private static void ProcessMarketOrder(string queueName, MarketOrder[] orders)
{
var sessionInfo = SessionInfo.Instance.dicQueueSession.First(s => s.MessageQueue == queueName);
Logger.InfoFormat("Получено {0} ордеров из очереди {1}", orders.Length, queueName);
foreach (var order in orders)
{
Message msg;
try
{
msg = FixMessageMaker.Instance.MakeMessage(order, sessionInfo);
}
catch (Exception ex)
{
Logger.Error("ProcessMarketOrder: ошибка форматирования сообщения", ex);
continue;
}
if (msg == null)
{
continue;
}
try
{
FixApplication.SendMessage(msg);
}
catch (Exception ex)
{
Logger.Error("ProcessMarketOrder: ошибка отправки сообщения", ex);
}
}
}
private static void RequestTicker(string ticker, SessionID sessionId)
{
if (sessionId == null)
{
return;
}
Message msg;
try
{
msg = MakeQuoteRequest(ticker, sessionId);
}
catch (Exception ex)
{
Logger.Error("QuoteRequest.RequestTicker: ошибка форматирования сообщения", ex);
return;
}
if (msg == null)
{
Logger.ErrorFormat("Ошибка сборки сообщения (запрос котировки) для {0}, {1}", ticker, sessionId);
return;
}
try
{
Logger.InfoFormat("Отправка запроса \"{0}\": {1}", ticker, msg);
FixApplication.SendMessage(msg);
}
catch (Exception ex)
{
Logger.Error("QuoteRequest.RequestTicker: ошибка отправки сообщения", ex);
}
}
private FixProxyServer()
{
quoteRequest = new QuoteRequest();
FileStoreFactory mesStoreFact;
DefaultMessageFactory mesFact;
SessionSettings sets;
try
{
sets = new SessionSettings(string.Format("{0}\\{1}",
ExecutablePath.ExecPath,
SessionSettingsParser.SessionSettingsFileName));
SessionSettingsParser.Init(string.Format("{0}\\{1}",
ExecutablePath.ExecPath,
SessionSettingsParser.SessionSettingsFileName));
app = new FixApplication();
app.processMessageFromBroker += MessageDispatcher.ProcessMessageFromBroker;
mesStoreFact = new FileStoreFactory(string.Format("{0}\\log",
ExecutablePath.ExecPath));
mesFact = new DefaultMessageFactory();
app.OnSessionLogon += AppOnSessionLogon;
}
catch (Exception ex)
{
Logger.Error("SocketInitiator pre-create error", ex);
throw;
}
try
{
initiator = new SocketInitiator(app, mesStoreFact, sets, mesFact);
}
catch (Exception ex)
{
Logger.Error("SocketInitiator create error", ex);
throw;
}
}
