public void OnSessionLogout(IVfxFixAppSession session, FixMessage msg)
{
FixField fixSCID = msg.Header.GetField(49);
FixField fixTCID = msg.Header.GetField(56);
Console.WriteLine(string.Format("FIX CLIENT: {0} - LOGOUT.", fixSCID.Content));
}
public void OnSessionLogout(IVfxFixAppSession session, FixMessage msg)
{
FixField fixSCID = msg.Header.GetField(49);
FixField fixTCID = msg.Header.GetField(56);
Console.WriteLine(string.Format("FIX SERVER: {0} - LOGOUT.", fixSCID.Content));
}
/// <summary>
/// The OnSessionRxAppMessage callback is invoked by a session
/// when it receives an application layer message from the peer
/// session it's interacting with.
/// </summary>
/// <param name="session">
/// The IVfxFixSession implementation that is issuing the
/// callback to the handler.
/// </param>
/// <param name="msg">
/// The application message that the session has received
/// from its corresponding peer session.
/// </param>
public void OnSessionRxAppMessage(IVfxFixSession session, FixMessage msg)
{
if (_mapAppSessions.ContainsKey(session.InstanceId))
{
IVfxFixAppSession appSession = _mapAppSessions[session.InstanceId];
_application.OnSessionRxAppMessage(appSession, msg);
}
}
/// <summary>
/// The OnSessionStarted callback method is invoked by an
/// instance of a session when it is activated.
/// </summary>
/// <param name="session">
/// The FIX session that the event relates to.
/// </param>
public void OnSessionOpened(IVfxFixSession session)
{
if (_mapAppSessions.ContainsKey(session.InstanceId))
{
IVfxFixAppSession appSession = _mapAppSessions[session.InstanceId];
_application.OnSessionOpened(appSession);
}
}
public void OnSessionLogon(IVfxFixAppSession session, FixMessage msg)
{
FixField fixSCID = msg.Header.GetField(49);
FixField fixTCID = msg.Header.GetField(56);
Console.WriteLine(string.Format("FIX CLIENT: {0} - LOGON", fixSCID.Content));
System.Threading.ThreadPool.QueueUserWorkItem(HandleWork_SendMessages, session);
}
public void OnSessionLogon(IVfxFixAppSession session, FixMessage msg)
{
FixField fixSCID = msg.Header.GetField(49);
FixField fixTCID = msg.Header.GetField(56);
Console.WriteLine(string.Format("FIX CLIENT: {0} - LOGON", fixSCID.Content));
System.Threading.ThreadPool.QueueUserWorkItem(HandleWork_SendMessages, session);
}
/// <summary>
/// The OnSessionLogon callback method is invoked by an
/// instance of a session when it completes a logon with
/// the peer system it's communicating with.
/// </summary>
/// <param name="session">
/// The IVfxFixSession implementation that is issuing
/// the callback to the handler.
/// </param>
/// <param name="msg">
/// The FIX logon message (request or response) that was
/// received from the peer session.
/// </param>
public void OnSessionLogon(IVfxFixSession session, FixMessage msg)
{
// REC: Forward the callback to the appropriate method
// on the application's callback interface:
if (_mapAppSessions.ContainsKey(session.InstanceId))
{
IVfxFixAppSession appSession = _mapAppSessions[session.InstanceId];
_application.OnSessionLogon(appSession, msg);
}
}
/// <summary>
/// The OnSessionStopped callback method is invoked in response
/// to an instance of a session being shutdown.
/// </summary>
/// <param name="session">
/// The FIX session that the event relates to.
/// </param>
public void OnSessionClosed(IVfxFixSession session)
{
// REC: Determine which application session corresponds to
// the FIX session that the event is coming from and route
// the appropriate notification to it.
if (_mapAppSessions.ContainsKey(session.InstanceId))
{
IVfxFixAppSession appSession = _mapAppSessions[session.InstanceId];
_application.OnSessionClosed(appSession);
}
// REC: If there is currently an IPC session in place
// that corresponds to the FIX session, it needs to be
// disconnected at this point:
if (_mapFixToIpc.ContainsKey(session.InstanceId))
{
_endpoint.Shutdown(_mapFixToIpc[session.InstanceId]);
}
else
{
// REC: Since the FIX session has been closed, it can
// be removed from the active sessions map:
if (_mapFixSessions.ContainsKey(session.InstanceId))
{
_mapFixSessions.Remove(session.InstanceId);
}
}
if (_serviceState == VfxFixServiceStates.Service_State_Closing)
{
if (_mapFixSessions.Count == 0)
{
// REC: Adjust the service's state:
_serviceState = VfxFixServiceStates.Service_State_Closed;
// REC: Adjust the service's status:
_serviceStatus = VfxFixServiceStatus.Service_Status_Closed;
// REC: Dispatch the closed event:
EventHandler <VfxFixServiceEventArgs> tmpDispatch = EventDispatch;
if (tmpDispatch != null)
{
VfxFixServiceEventArgs args = new VfxFixServiceEventArgs(VfxFixServiceEventTypes.Event_Service_Stopped, _serviceStatus);
tmpDispatch(this, args);
}
}
}
}
/// <summary>
/// The OnSessionTxAppMessage callback is invoked by a session
/// when it is ready to dispatch an application message to the
/// peer session it's interacting with.
