/// <summary> /// The build registry interface document. /// </summary> /// <param name="buildFrom"> /// The build from. /// </param> /// <param name="action"> /// The action. /// </param> /// <returns> /// The <see cref="RegistryInterface"/>. /// </returns> public RegistryInterface BuildRegistryInterfaceDocument( ICollection<ISubscriptionObject> buildFrom, DatasetActionEnumType action) { var rid = new RegistryInterface(); RegistryInterfaceType rit = rid.Content; V21Helper.Header = rit; var submitSubscriptionsRequest = new SubmitSubscriptionsRequestType(); rit.SubmitSubscriptionsRequest = submitSubscriptionsRequest; /* foreach */ foreach (ISubscriptionObject currentSubscription in buildFrom) { SubscriptionType subscriptionType = this._subscriptionXmlBuilder.Build(currentSubscription); var subscriptionRequest = new SubscriptionRequestType(); submitSubscriptionsRequest.SubscriptionRequest.Add(subscriptionRequest); subscriptionRequest.Subscription = subscriptionType; switch (action) { case DatasetActionEnumType.Append: subscriptionRequest.action = ActionTypeConstants.Append; break; case DatasetActionEnumType.Replace: subscriptionRequest.action = ActionTypeConstants.Replace; break; case DatasetActionEnumType.Delete: subscriptionRequest.action = ActionTypeConstants.Delete; break; case DatasetActionEnumType.Information: subscriptionRequest.action = ActionTypeConstants.Information; break; } } return rid; }
private QuickFix.FIX42.MarketDataRequest QueryMarketDataRequest42() { MDReqID mdReqID = new MDReqID("MARKETDATAID"); SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT); MarketDepth marketDepth = new MarketDepth(0); QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup marketDataEntryGroup = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup(); marketDataEntryGroup.Set(new MDEntryType(MDEntryType.BID)); QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX42.MarketDataRequest.NoRelatedSymGroup(); symbolGroup.Set(new Symbol("LNUX")); QuickFix.FIX42.MarketDataRequest message = new QuickFix.FIX42.MarketDataRequest(mdReqID, subType, marketDepth); message.AddGroup(marketDataEntryGroup); message.AddGroup(symbolGroup); QueryHeader(message.Header); Console.WriteLine(message.ToString()); return(message); }
public GetTradesRequestWrapper(string pSymbol, SubscriptionRequestType pSubscriptionRequestType) { Symbol = pSymbol; SubscriptionRequestType = pSubscriptionRequestType; }
public MarketDataOrderBookRequestWrapper(int pMdReqId, Security pSecurity, SubscriptionRequestType pSubscriptionRequestType) : base(pMdReqId, pSecurity, pSubscriptionRequestType) { }
public MarketDataQuotesRequestWrapper(Security pSecurity, SubscriptionRequestType pSubscriptionRequestType) : base(pSecurity, pSubscriptionRequestType) { }
public MarketDataRequestWrapper(int pMdReqId, Security pSecurity, SubscriptionRequestType pSubscriptionRequestType) { MdReqId = pMdReqId; Security = pSecurity; SubscriptionRequestType = pSubscriptionRequestType; }