|
public GetSessionID ( |
||
| m | ||
| return | ||
public XElement BuildXML(QuickFix.Message msg, MsgType msgType, DateTime? logTimeStamp = null, string origChkSum = null)
{
//Debug.WriteLine(" ~~~> " + msg.GetType().ToString());
SessionID sessionID = msg.GetSessionID(msg);
FIXClassInfo fixClass = null;
if (msg.GetType() == typeof(QuickFix.Message))
{
var classes = fixClasses[msgType.ToString(), Utils.NormalizeFIXNameSpace(sessionID.BeginString)];
if(classes != null && classes.Count>0)
fixClass = classes[0];
}
//var root = new XElement(msg.GetType().ToString());
var root = new XElement((fixClass!=null) ? fixClass.type.FullName : msg.GetType().ToString());
root.Add(new XAttribute("MessageType", msgType.ToString()));
root.Add(new XAttribute("Session", sessionID.ToString()));
if(logTimeStamp.HasValue)
root.Add(new XAttribute("LogTimeStamp", logTimeStamp.Value));
var header = new XElement(msg.Header.GetType().ToString());
ProcessFieldMapToXML(header, msg.Header);
root.Add(header);
var body = new XElement(msg.GetType().ToString() + ".Body");
ProcessFieldMapToXML(body, msg);
root.Add(body);
var trailer = new XElement(msg.Trailer.GetType().ToString());
ProcessFieldMapToXML(trailer, msg.Trailer, origChkSum);
root.Add(trailer);
return root;
}
/*
* //Sample
* {
* "QuickFix.FIX44.ExecutionReport": {
* "MessageType":"QuickFix.FIX44.ExecutionReport",
* "Session":"FIX.4.4:BLP->MAP_GPSE_PRD",
* "LogTimeStamp":"2019-10-09T14:25:34.187Z",
* "Header": {
* }
* }
* }
*/
public string BuildJSON(QuickFix.Message msg, MsgType msgType, DateTime?logTimeStamp = null, string origChkSum = null)
{
//JObject jo = JObject.FromObject(fixMsg);
//jo.Add("feeClass", "A");
//string sJSON = jo.ToString();
////Debug.WriteLine(" ~~~> " + msg.GetType().ToString());
SessionID sessionID = msg.GetSessionID(msg);
FIXClassInfo fixClass = null;
if (msg.GetType() == typeof(QuickFix.Message))
{
var classes = fixClasses[msgType.ToString(), Utils.NormalizeFIXNameSpace(sessionID.BeginString)];
if (classes != null && classes.Count > 0)
{
fixClass = classes[0];
}
}
StringBuilder sb = new StringBuilder();
var root = (fixClass != null) ? fixClass.type.FullName : msg.GetType().ToString();
sb.Append("{");
sb.Append($@"""{root}"":");
sb.Append(FormatJSONPair("MessageType", msg.GetType().ToString()));
sb.Append(FormatJSONPair("Session", sessionID.ToString()));
sb.Append(FormatJSONPair("LogTimeStamp", logTimeStamp));
ProcessFieldMapToJSON("Header", sb, msg.Header);
ProcessFieldMapToJSON("Body", sb, msg);
ProcessFieldMapToJSON("Trailer", sb, msg.Trailer, origChkSum);
sb.Append("}");
sb.Append("}");
return(sb.ToString());
}
/// <summary>
/// Send to session indicated by header fields in message
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public static bool SendToTarget(Message message)
{
SessionID sessionID = message.GetSessionID(message);
return SendToTarget(message, sessionID);
}
public void TestGetSetSessionID()
{
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "SENDERSUB", "SENDERLOC", "TARGET", "TARGETSUB", "TARGETLOC");
Message msg = new Message();
msg.SetSessionID(sessionID);
Assert.That(msg.Header.GetString(Tags.BeginString), Is.EqualTo("FIX.4.2"));
Assert.That(msg.Header.GetString(Tags.SenderCompID), Is.EqualTo("SENDER"));
Assert.That(msg.Header.GetString(Tags.SenderSubID), Is.EqualTo("SENDERSUB"));
Assert.That(msg.Header.GetString(Tags.SenderLocationID), Is.EqualTo("SENDERLOC"));
Assert.That(msg.Header.GetString(Tags.TargetCompID), Is.EqualTo("TARGET"));
Assert.That(msg.Header.GetString(Tags.TargetSubID), Is.EqualTo("TARGETSUB"));
Assert.That(msg.Header.GetString(Tags.TargetLocationID), Is.EqualTo("TARGETLOC"));
SessionID getSessionID = msg.GetSessionID(msg);
Assert.That(getSessionID.BeginString, Is.EqualTo("FIX.4.2"));
Assert.That(getSessionID.SenderCompID, Is.EqualTo("SENDER"));
Assert.That(getSessionID.SenderSubID, Is.EqualTo("SENDERSUB"));
Assert.That(getSessionID.SenderLocationID, Is.EqualTo("SENDERLOC"));
Assert.That(getSessionID.TargetCompID, Is.EqualTo("TARGET"));
Assert.That(getSessionID.TargetSubID, Is.EqualTo("TARGETSUB"));
Assert.That(getSessionID.TargetLocationID, Is.EqualTo("TARGETLOC"));
////
sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
msg = new Message();
msg.SetSessionID(sessionID);
Assert.That(msg.Header.GetString(Tags.BeginString), Is.EqualTo("FIX.4.2"));
Assert.That(msg.Header.GetString(Tags.SenderCompID), Is.EqualTo("SENDER"));
Assert.That(msg.Header.IsSetField(Tags.SenderSubID), Is.False);
Assert.That(msg.Header.IsSetField(Tags.SenderLocationID), Is.False);
Assert.That(msg.Header.GetString(Tags.TargetCompID), Is.EqualTo("TARGET"));
Assert.That(msg.Header.IsSetField(Tags.TargetSubID), Is.False);
Assert.That(msg.Header.IsSetField(Tags.TargetLocationID), Is.False);
getSessionID = msg.GetSessionID(msg);
Assert.That(getSessionID.BeginString, Is.EqualTo("FIX.4.2"));
Assert.That(getSessionID.SenderCompID, Is.EqualTo("SENDER"));
Assert.That(getSessionID.SenderSubID, Is.EqualTo(""));
Assert.That(getSessionID.SenderLocationID, Is.EqualTo(""));
Assert.That(getSessionID.TargetCompID, Is.EqualTo("TARGET"));
Assert.That(getSessionID.TargetSubID, Is.EqualTo(""));
Assert.That(getSessionID.TargetLocationID, Is.EqualTo(""));
}
/// <summary>
/// Send to session indicated by header fields in message
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public static bool SendToTarget(Message message)
{
SessionID sessionID = message.GetSessionID(message);
return(SendToTarget(message, sessionID));
}
