// CollateralReport message handler
private void OnCollateralReport(CollateralReport collateralReport)
{
Console.WriteLine("OnCollateralReport()");
Console.WriteLine("\tRequestId = {0}", collateralReport.getRequestID());
Console.WriteLine("\tgetAccount() = " + collateralReport.getAccount());
Console.WriteLine("\tgetCashOutstanding() = " + collateralReport.getCashOutstanding());
Console.WriteLine("\tgetStartCash() = " + collateralReport.getStartCash());
Console.WriteLine("\tgetEndCash() = " + collateralReport.getEndCash());
Console.WriteLine("\tgetFXCMMarginCall() = " + collateralReport.getFXCMMarginCall());
Console.WriteLine("\tgetFXCMUsedMargin() = " + collateralReport.getFXCMUsedMargin());
Console.WriteLine("\tgetFXCMUsedMargin3() = " + collateralReport.getFXCMUsedMargin3());
Console.WriteLine("\tgetQuantity() = " + collateralReport.getQuantity());
Console.WriteLine("\tgetParties() = " + collateralReport.getParties());
Console.WriteLine();
// add the trading account to the account list
_accounts[collateralReport.getAccount()] = collateralReport;
if (collateralReport.getRequestID() == _currentRequest)
{
// set the state of the request to be completed only if this is the last collateral report requested
if (collateralReport.isLastRptRequested())
{
_requestAccountListEvent.Set();
}
}
}
public void OnMessage(CollateralReport message)
{
Debug.NotNull(this.tradingGateway, nameof(this.tradingGateway));
var inquiryId = message.GetField(Tags.CollRptID);
var accountNumber = message.GetField(Tags.Account);
this.Logger.LogDebug($"{Received}{Fix} {nameof(CollateralReport)}(InquiryId={inquiryId}, AccountNumber={accountNumber}).");
var cashBalance = message.GetDecimal(Tags.CashOutstanding);
var cashStartDay = message.GetDecimal(Tags.StartCash);
var cashDaily = message.GetDecimal(FxcmTags.CashDaily);
var marginUsedMaintenance = message.GetDecimal(FxcmTags.UsedMarginMaintenance);
var marginUsedLiq = message.GetDecimal(FxcmTags.UsedMarginLiquidation);
var marginRatio = message.GetDecimal(Tags.MarginRatio);
var marginCallStatus = message.GetField(FxcmTags.MarginCall);
var accountEvent = new AccountStateEvent(
this.accountId,
this.accountCurrency,
Money.Create(cashBalance, this.accountCurrency),
Money.Create(cashStartDay, this.accountCurrency),
Money.Create(cashDaily, this.accountCurrency),
Money.Create(marginUsedLiq, this.accountCurrency),
Money.Create(marginUsedMaintenance, this.accountCurrency),
marginRatio,
marginCallStatus,
this.NewGuid(),
this.TimeNow());
this.tradingGateway?.Send(accountEvent);
}
/// <summary>
/// CollateralReport message handler
/// </summary>
private void OnCollateralReport(CollateralReport message)
{
// add the trading account to the account list
_accounts[message.getAccount()] = message;
if (message.getRequestID() == _currentRequest)
{
// set the state of the request to be completed only if this is the last collateral report requested
if (message.isLastRptRequested())
{
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
}
/// <summary>
/// CollateralReport message handler
/// </summary>
private void OnCollateralReport(CollateralReport message)
{
// add the trading account to the account list
_accounts[message.getAccount()] = message;
if (message.getRequestID() == _currentRequest)
{
// set the state of the request to be completed only if this is the last collateral report requested
if (message.isLastRptRequested())
{
_mapRequestsToAutoResetEvents[_currentRequest].Set();
_mapRequestsToAutoResetEvents.Remove(_currentRequest);
}
}
}
public virtual void onMessage(CollateralReport message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
// CollateralReport message handler
private void OnCollateralReport(CollateralReport collateralReport)
{
Console.WriteLine("OnCollateralReport()");
Console.WriteLine("\tRequestId = {0}", collateralReport.getRequestID());
Console.WriteLine("\tgetAccount() = " + collateralReport.getAccount());
Console.WriteLine("\tgetCashOutstanding() = " + collateralReport.getCashOutstanding());
Console.WriteLine("\tgetStartCash() = " + collateralReport.getStartCash());
Console.WriteLine("\tgetEndCash() = " + collateralReport.getEndCash());
Console.WriteLine("\tgetFXCMMarginCall() = " + collateralReport.getFXCMMarginCall());
Console.WriteLine("\tgetFXCMUsedMargin() = " + collateralReport.getFXCMUsedMargin());
Console.WriteLine("\tgetFXCMUsedMargin3() = " + collateralReport.getFXCMUsedMargin3());
Console.WriteLine("\tgetQuantity() = " + collateralReport.getQuantity());
Console.WriteLine("\tgetParties() = " + collateralReport.getParties());
Console.WriteLine();
// add the trading account to the account list
_accounts[collateralReport.getAccount()] = collateralReport;
if (collateralReport.getRequestID() == _currentRequest)
{
// set the state of the request to be completed only if this is the last collateral report requested
if (collateralReport.isLastRptRequested())
_requestAccountListEvent.Set();
}
}
/// <summary>
/// Handles <see cref="CollateralReport"/> messages.
/// </summary>
/// <param name="message">The FIX message.</param>
/// <param name="sessionId">The session identifier.</param>
public void OnMessage(CollateralReport message, SessionID sessionId)
{
this.FixMessageHandler.OnMessage(message);
}
