private void OnInboundApplicationMsg(Object sender, InboundApplicationMsgEventArgs e)
{
List <Message> replies = new List <Message>();
switch (e.Msg.Type)
{
case MsgType.NewOrderSingle:
Random rnd = new Random();
int x = rnd.Next(1, 5);
switch (x)
{
case 1:
replies.Add(CreateExecutionReport(e.Msg, OrdStatus.New));
break;
case 2:
replies.Add(CreateExecutionReport(e.Msg, OrdStatus.New));
replies.Add(CreateExecutionReport(e.Msg, OrdStatus.Partial));
break;
case 3:
replies.Add(CreateExecutionReport(e.Msg, OrdStatus.New));
replies.Add(CreateExecutionReport(e.Msg, OrdStatus.Filled));
break;
case 4:
replies.Add(CreateExecutionReport(e.Msg, OrdStatus.Rejected));
break;
}
break;
case MsgType.OrderCancelRequest:
replies.Add(CreateCancelledExecutionReport(e.Msg));
break;
default:
Message email = new Message(MsgType.Email, fixVersion);
email[Tags.EmailThreadID] = "SellSide reply";
email[Tags.EmailType] = EmailType.New;
email[Tags.Subject] = "Message was received";
email[Tags.EmailType] = EmailType.New;
Group group = email.SetGroup(Tags.NoLinesOfText, 1);
group.Set(Tags.Text, 0, "The message with MsgType=" + e.Msg[Tags.MsgType] + " was received");
replies.Add(email);
break;
}
Session sn = (Session)sender;
foreach (Message reply in replies)
{
reply.Validate();
sn.Send(reply);
}
}
static void InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
if (!active)
{
return;
}
TimestampHelper.GetTicks(ref marks[counter].RecvFinish);
++counter;
ready.Set();
}
private void marketDataSession_InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
eventView.LogIncomingMessage(args.Msg);
if (MsgType.Market_Data_Request == args.Msg.Type)
{
marketDataFeed.ProcessMarketDataRequest(args.Msg);
}
if (MsgType.Security_Definition_Request == args.Msg.Type)
{
marketDataFeed.ProcessSecurityDefinitionRequest(args.Msg);
}
}
static void InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
++counter;
if (counter == WarmupNumberOfMessages)
{
receiveStart = TimestampHelper.Ticks;
return;
}
if (counter == WarmupNumberOfMessages + NumberOfMessages)
{
receiveFinish = TimestampHelper.Ticks;
ready.Set();
return;
}
}
protected void OnInboundApplicationMsg(Object sender, InboundApplicationMsgEventArgs args)
{
Message incomingMessage = args.Msg;
switch (incomingMessage.Type)
{
case MsgType.Market_Data_Incremental_Refresh:
ProcessMarketDataIncrementalRefresh(incomingMessage);
break;
case MsgType.Market_Data_Snapshot_Full_Refresh:
ProcessMarketDataFullRefresh(incomingMessage);
break;
case MsgType.Security_Definition:
ProcessSecurityDefinition(incomingMessage);
break;
}
}
private void session_InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
try
{
if (MsgType.Execution_Report != args.Msg.Type)
{
return;
}
Order order = orderBook.UpdateOrder(args.Msg);
if (null != order)
{
OrderStateChanged(this, new OrderStateChangedArgs(order));
}
}
catch (Exception ex)
{
logger.LogError("Exception during the processing of incoming FIX message: " + ex);
Trace.TraceError("Exception during the processing of incoming FIX message: " + ex);
}
}
private void OnInboundApplicationMsg(Object sender, InboundApplicationMsgEventArgs e)
{
_logger.Add("Incoming application-level message: " + e.Msg);
}
private static void OnInboundApplicationMsg(Object sender, InboundApplicationMsgEventArgs e)
{
Console.WriteLine("Incoming application-level message:\n" + e.Msg);
// Processing of the application-level incoming message ...
}
void acceptor_InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
Console.WriteLine("\nAcceptor received " + args.Msg.ToString(Message.StringFormat.TAG_NAME, '|'));
inboundApplicationMessageEvent.Set();
}
void session_InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
eventView.LogIncomingMessage(args.Msg);
}
private void tradingSession_InboundApplicationMsgEvent(object sender, InboundApplicationMsgEventArgs args)
{
eventView.LogIncomingMessage(args.Msg);
exchange.ProcessIncomingMessage(args.Msg);
}