/// <summary>
/// Provides properties for storing and retrieving CME FIX logon fields.
/// </summary>
public Logon(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
Username = new FieldInfo <char>(USERNAME_FIELD_LENGTH);
Password = new FieldInfo <char>(PASSWORD_FIELD_LENGTH);
ApplID = new FieldInfo <char>(APPL_ID_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX security definition fields.
/// </summary>
public SecurityDefinition(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
SecurityGroup = new FieldInfo<char>(SECURITY_GROUP_FIELD_LENGTH);
Symbol = new FieldInfo<char>(SYMBOL_FIELD_LENGTH);
SecurityDesc = new FieldInfo<char>(SECURITY_DESC_FIELD_LENGTH);
SecurityID = new FieldInfo<char>(SECURITY_ID_FIELD_LENGTH);
CFICode = new FieldInfo<char>(CFI_CODE_FIELD_LENGTH);
SecurityExchange = new FieldInfo<char>(SECURITY_EXCHANGE_FIELD_LENGTH);
StrikeCurrency = new FieldInfo<char>(STRIKE_CURRENCY_FIELD_LENGTH);
Currency = new FieldInfo<char>(CURRENCY_FIELD_LENGTH);
SettlCurrency = new FieldInfo<char>(SETTL_CURRENCY_FIELD_LENGTH);
DataBlockEvent = new RepeatingGroupEvent[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlockEvent[i] = new RepeatingGroupEvent();
}
DataBlockMDFeedType = new RepeatingGroupMDFeedType[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlockMDFeedType[i] = new RepeatingGroupMDFeedType();
}
//throw new NotImplementedException("SecurityDefinition class not yet implemented.");
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX logon fields.
/// </summary>
public Logon(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
Username = new FieldInfo<char>(USERNAME_FIELD_LENGTH);
Password = new FieldInfo<char>(PASSWORD_FIELD_LENGTH);
ApplID = new FieldInfo<char>(APPL_ID_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX quote request fields.
/// </summary>
public QuoteRequest(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
QuoteReqID = new FieldInfo<char>(QUOTE_REQ_ID_FIELD_LENGTH);
Symbol = new FieldInfo<char>(SYMBOL_FIELD_LENGTH);
SecurityID = new FieldInfo<char>(SECURITY_ID_FIELD_LENGTH);
//throw new NotImplementedException("QuoteRequest class not yet implemented.");
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX quote request fields.
/// </summary>
public QuoteRequest(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
QuoteReqID = new FieldInfo <char>(QUOTE_REQ_ID_FIELD_LENGTH);
Symbol = new FieldInfo <char>(SYMBOL_FIELD_LENGTH);
SecurityID = new FieldInfo <char>(SECURITY_ID_FIELD_LENGTH);
//throw new NotImplementedException("QuoteRequest class not yet implemented.");
}
/// <summary>
/// Base class from which all market data update types (MarketDataIncrementalRefresh, SecurityStatus, etc.) are derived.
/// </summary>
public Update(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
{
tag = tagInfo;
value = valueInfo;
this.trailer = trailer;
// The lambda function in index zero is just a dummy function that's there to align the TagContainer functions with their correct index positions.
// This allows 'tag.Length' to be used as the indexer, rather than 'tag.Length - 1'.
IsTag = new Func<byte[], bool>[5] { (a => a.IsDummy()), TagContainer1Is, TagContainer2Is, TagContainer3Is, TagContainer4Is };
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX market data incremental refresh fields.
/// </summary>
public MarketDataIncrementalRefresh(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer, Decoder decoder)
: base(tagInfo, valueInfo, trailer)
{
this.decoder = decoder;
DataBlock = new RepeatingGroup[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlock[i] = new RepeatingGroup();
}
}
/// <summary>
/// Base class from which all market data update types (MarketDataIncrementalRefresh, SecurityStatus, etc.) are derived.
/// </summary>
public Update(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
{
tag = tagInfo;
value = valueInfo;
this.trailer = trailer;
// The lambda function in index zero is just a dummy function that's there to align the TagContainer functions with their correct index positions.
// This allows 'tag.Length' to be used as the indexer, rather than 'tag.Length - 1'.
IsTag = new Func <byte[], bool>[5] {
(a => a.IsDummy()), TagContainer1Is, TagContainer2Is, TagContainer3Is, TagContainer4Is
};
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX market data snapshot full refresh fields.
/// </summary>
public MarketDataSnapshotFullRefresh(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
SecurityID = new FieldInfo<char>(SECURITY_ID_FIELD_LENGTH);
DataBlock = new RepeatingGroup[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlock[i] = new RepeatingGroup();
}
//throw new NotImplementedException("MarketDataSnapshotFullRefresh class not yet implemented.");
}
public event DecodeStatusEventHandler DecodeStarted = delegate { }; // Initializing to the empty anonymous method will ensure that the event is never null, even if no methods are subscribed to it.
/// <summary>
/// Provides methods and properties for decoding FIX messages.
/// </summary>
public Decoder()
{
trailer = new Trailer();
header = new Header(tag, value, trailer, this);
xupdate = new MarketDataIncrementalRefresh(tag, value, trailer, this);
logout = new Logout(tag, value, trailer);
logon = new Logon(tag, value, trailer);
vupdate = new MarketDataRequest(tag, value, trailer);
fupdate = new SecurityStatus(tag, value, trailer);
dupdate = new SecurityDefinition(tag, value, trailer);
rupdate = new QuoteRequest(tag, value, trailer);
wupdate = new MarketDataSnapshotFullRefresh(tag, value, trailer);
message = new Message();
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX security definition fields.
