor = new SocketInitiator(
fixClientApplication,
storeFactory,
sessionSettings,
logFactory);
acceptor.Start();
fixClientApplication.Run();
}
catch (Exception ex)
{
Models.Helpers.LogException(ex);
}
}
}
