public void OnMessage(QuickFix.FIX44.Quote quote, SessionID s)
{
try
{
Console.WriteLine("Received Quote Message.");
QuickFix.FIX44.ExecutionReport exec = new QuickFix.FIX44.ExecutionReport();
exec.SetField(new OrderID(quote.QuoteID.getValue()));
exec.SetField(new ClOrdID(quote.QuoteReqID.getValue()));
exec.SetField(new Side(quote.Side.getValue()));
exec.SetField(new Symbol(quote.Symbol.getValue()));
exec.SetField(new Currency(quote.Currency.getValue()));
exec.SetField(new SecurityType(quote.SecurityType.getValue()));
exec.SetField(new CFICode(quote.CFICode.getValue()));
if (quote.BidPx.getValue() > 0)
{
exec.SetField(new Price(quote.OfferPx.getValue()));
}
else
{
exec.SetField(new Price(quote.BidPx.getValue()));
}
exec.SetField(new OrderQty(quote.OrderQty.getValue()));
exec.SetField(new TransactTime(DateTime.Now.Date));
exec.SetField(new SettlDate(quote.SettlDate.getValue()));
exec.SetField(new Account(quote.Account.getValue()));
_session.Send(exec);
Console.WriteLine(exec.ToString());
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public void FromString_Groups_NoFactory()
{
// issue 179
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields =
{
// header
"8=FIX.4.4", "9=638", "35=8", "34=360", "49=BLPTSOX", "52=20130321-15:21:23", "56=THINKTSOX", "57=6804469", "128=ZERO",
// non-group body fields
"6=122.255", "11=61101189", "14=1990000", "15=GBP", "17=VCON:20130321:50018:5:12", "22=4", "31=122.255", "32=1990000",
"37=116", "38=1990000", "39=2", "48=GB0032452392", "54=1", "55=[N/A]", "60=20130321-15:21:23", "64=20130322", "75=20130321",
"106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F", "151=0", "157=15", "159=3447.35", "192=0", "198=3739:20130321:50018:5",
"223=0.0425", "228=1", "236=0.0291371041", "238=0", "381=2432874.5", "423=1", "470=GB", "541=20360307",
// NoPartyIDs
"453=6",
"448=VCON", "447=D", "452=1", "802=1", "523=14", "803=4",
"448=TFOLIO:6804469", "447=D", "452=12",
"448=TFOLIO", "447=D", "452=11",
"448=THINKFOLIO LTD", "447=D", "452=13",
"448=SXT", "447=D", "452=16",
"448=TFOLIO:6804469", "447=D", "452=36",
"10=152"
};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport();
msg.FromString(msgStr, true, dd, dd, null); // <-- null factory!
Console.WriteLine(msg.ToString());
QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup partyGroup = new QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup();
msg.GetGroup(2, partyGroup);
Assert.False(partyGroup.IsSetNoPartySubIDs());
}
public void FromString_Groups_NoFactory()
{
// issue 179
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.Load("../../../spec/fix/FIX44.xml");
string[] msgFields = {
// header
"8=FIX.4.4","9=638", "35=8", "34=360", "49=BLPTSOX", "52=20130321-15:21:23", "56=THINKTSOX", "57=6804469", "128=ZERO",
// non-group body fields
"6=122.255", "11=61101189", "14=1990000", "15=GBP", "17=VCON:20130321:50018:5:12", "22=4", "31=122.255", "32=1990000",
"37=116", "38=1990000", "39=2", "48=GB0032452392", "54=1", "55=[N/A]", "60=20130321-15:21:23", "64=20130322", "75=20130321",
"106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F", "151=0", "157=15", "159=3447.35", "192=0", "198=3739:20130321:50018:5",
"223=0.0425", "228=1", "236=0.0291371041", "238=0", "381=2432874.5", "423=1", "470=GB", "541=20360307",
// NoPartyIDs
"453=6",
"448=VCON", "447=D", "452=1", "802=1", "523=14", "803=4",
"448=TFOLIO:6804469", "447=D", "452=12",
"448=TFOLIO", "447=D", "452=11",
"448=THINKFOLIO LTD", "447=D", "452=13",
"448=SXT", "447=D", "452=16",
"448=TFOLIO:6804469", "447=D", "452=36",
"10=152"
};
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport();
msg.FromString(msgStr, true, dd, dd, null); // <-- null factory!
Console.WriteLine(msg.ToString());
QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup partyGroup = new QuickFix.FIX44.ExecutionReport.NoPartyIDsGroup();
msg.GetGroup(2, partyGroup);
Assert.False(partyGroup.IsSetNoPartySubIDs());
}
public void OnMessage(QuickFix.FIX44.ExecutionReport m, SessionID s)
{
Logger.Instance().Log($"REPLY (ExecutionReport) => {m.ToString()}");
}