public static void ReadKeyFile(string filename)
{
var lines = File.ReadAllLines(filename);
APIKey = lines[0];
SecretKey = lines[1];
Account = new QuickFix.Fields.Account($"{APIKey},{SecretKey}");
}
public void Set(QuickFix.Fields.Account val)
{
this.Account = val;
}
/// <summary>
/// Helper Method to process data from message for updating positions
/// </summary>
/// <param name="message"></param>
/// <param name="session"></param>
private void posTableUpdate(QuickFix.FIX42.Message message, SessionID session)
{
string MGT = null;
string acct = null;
string SecEx = null;
string symbol = null;
string secID = null;
string gateway = null;
int tradesize = 0;
char side = char.MinValue;
decimal price = 0.00M;
bool OK2Update = true;
try
{
QuickFix.Fields.SenderSubID subID = new QuickFix.Fields.SenderSubID();
if (message.Header.IsSetField(subID))
{
MGT = message.Header.GetField(subID).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.Account a = new QuickFix.Fields.Account();
if (message.IsSetField(a))
{
acct = message.GetField(a).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.SecurityExchange se = new QuickFix.Fields.SecurityExchange();
if (message.IsSetField(se))
{
SecEx = message.GetField(se).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.Symbol s = new QuickFix.Fields.Symbol();
if (message.IsSetField(s))
{
symbol = message.GetField(s).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.SecurityID sid = new QuickFix.Fields.SecurityID();
if (message.IsSetField(sid))
{
secID = message.GetField(sid).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.ExchangeGateway eg = new Fields.ExchangeGateway();
if (message.IsSetField(eg))
{
gateway = message.GetField(eg).getValue();
}
else
{ OK2Update = false; }
QuickFix.Fields.LastShares q = new QuickFix.Fields.LastShares();
if (message.IsSetField(q))
{
tradesize = (int)message.GetField(q).getValue();
}
QuickFix.Fields.Side bs = new QuickFix.Fields.Side();
if (message.IsSetField(bs))
{
side = message.GetField(bs).getValue();
}
else
{
if (tradesize < 0)
{
tradesize = Math.Abs(tradesize);
side = QuickFix.Fields.Side.SELL;
}
else
{ side = QuickFix.Fields.Side.BUY; }
}
QuickFix.Fields.LastPx fill = new QuickFix.Fields.LastPx();
if (message.IsSetField(fill))
{
price = message.GetField(fill).getValue();
}
if (OK2Update)
{
//MGT, acct, SecEx, symbol, secID, tradesize, side, price, gateway
updatePosition(MGT, acct, SecEx, symbol, secID, tradesize, side, price, gateway);
}
else
{
updateDisplay("Position not updated by following message");
ProcessMessage(message, session);
}
}
catch (Exception ex)
{
updateDisplay("QuickFIX Error");
log.WriteLog("MGT: " + MGT);
log.WriteLog("acct: " + acct);
log.WriteLog("SecEx: " + SecEx);
log.WriteLog("symbol: " + symbol);
log.WriteLog("secID: " + secID);
log.WriteLog("tradesize: " + tradesize.ToString());
log.WriteLog("side: " + side.ToString());
log.WriteLog("price: " + price.ToString());
log.WriteLog("gateway: " + gateway);
log.WriteLog("Start Exception--------------------");
log.WriteLog("Source: " + ex.Source);
log.WriteLog("Message: " + ex.Message);
log.WriteLog("TargetSite: " + ex.TargetSite);
log.WriteLog("InnerException: " + ex.InnerException);
log.WriteLog("HelpLink: " + ex.HelpLink);
log.WriteLog("Data: " + ex.Data);
log.WriteLog("StackTrace: " + ex.StackTrace);
log.WriteLog("Stop Exception details-------------");
}
}
public void set(QuickFix.Fields.Account field)
{
SetField(field);
}
