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#region "FIX42 Conversions to Fix44"
/*
* public static QuickFix.FIX44.SequenceReset Fix42SR_2_Fix44SR(QuickFix.FIX42.SequenceReset sr42)
* {
* try
* {
* QuickFix.FIX44.SequenceReset sr44 = new QuickFix.FIX44.SequenceReset();
* _fix42Header_2_Fix44Header(sr42.Header, sr44.Header);
*
* if (sr42.IsSetNewSeqNo()) sr44.Set(new NewSeqNo(sr42.NewSeqNo.getValue()));
* if (sr42.IsSetGapFillFlag()) sr44.Set(new GapFillFlag(sr42.GapFillFlag.getValue()));
* return sr44;
* }
* catch (Exception ex)
* {
* logger.Error("Fix42SR_2_Fix44SR(): Problemas na conversao da mensagem SR: " + ex.Message, ex);
* return null;
* }
* }
*/
public static void Generate44RejectMessage(QuickFix.Message msg, SessionID s, string msgType, Exception ex, SessionAcceptor ssAcceptor, string msgText)
{
try
{
if (null != ex)
{
string aux = string.Format("QuickFix44 MsgType: [{0}], Message: [{1}]", msgType, ex.Message);
logger.Error(aux, ex);
}
QuickFix.FIX44.Reject rej = new QuickFix.FIX44.Reject();
rej.Set(new RefMsgType(msgType));
rej.Set(new RefSeqNum(msg.Header.GetInt(Tags.MsgSeqNum)));
if (string.IsNullOrEmpty(msgText))
{
rej.Set(new Text("System unavaliable")); // Mensagem generica para nao expor possiveis erros de aplicacao
}
else
{
rej.Set(new Text(msgText));
}
if (msgType.Equals(MsgType.ORDER_CANCEL_REQUEST) || msgType.Equals(MsgType.ORDER_CANCEL_REPLACE_REQUEST))
{
QuickFix.FIX44.OrderCancelReject ocr = Fix44Translator.Fix44Reject2OrderCancelReject(rej, msg);
Session.SendToTarget(ocr, s);
if (null != ssAcceptor)
{
ssAcceptor.Send2DropCopy(ocr);
}
}
else
{
QuickFix.FIX44.ExecutionReport er = Fix44Translator.Fix44Rejection2ExecutionReport(rej, msg);
Session.SendToTarget(er, s);
if (null != ssAcceptor)
{
ssAcceptor.Send2DropCopy(er);
}
}
}
catch (Exception exC)
{
logger.Error("Problemas na geracao de mensagem de reject (tratamento de excecoes) de mensagem fix 4.2: " + exC.Message, exC);
}
}
public void OnMessage(QuickFix.FIX44.OrderCancelReplaceRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX44.OrderCancelReject ocj = new QuickFix.FIX44.OrderCancelReject(
new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST));
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER);
ocj.Text = new Text("Executor does not support order cancel/replaces");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
public void OnMessage(QuickFix.FIX44.OrderCancelReplaceRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX44.OrderCancelReject ocj = new QuickFix.FIX44.OrderCancelReject(
new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST));
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER);
ocj.Text = new Text("Executor does not support order cancel/replaces");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
public void OnMessage(QuickFix.FIX44.OrderCancelReject m, SessionID s)
{
Console.WriteLine("Received order cancel reject");
}
public void OnMessage(QuickFix.FIX44.OrderCancelReject m, SessionID s)
{
}
public void OnMessage(QuickFix.FIX44.OrderCancelReject msg, QuickFix.SessionID s)
{
_messageSink.Error(
() => string.Format("OrderCanel rejected for order ClOrdID {0}", msg.ClOrdID));
}
public void OnMessage(QuickFix.FIX44.OrderCancelReject msg, SessionID sessionID)
{
OrderCancelCallback?.Invoke(true);
OrderCancelCallback = null;
Log.Write($"Order cancel error: {msg.GetString(Tags.Text)}", 1);
}
public static QuickFix.FIX44.OrderCancelReject Fix44Reject2OrderCancelReject(QuickFix.Message msgReject, QuickFix.Message msgOri)
{
try
{
QuickFix.FIX44.OrderCancelReject ocr = new QuickFix.FIX44.OrderCancelReject();
if (msgOri.IsSetField(Tags.OrderID))
{
ocr.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
}
else
{
ocr.Set(new OrderID("NONE"));
}
ocr.Set(new ClOrdID(msgOri.GetString(Tags.ClOrdID))); // mandatory
ocr.Set(new OrigClOrdID(msgOri.GetString(Tags.OrigClOrdID))); // mandatory
ocr.Set(new OrdStatus(OrdStatus.REJECTED)); // mandatory
if (msgOri.IsSetField(Tags.Account))
{
ocr.SetField(new Account(msgOri.GetString(Tags.Account)));
}
if (msgOri.Header.GetString(Tags.MsgType).Equals(MsgType.ORDER_CANCEL_REQUEST)) // mandatory
{
ocr.Set(new CxlRejResponseTo('1'));
}
else
{
ocr.Set(new CxlRejResponseTo('2'));
}