/// </summary>
public SecurityDefinition(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
SecurityGroup = new FieldInfo <char>(SECURITY_GROUP_FIELD_LENGTH);
Symbol = new FieldInfo <char>(SYMBOL_FIELD_LENGTH);
SecurityDesc = new FieldInfo <char>(SECURITY_DESC_FIELD_LENGTH);
SecurityID = new FieldInfo <char>(SECURITY_ID_FIELD_LENGTH);
CFICode = new FieldInfo <char>(CFI_CODE_FIELD_LENGTH);
SecurityExchange = new FieldInfo <char>(SECURITY_EXCHANGE_FIELD_LENGTH);
StrikeCurrency = new FieldInfo <char>(STRIKE_CURRENCY_FIELD_LENGTH);
Currency = new FieldInfo <char>(CURRENCY_FIELD_LENGTH);
SettlCurrency = new FieldInfo <char>(SETTL_CURRENCY_FIELD_LENGTH);
DataBlockEvent = new RepeatingGroupEvent[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlockEvent[i] = new RepeatingGroupEvent();
}
DataBlockMDFeedType = new RepeatingGroupMDFeedType[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlockMDFeedType[i] = new RepeatingGroupMDFeedType();
}
//throw new NotImplementedException("SecurityDefinition class not yet implemented.");
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX header fields.
/// </summary>
public Header(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer, Decoder decoder)
: base(tagInfo, valueInfo, trailer)
{
SenderCompID = new FieldInfo<char>(SENDER_COMP_ID_FIELD_LENGTH);
this.decoder = decoder;
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX security status fields.
/// </summary>
public SecurityStatus(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
SecurityID = new FieldInfo <char>(SECURITY_ID_FIELD_LENGTH);
Symbol = new FieldInfo <char>(SYMBOL_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX market data incremental refresh fields.
/// </summary>
public MarketDataIncrementalRefresh(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer, Decoder decoder)
: base(tagInfo, valueInfo, trailer)
{
this.decoder = decoder;
DataBlock = new RepeatingGroup[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlock[i] = new RepeatingGroup();
}
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX market data request fields.
/// </summary>
public MarketDataRequest(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
ApplID = new FieldInfo <char>(APPL_ID_FIELD_LENGTH);
MDReqID = new FieldInfo <char>(MD_REQ_ID_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX header fields.
/// </summary>
public Header(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer, Decoder decoder)
: base(tagInfo, valueInfo, trailer)
{
SenderCompID = new FieldInfo <char>(SENDER_COMP_ID_FIELD_LENGTH);
this.decoder = decoder;
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX logout fields.
/// </summary>
public Logout(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
ApplID = new FieldInfo <char>(APPL_ID_FIELD_LENGTH);
Text = new FieldInfo <char>(TEXT_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX market data request fields.
/// </summary>
public MarketDataRequest(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
ApplID = new FieldInfo<char>(APPL_ID_FIELD_LENGTH);
MDReqID = new FieldInfo<char>(MD_REQ_ID_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX logout fields.
/// </summary>
public Logout(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
ApplID = new FieldInfo<char>(APPL_ID_FIELD_LENGTH);
Text = new FieldInfo<char>(TEXT_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX security status fields.
/// </summary>
public SecurityStatus(FieldInfo<byte> tagInfo, FieldInfo<byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
SecurityID = new FieldInfo<char>(SECURITY_ID_FIELD_LENGTH);
Symbol = new FieldInfo<char>(SYMBOL_FIELD_LENGTH);
}
/// <summary>
/// Provides properties for storing and retrieving CME FIX market data snapshot full refresh fields.
/// </summary>
public MarketDataSnapshotFullRefresh(FieldInfo <byte> tagInfo, FieldInfo <byte> valueInfo, Trailer trailer)
: base(tagInfo, valueInfo, trailer)
{
SecurityID = new FieldInfo <char>(SECURITY_ID_FIELD_LENGTH);
DataBlock = new RepeatingGroup[REPEATING_GROUP_ARRAY_LENGTH];
for (int i = 0; i < REPEATING_GROUP_ARRAY_LENGTH; i++)
{
DataBlock[i] = new RepeatingGroup();
}
//throw new NotImplementedException("MarketDataSnapshotFullRefresh class not yet implemented.");
}
public event DecodeStatusEventHandler DecodeStarted = delegate { }; // Initializing to the empty anonymous method will ensure that the event is never null, even if no methods are subscribed to it.
/// <summary>
/// Provides methods and properties for decoding FIX messages.
/// </summary>
public Decoder()
{
trailer = new Trailer();
header = new Header(tag, value, trailer, this);
xupdate = new MarketDataIncrementalRefresh(tag, value, trailer, this);
logout = new Logout(tag, value, trailer);
logon = new Logon(tag, value, trailer);
vupdate = new MarketDataRequest(tag, value, trailer);
fupdate = new SecurityStatus(tag, value, trailer);
dupdate = new SecurityDefinition(tag, value, trailer);
rupdate = new QuoteRequest(tag, value, trailer);
wupdate = new MarketDataSnapshotFullRefresh(tag, value, trailer);
message = new Message();
}
