//public class IOrdersCallbackHandler : IOrdersCallback
//{
// #region IOrdersCallback Members
// public void PushUpdates(object msg)
// {
// if (msg.GetType() == typeof(Rejection))
// {
// MessageBox.Show(string.Format("Order: {0} Rejected: {1}", ((Rejection)msg).RequesterOrderID, ((Rejection)msg).RejectionReason));
// }
// if (msg.GetType() == typeof(OrderStatusResponse))
// {
// OrderStatusResponse status = (OrderStatusResponse)msg;
// MessageBox.Show(string.Format("Order: {0} Status: {1} Message: {2}",status.RequesterOrderID, status.OrderStatus.ToString(), status.Message));
// }
// else if (msg.GetType() == typeof(string))
// {
// MessageBox.Show((msg.ToString()));
// }
// }
// #endregion
//}
private void button2_Click(object sender, EventArgs e)
{
if (!isSubscribed)
{
MessageBox.Show(this, "ya 3am subscribe first!", "Subscription Required", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
return;
}
try
{
string result = IsValid();
if (result != "valid")
{
MessageBox.Show(this, result, "Invalid Order", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
return;
}
if (MessageBox.Show(this, "Send Order?", "Confirmation", MessageBoxButtons.OKCancel, MessageBoxIcon.Question) == System.Windows.Forms.DialogResult.Cancel)
{
return;
}
using (OrdersProxy p = new OrdersProxy())
{ //2183732
//p.HandleRequest(new NewSingleOrder() { ClientKey = clientKey, RequesterOrderID = sellRequesterOrderID, OrderType = "Limit", ClientID = 9001, CustodyID = "4508", Price = 35, Quantity = 100, SecurityID = "EGMFC003PX11", OrderSide = "Sell", TimeInForce = "Day" });
//p.HandleRequest(new NewSingleOrder() { ClientKey = clientKey, RequesterOrderID = sellRequesterOrderID, OrderType = "Limit", ClientID = 3001, CustodyID = "4999", Price = 20, Quantity = 10, SecurityID = "EGS48031C016", OrderSide = "Sell", TimeInForce = "Day", DateTime = DateTime.Now, ExchangeID = "CA" });
for (int i = 0; i < nudRepeat.Value; i++)
{
p.HandleRequest(new NewSingleOrder()
{
ClientKey = clientKey, RequesterOrderID = Guid.NewGuid(), ClientID = int.Parse(tbClient.Text), CustodyID = tbCust.Text, OrderType = rbLimit.Checked ? "Limit" : "Market", Price = rbLimit.Checked ? double.Parse(tbPrice.Text) : 0, Quantity = int.Parse(tbQty.Text), SecurityID = lblCode.Text.Trim(), OrderSide = "Sell", TimeInForce = tbTIF.Text, DateTime = DateTime.Now, ExchangeID = tbMarket.Text, HandleInst = Contract.Enums.HandleInstruction.No_Broker_Invention
});
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
public void StartRecievingMsgs()
{
MessageQueue m_msgSenderQueue = new MessageQueue(@".\private$\client");
XmlMessageFormatter formatter = new XmlMessageFormatter(new Type[] { typeof(Fix_OrderAcceptedResponse), typeof(SubscriberInitializationInfo), typeof(AreYouAlive), typeof(SubscriptionStatus), typeof(Fix_OrderRejectionResponse), typeof(Fix_ExecutionReport), typeof(LogOutResponse), typeof(LogOutResponse), typeof(Fix_BusinessMessageReject), typeof(Fix_OrderReplaceCancelReject) });
if (!m_msgSenderQueue.CanRead)
{
// warning
}
while (true)
{
try
{
//MessageQueueTransaction mqt = new MessageQueueTransaction();
//mqt.Begin();
System.Messaging.Message msg = (System.Messaging.Message)m_msgSenderQueue.Receive();
if (msg == null)
{
continue;
}
object recievedMsg = formatter.Read(msg);
if (recievedMsg.GetType() == typeof(SubscriptionStatus))
{
SubscriptionStatus status = (SubscriptionStatus)recievedMsg;
if (status.IsSubscribed)
{
clientKey = status.ClientKey;
this.BeginInvoke(new Action(() =>
{
lblSub.ForeColor = Color.Green;
lblSub.Text = "Subscribed";
btnSub.BackColor = Color.Red;
btnSub.Text = "Unsubscribe";
isSubscribed = true;
btnSub.Enabled = true;
}
));
}
else
{
this.BeginInvoke(new Action(() =>
{
lblSub.ForeColor = Color.Red;
lblSub.Text = "Unsubscribed";
btnSub.BackColor = Color.Green;
btnSub.Text = "Subscribe";
isSubscribed = false;
btnSub.Enabled = true;
}
));
//using (OrdersProxy proxy = new OrdersProxy())
//{
// string path = string.Format(@"Formatname:DIRECT=TCP:{0}", SystemConfigurations.GetAppSetting("ResponseQueue"));
// proxy.SubscribeSession(path);
//}
}
}
else if (recievedMsg.GetType() == typeof(Fix_OrderAcceptedResponse))
{
Fix_OrderAcceptedResponse resp = (Fix_OrderAcceptedResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} accepted", resp.RequesterOrderID), Color.Green)));
}
else if (recievedMsg.GetType() == typeof(Fix_ExecutionReport))
{
Fix_ExecutionReport resp = (Fix_ExecutionReport)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} TotalExecuted: {1}, TradeExecuted: {2}, Remaining {3}, Status : {4}", resp.RequesterOrderID, resp.TotalExecutedQuantity, resp.TradeExecutedQuantity, resp.RemainingQuantity, resp.OrderStatus), Color.Blue)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderSuspensionResponse))
{
Fix_OrderSuspensionResponse resp = (Fix_OrderSuspensionResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} suspended : {1}", resp.RequesterOrderID, resp.Message), Color.Red)));
}
else if (recievedMsg.GetType() == typeof(Fix_OrderRejectionResponse))
{
Fix_OrderRejectionResponse resp = (Fix_OrderRejectionResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} rejected : {1}", resp.RequesterOrderID, resp.RejectionReason), Color.Red)));
}
else if (recievedMsg.GetType() == typeof(AreYouAlive))
{
AreYouAlive resp = (AreYouAlive)recievedMsg;
//m_msgSenderQueue.Send(new AmAlive() { ClientKey = clientKey });
using (OrdersProxy proxy = new OrdersProxy())
{
proxy.HandleRequest(new AmAlive()
{
ClientKey = clientKey
});
}
}
else if (recievedMsg.GetType() == typeof(Fix_OrderReplacedResponse))
{
Fix_OrderReplacedResponse replace = (Fix_OrderReplacedResponse)recievedMsg;
this.BeginInvoke(new Action(() => SetReport(string.Format("order : {0} replaced : Quantity {1} price {2}", replace.RequesterOrderID, replace.Quantity, replace.Price), Color.DarkOrange)));
}
}
catch (Exception ex)
{
Console.ForegroundColor = ConsoleColor.Red;
Console.WriteLine("Error Sending Msg: " + ex.ToString());
Console.ResetColor();
}
}
}