public string NewOrderSingleMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string orderID, long symbol, int side, string transactTime, int orderQuantity, int orderType, string timeInForce, Decimal price = 0M, Decimal stopPrice = 0M, string expireTime = "", string positionID = "")
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("11=" + orderID + "|");
stringBuilder.Append("55=" + (object)symbol + "|");
stringBuilder.Append("54=" + (object)side + "|");
stringBuilder.Append("60=" + transactTime + "|");
stringBuilder.Append("38=" + (object)orderQuantity + "|");
stringBuilder.Append("40=" + (object)orderType + "|");
if (price != Decimal.Zero)
{
stringBuilder.Append("44=" + (object)price + "|");
}
if (stopPrice != Decimal.Zero)
{
stringBuilder.Append("99=" + (object)stopPrice + "|");
}
stringBuilder.Append("59=" + timeInForce + "|");
if (expireTime != string.Empty)
{
stringBuilder.Append("126=" + expireTime + "|");
}
if (positionID != string.Empty)
{
stringBuilder.Append("721=" + positionID + "|");
}
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.NewOrderSingle), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string LogoutMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber)
{
string message = this.ConstructHeader(qualifier, this.SessionMessageCode(MessageConstructor.SessionMessageType.Logout), messageSequenceNumber, string.Empty);
string str = this.ConstructTrailer(message);
return((message + str).Replace("|", "\x0001"));
}
public string BusinessMessageReject(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, int referenceSequenceNum = 0, string referenceMessageType = "", string businessRejectRefID = "", int businessRejectReason = -1, string text = "")
{
StringBuilder stringBuilder = new StringBuilder();
if ((uint)referenceSequenceNum > 0U)
{
stringBuilder.Append("45=" + (object)referenceSequenceNum + "|");
}
if (referenceMessageType != string.Empty)
{
stringBuilder.Append("372=" + referenceMessageType + "|");
}
if (businessRejectRefID != string.Empty)
{
stringBuilder.Append("379=" + businessRejectRefID + "|");
}
if (businessRejectReason != -1)
{
stringBuilder.Append("380=" + (object)businessRejectReason + "|");
}
if (text != string.Empty)
{
stringBuilder.Append("58=" + text + "|");
}
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.BusinessMessageReject), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string SequenceResetMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, int rejectSequenceNumber)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("36=" + (object)rejectSequenceNumber + "|");
string str1 = this.ConstructHeader(qualifier, this.SessionMessageCode(MessageConstructor.SessionMessageType.SequenceReset), messageSequenceNumber, string.Empty);
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string ResendMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, int endSequenceNo)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("16=" + (object)endSequenceNo + "|");
string str1 = this.ConstructHeader(qualifier, this.SessionMessageCode(MessageConstructor.SessionMessageType.Resend), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string TestRequestMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, int testRequestID)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("112=" + (object)testRequestID + "|");
string str1 = this.ConstructHeader(qualifier, this.SessionMessageCode(MessageConstructor.SessionMessageType.TestRequest), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string OrderStatusRequest(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string orderID)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("11=" + orderID + "|");
stringBuilder.Append("54=1|");
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.OrderStatusRequest), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string RequestForPositions(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string requestID, string positionRequestID = "")
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("710=" + requestID + "|");
if (positionRequestID != string.Empty)
{
stringBuilder.Append("721=" + positionRequestID + "|");
}
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.RequestForPosition), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string MarketDataSnapshotMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, long symbol, string noMarketDataEntries, int entryType, Decimal entryPrice, string marketDataRequestID = "")
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("262=" + marketDataRequestID + "|");
stringBuilder.Append("55=" + (object)symbol + "|");
stringBuilder.Append("268=" + noMarketDataEntries + "|");
stringBuilder.Append("269=" + (object)entryType + "|");
stringBuilder.Append("270=" + (object)entryPrice + "|");
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.MarketDataRequest), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string LogonMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, int heartBeatSeconds, bool resetSeqNum)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("98=0|");
stringBuilder.Append("108=" + (object)heartBeatSeconds + "|");
if (resetSeqNum)
{
stringBuilder.Append("141=Y|");
}
stringBuilder.Append("553=" + this._username + "|");
stringBuilder.Append("554=" + this._password + "|");
string str1 = this.ConstructHeader(qualifier, this.SessionMessageCode(MessageConstructor.SessionMessageType.Logon), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string MarketDataRequestMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string marketDataRequestID, int subscriptionRequestType, int marketDepth, int marketDataEntryType, int noRelatedSymbol, long symbol = 0)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("262=" + marketDataRequestID + "|");
stringBuilder.Append("263=" + (object)subscriptionRequestType + "|");
