private void PopulateMsgElements(string version, string msgType, FixMessage msg)
{
VfxFixVxRecord vxDetails = _vxRegistry.Get(version);
if (vxDetails != null)
{
FixDxCollection msgElements = null;
foreach (VfxFixVersion_Dictionary_Reference dxEntry in vxDetails.Dictionaries)
{
// REC: Retrieve the dictionary associated with
// the version definition:
FixDictionary dxInstance = _dxRegistry.GetEntry(dxEntry.Name);
// REC: Attempt to retrieve the specified message
// type from the dictionary:
FixDxMessage dxMessage = dxInstance.GetMessageByType(msgType);
if (dxMessage != null)
{
msgElements = dxInstance.Resolve(dxMessage.Elements);
break;
}
}
if (msgElements != null)
{
// REC: Create the sort ordering for the elements
// and populate any fields and groups that have been
// registered with the assembler:
Collection <int> ordering = new Collection <int>();
foreach (IFixDxElement dxElement in msgElements)
{
ordering.Add(dxElement.Tag);
if (dxElement is FixDxResolvedField)
{
if (_mapFields.ContainsKey(dxElement.Tag))
{
msg.Content.SetField(_mapFields[dxElement.Tag]);
}
}
else
{
if (_mapGroups.ContainsKey(dxElement.Tag))
{
msg.Content.AddGroup(_mapGroups[dxElement.Tag]);
}
}
}
// REC: Assign the sort ordering for the header
// elements to the message's header:
msg.Content.SetOrdering(ordering);
}
}
}
/// <summary>
/// The GetUniqueMessages method retrieves a collection which
/// represents the set of all FIX message definitions found in
/// the dictionaries associated with a specific version.
/// </summary>
/// <param name="version">
/// The name of the version definition that is to be used
/// for looking up the FIX message definitions.
/// </param>
/// <returns>
/// The collection of message definitions that represents
/// the complete set of all of the field definitions in the
/// dictionaries associated with the specified version.
/// </returns>
public FixDxCollection GetUniqueMessages(string version)
{
FixDxCollection result = new FixDxCollection();
if (_vxRegistry != null)
{
VfxFixVxRecord vxDetails = _vxRegistry.Get(version);
if (vxDetails != null)
{
if (_dxRegistry != null)
{
// REC: Temporary map that is used to ensure there
// is only one instance of each MsgType:
Dictionary <string, FixDxMessage> mapMessages = new Dictionary <string, FixDxMessage>();
// REC: Iterate over all of the FIX dictionaries that
// are associated with the version and build the list
// of FIX field definitions from them:
foreach (VfxFixVersion_Dictionary_Reference dxEntry in vxDetails.Dictionaries)
{
FixDictionary dxInstance = _dxRegistry.GetEntry(dxEntry.Name);
if (dxInstance != null)
{
foreach (IFixDxElement dxElement in dxInstance.Messages)
{
FixDxMessage dxMessage = dxElement as FixDxMessage;
if (dxMessage != null)
{
if (mapMessages.ContainsKey(dxMessage.MsgType) == false)
{
mapMessages.Add(dxMessage.MsgType, dxMessage);
}
else
{
mapMessages[dxMessage.MsgType] = dxMessage;
}
}
}
}
}
foreach (string key in mapMessages.Keys)
{
result.Add(mapMessages[key]);
}
}
}
}
return(result);
}
// REC: Validate an instance of the FixMessage class against
// the header/message/trailer definition in the dictionaries:
public List <FixValidationResult> Validate(FixMessage msg)
{
List <FixValidationResult> result = new List <FixValidationResult>();
// REC: Build a queue of all of the FIX elements that
// are contained in the message:
Queue <SrcField> srcFields = new Queue <SrcField>();
// REC: Add the elements that are in the message's
// header to the queue of source fields:
PopulateQueue(srcFields, msg.Header);
// REC: Add the elements that are in the message's
// body to the queue of source fields:
PopulateQueue(srcFields, msg.Content);
// REC: Add the elements that are in the message's
// trailer to the queue of source fields:
