private void addToDictionary(QuickFix42.ExecutionReport msg) { ClOrdID clID = new ClOrdID(); msg.getField(clID); string ID = clID.getValue(); if (TodaysMessages.ContainsKey(ID)) { TodaysMessages[ID].Add(msg); } else { List <QuickFix42.ExecutionReport> list = new List <QuickFix42.ExecutionReport>(); list.Add(msg); TodaysMessages.Add(ID, list); } }
private static void _AddToDictionary(QuickFix42.ExecutionReport msg) { ClOrdID clId = new ClOrdID(); msg.getField(clId); string id = clId.getValue(); if (TodaysMessages.ContainsKey(id)) { TodaysMessages[id].Add(msg); } else { List <QuickFix42.ExecutionReport> list = new List <QuickFix42.ExecutionReport> { msg }; TodaysMessages.Add(id, list); } }
// MESSAGECRACKER BASE CLASS FUNCTIONS #region MESSAGECRACKER INHERITED FUNCTIONS //need new order single //Order cancel request //order cancel replace reject //session level reject 35=3 // Upon receipt of an executed trade message public override void onMessage(QuickFix42.ExecutionReport message, SessionID sessionID) { //oOrderManager.ProcessExecution(message, sessionID); // passing the work to the order manager // MessageBox.Show("ExecutionReport: " + message.ToString()); string theMessage = message.ToString(); Console.WriteLine("Execution Received: " + theMessage); //ConsoleKeyInfo keyInfo; //if(!once) // keyInfo = Console.ReadKey(); //once = true; //orderCount++; //tw.WriteLine(orderCount + " *__* " + message.ToString()); OrderID orderID = new OrderID(); message.getField(orderID); Program.ExecutionOrderID = orderID.getValue(); }