/// </summary>
/// <param name="session">
/// The IVfxFixSession implementation that is issuing the
/// callback to the handler.
/// </param>
/// <param name="msg">
/// The application message that the session wants to have sent
/// to its corresponding peer session.
/// </param>
public void OnSessionTxAppMessage(IVfxFixSession session, FixMessage msg)
{
if (_mapAppSessions.ContainsKey(session.InstanceId))
{
IVfxFixAppSession appSession = _mapAppSessions[session.InstanceId];
_application.OnSessionTxAppMessage(appSession, msg);
// REC: Locate the IPC session identifier of the IPC session
// that is associated with the service that is generating the
// event and use that to send the message to the peer:
if (_mapFixToIpc.ContainsKey(session.InstanceId))
{
string ipcIdentifier = _mapFixToIpc[session.InstanceId];
_endpoint.Send(ipcIdentifier, new VfxMsgBlock(msg.ToString()));
}
}
}
private void HandleWork_SendMessages(object state)
{
int orderId = 1;
IVfxFixAppSession session = state as IVfxFixAppSession;
for (int i = 0; i != 5; i++)
{
FixMessage msg = new FixMessage();
msg.Header.SetField(new FixField(35, "8"));
msg.Content.SetField(new FixField(37, orderId++.ToString()));
msg.Content.SetField(new FixField(17, "5000"));
msg.Content.SetField(new FixField(20, "0"));
msg.Content.SetField(new FixField(150, "0"));
msg.Content.SetField(new FixField(39, "0"));
msg.Content.SetField(new FixField(55, "AAPL"));
msg.Content.SetField(new FixField(54, "1"));
msg.Content.SetField(new FixField(151, "3000"));
msg.Content.SetField(new FixField(14, "0"));
msg.Content.SetField(new FixField(6, "0"));
FixGroup grpTest = new FixGroup(382, "2");
FixCollection grpInstance = new FixCollection();
grpInstance.AddField(new FixField(375, "foo"));
grpInstance.AddField(new FixField(337, "bar"));
grpTest.Instances.Add(grpInstance);
grpTest.Instances.Add(grpInstance);
msg.Content.AddGroup(grpTest);
session.Send(msg);
}
if (session != null)
{
for (int i = 0; i != 10000; i++)
{
FixMessage message = new FixMessage();
message.Header.AddField(new FixField(35, "D"));
session.Send(message);
}
}
}
public void OnSessionOpened(IVfxFixAppSession session)
{
Console.WriteLine("FIX Client: Session opened...");
}
public void OnSessionClosed(IVfxFixAppSession session)
{
Console.WriteLine("FIX CLIENT: - Session Closed.");
}
public void OnSessionClosed(IVfxFixAppSession session)
{
}
public void OnSessionClosed(IVfxFixAppSession session)
{
}
public void OnSessionTxAppMessage(IVfxFixAppSession session, FixMessage msg)
{
}
public void OnSessionRxAdmMessage(IVfxFixAppSession session, FixMessage msg)
{
FixField fixSCID = msg.Header.GetField(49);
Console.WriteLine(string.Format("FIX CLIENT: {0} SENT: {1}", fixSCID.Content, msg.ToString()));
}
public void OnSessionOpened(IVfxFixAppSession session)
{
Console.WriteLine("FIX Server: Session opened...");
}
public void OnSessionClosed(IVfxFixAppSession session)
{
Console.WriteLine("FIX CLIENT: - Session Closed.");
}
public void OnSessionTxAppMessage(IVfxFixAppSession session, FixMessage msg)
{
}
public void OnSessionRxAppMessage(IVfxFixAppSession session, FixMessage msg)
{
FixField fixSCID = msg.Header.GetField(49);
Console.WriteLine(string.Format("FIX SERVER: {0} SENT: {1}", fixSCID.Content, msg.ToString()));
}