PopulateQueue(srcFields, msg.Trailer);
// REC: Create the MsgLayout structure that defines
// the layout of a message as it is defined in the
// configured FIX dictionaries:
MsgLayout msgLayout = new MsgLayout();
// REC: The message layout's header entries are
// copied from the cached list of entries that is
// created when the validator is configured:
foreach (FixValidationResult hdrEntry in _cachedHeader)
{
msgLayout.Header.Add(hdrEntry.Clone() as FixValidationResult);
}
// REC: The message layout's content entries are
// only configured if the corresponding message
// type can be found in the dictionaries:
FixField fldMsgType = msg.Header.GetField(35);
if (fldMsgType != null)
{
string strMsgType = fldMsgType.Content;
foreach (FixDictionary dx in _settings.Dictionaries)
{
FixDxMessage dxMessage = dx.GetMessageByType(strMsgType);
if (dxMessage != null)
{
// REC: Expand the list of elements contained
// in the message's definition and populate the
// message layout element list with them:
FixDxCollection msgElements = dx.Resolve(dxMessage.Elements);
foreach (IFixDxElement msgElement in msgElements)
{
msgLayout.Message.Add(CreateResult(msgElement));
}
break;
}
}
}
// REC: the message layout's trailer entries are
// copied from the cached list of entries that is
// created when the validator is configured:
foreach (FixValidationResult trlEntry in _cachedTrailer)
{
msgLayout.Trailer.Add(trlEntry.Clone() as FixValidationResult);
}
// REC: After the message layout has been defined
// the validator can compare the content of the
// source message to the layout definition:
return(ProcessElements(srcFields, msgLayout));
}
/// <summary>
/// The CloneMessage method is invoked to create a copy of
/// an instance of a message definition.
/// </summary>
/// <param name="source">
/// The message definition to be duplicated.
/// </param>
/// <returns>
/// The resulting clone of the supplied message.
/// </returns>
private FixDxMessage CloneMessage(FixDxMessage source)
{
FixDxMessage result = new FixDxMessage(source.MsgType, source.Name, source.MsgCategory);
foreach(IFixDxElement dxElement in source.Elements)
{
result.Elements.Add(CloneElement(dxElement));
}
return result;
}
/// <summary>
/// The AddMessage method adds a new instance of a
/// message definition to the dictionary.
/// </summary>
/// <param name="dxMessage">
/// The FIX message definition that is to be added
/// to the dictionary.
/// </param>
public void AddMessage(FixDxMessage dxMessage)
{
if (_mapMessagesByName.ContainsKey(dxMessage.Name))
{
string error = string.Format("Dictionary already contains a message named {0}.", dxMessage.Name);
throw new ArgumentException(error);
}
if (_mapMessagesByType.ContainsKey(dxMessage.MsgType))
{
string error = string.Format("Dictionary already contains a message type {0}.", dxMessage.MsgType);
throw new ArgumentException(error);
}
_messages.Add(dxMessage);
_mapMessagesByType.Add(dxMessage.MsgType, dxMessage);
_mapMessagesByName.Add(dxMessage.Name, dxMessage);
}
/// <summary>
/// The PopulateMessages method populates the message section
/// of the supplied VFX dictionary with all message definitions
/// that are found in the supplied XML dictionary.
/// </summary>
/// <param name="source">
/// The source dictionary for the message elements.
/// </param>
/// <param name="target">
/// The target dictionary for the converted elements.
/// </param>
private static void PopulateMessages(XmlDictionary source, FixDictionary target)
{
foreach (XmlFixDxMessage src in source.Messages.Entries)
{
FixDxMessage dst = new FixDxMessage(src.MsgType, src.Name, src.MsgCategory);
foreach (IFixDxElement dxElement in TranslateElements(src.Elements))
{
dst.Elements.Add(dxElement);
}
target.AddMessage(dst);
}
}