if (msgReject.IsSetField(Tags.Text))
{
ocr.Set(new Text(msgReject.GetString(Tags.Text)));
}
// ocr.Set(new CxlRejReason(2137));
// Tratamento tag SecondaryOrderID
// Se nao vier na mensagem busca pelo TO
//if (msgOri.IsSetField(Tags.SecondaryOrderID))
//{
// ocr.Set(new SecondaryOrderID(msgOri.GetString(Tags.SecondaryOrderID)));
//}
//else
//{
// if (null != to)
// {
// if (!string.IsNullOrEmpty(to.SecondaryOrderID))
// ocr.Set(new SecondaryOrderID(to.SecondaryOrderID));
//
// if (!string.IsNullOrEmpty(to.TradeDate))
// ocr.Set(new TradeDate(to.TradeDate));
// }
//}
int len = msgOri.GetInt(Tags.NoPartyIDs);
for (int i = 0; i < len; i++)
{
Group grp = msgOri.GetGroup(i + 1, Tags.NoPartyIDs);
ocr.AddGroup(grp);
}
ocr.Set(new Symbol(msgOri.GetString(Tags.Symbol)));
if (msgOri.IsSetField(Tags.SecurityID))
{
ocr.Set(new SecurityID(msgOri.GetField(Tags.SecurityID)));
}
if (msgOri.IsSetField(Tags.SecurityIDSource))
{
ocr.Set(new SecurityIDSource(msgOri.GetField(Tags.SecurityIDSource)));
}
ocr.Set(new Side(msgOri.GetChar(Tags.Side)));
if (msgOri.IsSetField(Tags.Memo))
{
ocr.Set(new Memo(msgOri.GetString(Tags.Memo)));
}
return(ocr);
}
catch (Exception ex)
{
logger.Error("Fix44Reject2OrderCancelReject(): " + ex.Message, ex);
return(null);
}
}
public void OnMessage(QuickFix.FIX44.OrderCancelReject m, SessionID s)
{
Logger.Instance().Log($"REPLY (OrderCancelReject) => {m.ToString()}");
}
public static QuickFix.FIX42.OrderCancelReject Fix44OCR_2_Fix42OCR(QuickFix.FIX44.OrderCancelReject ocrj44)
{
try
{
// TODO [FF] - Efetuar a conversao do Fix44 para Fix42 de OrderCancelReject
QuickFix.FIX42.OrderCancelReject ocrj42 = new QuickFix.FIX42.OrderCancelReject();
if (ocrj44.IsSetOrderID())
{
ocrj42.Set(new OrderID(ocrj44.OrderID.getValue()));
}
if (ocrj44.IsSetSecondaryOrderID())
{
ocrj42.Set(new SecondaryOrderID(ocrj44.SecondaryOrderID.getValue()));
}
// if (ocrj44.IsSetSecondaryClOrdID()) ocrj42.Set(new SecondaryClOrdID(ocrj44.SecondaryClOrdID.getValue())); // Not Found on 4.2
if (ocrj44.IsSetClOrdID())
{
ocrj42.Set(new ClOrdID(ocrj44.ClOrdID.getValue()));
}
// if (ocrj44.IsSetClOrdLinkID()) ocrj42.Set(new ClOrdLinkID(ocrj44.ClOrdLinkID.getValue())); // Not Found on 4.2
if (ocrj44.IsSetOrigClOrdID())
{
ocrj42.Set(new OrigClOrdID(ocrj44.OrigClOrdID.getValue()));
}
if (ocrj44.IsSetOrdStatus())
{
ocrj42.Set(new OrdStatus(ocrj44.OrdStatus.getValue()));
}
// if (ocrj44.IsSetWorkingIndicator()) ocrj42.Set(new WorkingIndicator(ocrj44.WorkingIndicator.getValue())); // Not found on 4.2
// if (ocrj44.IsSetOrigOrdModTime()) ocrj42.Set(new OrigOrdModTime(ocrj44.OrigOrdModTime.getValue())); // Not found on 4.2
if (ocrj44.IsSetListID())
{
ocrj42.Set(new ListID(ocrj44.ListID.getValue()));
}
if (ocrj44.IsSetAccount())
{
ocrj42.Set(new Account(ocrj44.Account.getValue()));
}
// if (ocrj44.IsSetAcctIDSource()) ocrj42.Set(new AcctIDSource(ocrj44.AcctIDSource.getValue())); // Not found on 4.2
// if (ocrj44.IsSetAccountType()) ocrj42.Set(new AccountType(ocrj44.AccountType.getValue())); // Not found on 4.2
// if (ocrj44.IsSetTradeOriginationDate()) ocrj42.Set(new TradeOriginationDate(ocrj44.TradeOriginationDate.getValue())); // Not found on 4.2
// if (ocrj44.IsSetTradeDate()) ocrj42.Set(new TradeDate(ocrj44.TradeDate.getValue())); // Not found on 4.2
if (ocrj44.IsSetTransactTime())
{
ocrj42.Set(new TransactTime(ocrj44.TransactTime.getValue()));
}
if (ocrj44.IsSetCxlRejResponseTo())
{
ocrj42.Set(new CxlRejResponseTo(ocrj44.CxlRejResponseTo.getValue()));
}
// if (ocrj44.IsSetCxlRejReason()) ocrj42.Set(new CxlRejReason(ocrj44.CxlRejReason.getValue()));
// TODO [FF]: Verify value pattern: Set to "2": BROKER OPTION and describe rejection in text field
if (ocrj44.IsSetCxlRejReason())
{
ocrj42.Set(new CxlRejReason(CxlRejReason.BROKER_OPTION));
}
if (ocrj44.IsSetText())
{
ocrj42.Set(new Text(ocrj44.Text.getValue()));
}
if (ocrj44.IsSetEncodedTextLen())
{
ocrj42.Set(new EncodedTextLen(ocrj44.EncodedTextLen.getValue()));
}
if (ocrj44.IsSetEncodedText())
{
ocrj42.Set(new EncodedText(ocrj44.EncodedText.getValue()));
}
if (ocrj44.IsSetMemo())
{
ocrj42.SetField(new Memo(ocrj44.Memo.getValue()));
}
return(ocrj42);
}
catch (Exception ex)
{
logger.Error("Fix44OCR_2_Fix42OCR(): " + ex.Message, ex);
return(null);
}
}
