static byte[] GenerateNewOrderCross()
{
// This byte array is used for encoding and decoding, this is what you would send on the wire or save to disk
var byteBuffer = new byte[4096];
// You need to "wrap" the array with a DirectBuffer, this class is used by the generated code to read and write efficiently to the underlying byte array
var directBuffer = new DirectBuffer(byteBuffer);
int bufferOffset = 0;
var MessageHeader = new SbeFIX.MessageHeader();
var sno = new NewOrderCross();
// Before encoding a message we need to create a SBE header which specify what we are going to encode (this will allow the decoder to detect that it's an encoded 'car' object)
// We will probably simplify this part soon, so the header gets applied automatically, but for now it's manual
MessageHeader.Wrap(directBuffer, bufferOffset, Negotiate.SchemaVersion); // position the MessageHeader on the DirectBuffer, at the correct position
MessageHeader.BlockLength = NewOrderCross.BlockLength; // size that a car takes on the wire
MessageHeader.SchemaId = NewOrderCross.SchemaId;
MessageHeader.TemplateId = NewOrderCross.TemplateId; // identifier for the car object (SBE template ID)
MessageHeader.Version = NewOrderCross.SchemaVersion; // this can be overriden if we want to support different versions of the car object (advanced functionality)
// Now that we have encoded the header in the byte array we can encode the car object itself
bufferOffset += SbeFIX.MessageHeader.Size;
int carLength = NewOrderSingleExample.Encode(sno, directBuffer, bufferOffset);
var byteBuffer2 = new byte[carLength];
directBuffer.GetBytes(0, byteBuffer2, 0, carLength);
return(byteBuffer2);
}
/// <summary>
/// Tratamento do New Order Cross - TODO [FF] - Verificar tratamento do Order Cross
/// </summary>
/// <param name="noc"></param>
/// <param name="s"></param>
public void OnMessage(NewOrderCross noc, SessionID s)
{
try
{
TODropCopyDB to = new TODropCopyDB();
to.MensagemQF = noc;
to.Sessao = s;
to.TipoMsg = MsgType.NEWORDERCROSS;
this._addMessage(to);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem de NewOrderCross: " + ex.Message, ex);
}
}
public virtual void onMessage(NewOrderCross message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public static void ConsistirNovaOrdemCross(NewOrderCross noc, string exchange)
{
string strAccount1 = string.Empty;
if (!noc.IsSetCrossID())
{
throw new ArgumentException("CrossID field must be provided");
}
if (!noc.IsSetCrossType())
{
throw new ArgumentException("CrossType field must be provided");
}
if (!noc.IsSetCrossPrioritization())
{
throw new ArgumentException("CrossPriorization field must be provided");
}
if (noc.IsSetNoSides() && noc.NoSides.getValue() == 2)
{
QuickFix.Group grpNoSides = noc.GetGroup(1, Tags.NoSides);
OrdensConsistencia.ProcessGroupNOC(grpNoSides);
grpNoSides = noc.GetGroup(2, Tags.NoSides);
OrdensConsistencia.ProcessGroupNOC(grpNoSides);
}
// Instrument Identification Block
if (string.IsNullOrEmpty(noc.Symbol.ToString()))
{
throw new ArgumentException("Symbol field must be provided");
}
if (exchange.Equals(ExchangePrefixes.BMF, StringComparison.InvariantCultureIgnoreCase))
{
if (string.IsNullOrEmpty(noc.SecurityID.ToString()))
{
throw new ArgumentException("SecurityID field must be provided");
}
}
OrdType ordType = noc.OrdType;
if (ordType == null)
{
throw new ArgumentException("OrdType is invalid");
}
// Verifica envio do preco
bool aux = false;
switch (ordType.ToString()[0])
{
case OrdType.LIMIT: // OrdemTipoEnum.Limitada:
break;
default:
aux = true;
break;
}
if (aux)
{
throw new ArgumentException("OrderType must be 2 - Limit");
}
if (noc.IsSetPrice())
{
if (noc.Price.getValue() <= new Decimal(0))
{
throw new ArgumentException("Must must be >= 0");
}
}
}