stringBuilder.Append("264=" + (object)marketDepth + "|");
stringBuilder.Append("265=1|");
stringBuilder.Append("267=2|");
stringBuilder.Append("269=0|269=1|");
stringBuilder.Append("146=" + (object)noRelatedSymbol + "|");
stringBuilder.Append("55=" + (object)symbol + "|");
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.MarketDataRequest), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
private string ConstructHeader(MessageConstructor.SessionQualifier qualifier, string type, int messageSequenceNumber, string bodyMessage)
{
StringBuilder stringBuilder1 = new StringBuilder();
stringBuilder1.Append("8=FIX.4.4|");
StringBuilder stringBuilder2 = new StringBuilder();
stringBuilder2.Append("35=" + type + "|");
stringBuilder2.Append("49=" + this._senderCompID + "|");
stringBuilder2.Append("56=" + this._targetCompID + "|");
stringBuilder2.Append("57=" + qualifier.ToString() + "|");
stringBuilder2.Append("50=" + this._senderSubID + "|");
stringBuilder2.Append("34=" + (object)messageSequenceNumber + "|");
stringBuilder2.Append("52=" + DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss") + "|");
int num = stringBuilder2.Length + bodyMessage.Length;
stringBuilder1.Append("9=" + (object)num + "|");
stringBuilder1.Append((object)stringBuilder2);
return(stringBuilder1.ToString());
}
public string MarketDataIncrementalRefreshMessage(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string marketDataRequestID, int noMarketDataEntries, int marketDataUpdateAction, int marketDataEntryType, string marketDataEntryID, int noRelatedSymbol, Decimal marketDataEntryPrice = 0M, double marketDataEntrySize = 0.0, long symbol = 0)
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("262=" + marketDataRequestID + "|");
stringBuilder.Append("268=" + (object)noMarketDataEntries + "|");
stringBuilder.Append("279=" + (object)marketDataUpdateAction + "|");
stringBuilder.Append("269=" + (object)marketDataEntryType + "|");
stringBuilder.Append("278=" + marketDataEntryID + "|");
stringBuilder.Append("55=" + (object)symbol + "|");
if (marketDataEntryPrice > Decimal.Zero)
{
stringBuilder.Append("270=" + (object)marketDataEntryPrice + "|");
}
if (marketDataEntrySize > 0.0)
{
stringBuilder.Append("271=" + (object)marketDataEntrySize + "|");
}
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.MarketDataIncrementalRefresh), messageSequenceNumber, string.Empty);
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string PositionReport(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string requestID, string totalNumberOfPositionReports, string positionRequestResult, string positionID = "", string symbol = "", string noOfPositions = "", string longQuantity = "", string shortQuantity = "", string settlementPrice = "")
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("710=" + requestID + "|");
if (positionID != string.Empty)
{
stringBuilder.Append("721=" + positionID + "|");
}
stringBuilder.Append("727=" + totalNumberOfPositionReports + "|");
stringBuilder.Append("728=" + positionRequestResult + "|");
if (symbol != string.Empty)
{
stringBuilder.Append("55=" + symbol + "|");
}
if (noOfPositions != string.Empty)
{
stringBuilder.Append("702=" + noOfPositions + "|");
}
if (longQuantity != string.Empty)
{
stringBuilder.Append("704=" + requestID + "|");
}
if (shortQuantity != string.Empty)
{
stringBuilder.Append("705=" + shortQuantity + "|");
}
if (settlementPrice != string.Empty)
{
stringBuilder.Append("730=" + settlementPrice + "|");
}
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.PositionReport), messageSequenceNumber, string.Empty);
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
public string ExecutionReport(MessageConstructor.SessionQualifier qualifier, int messageSequenceNumber, string cTraderOrderID, string orderStatus, string transactTime, long symbol = 0, int side = 1, int averagePrice = 0, int orderQuantity = 0, int leavesQuantity = 0, int cumQuantity = 0, string orderID = "", string orderType = "", int price = 0, int stopPrice = 0, string timeInForce = "", string expireTime = "", string text = "", int orderRejectionReason = -1, string positionID = "")
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append("37=" + cTraderOrderID + "|");
stringBuilder.Append("11=" + orderID + "|");
stringBuilder.Append("150=F|");
stringBuilder.Append("39=" + orderStatus + "|");
stringBuilder.Append("55=" + (object)symbol + "|");
stringBuilder.Append("54=" + (object)side + "|");
stringBuilder.Append("60=" + transactTime + "|");
if (averagePrice > 0)
{
stringBuilder.Append("6=" + (object)averagePrice + "|");
}
if (orderQuantity > 0)
{
stringBuilder.Append("38=" + (object)orderQuantity + "|");
}
if (leavesQuantity > 0)
{
stringBuilder.Append("151=" + (object)leavesQuantity + "|");
}
if (cumQuantity > 0)
{
stringBuilder.Append("14=" + (object)cumQuantity + "|");
}
if (orderType != string.Empty)
{
stringBuilder.Append("40=" + orderType + "|");
}
if (price > 0)
{
stringBuilder.Append("44=" + (object)price + "|");
}
if (stopPrice > 0)
{
stringBuilder.Append("99=" + (object)stopPrice + "|");
}
if (timeInForce != string.Empty)
{
stringBuilder.Append("59=" + timeInForce + "|");
}
if (expireTime != string.Empty)
{
stringBuilder.Append("126=" + expireTime + "|");
}
if (text != string.Empty)
{
stringBuilder.Append("58=" + text + "|");
}
if (orderRejectionReason != -1)
{
stringBuilder.Append("103=" + (object)orderRejectionReason + "|");
}
if (positionID != string.Empty)
{
stringBuilder.Append("721=" + positionID + "|");
}
string str1 = this.ConstructHeader(qualifier, this.ApplicationMessageCode(MessageConstructor.ApplicationMessageType.OrderStatusRequest), messageSequenceNumber, stringBuilder.ToString());
string str2 = this.ConstructTrailer(str1 + (object)stringBuilder);
return((str1 + (object)stringBuilder + str2).Replace("|", "\x0001"));
}
