/**
* Retrieve and process the requests for collateral reports on this session, adding
* each to the internal map
*/
public override void onMessage(QuickFix44.CollateralReport report, QuickFix.SessionID session)
{
if (newAccountReq) // only if the CollateralReport is newly requested
{
// create a new RequestForPositions
QuickFix44.RequestForPositions req = new QuickFix44.RequestForPositions(
new QuickFix.PosReqID(nextID().ToString()),
new QuickFix.PosReqType(QuickFix.PosReqType.POSITIONS), // open positions
report.getAccount(), // the account
new QuickFix.AccountType(
QuickFix.AccountType.ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED), // this AccountType is required
new QuickFix.ClearingBusinessDate(getDate()), // limits the scope to the current day, still max of 300 records
new QuickFix.TransactTime()
);
req.set(subscriptionType); // set the subscription type
// send to the API
send(req, session);
// create another RequestForPositions
req = new QuickFix44.RequestForPositions(
new QuickFix.PosReqID(nextID().ToString()),
new QuickFix.PosReqType(QuickFix.PosReqType.TRADES), // closed positions
report.getAccount(), // the account
new QuickFix.AccountType(
QuickFix.AccountType.ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED), // this AccountType is required
new QuickFix.ClearingBusinessDate(getDate()), // limits the scope to the current day, still max of 300 records
new QuickFix.TransactTime()
);
req.set(subscriptionType); // set the subscription type
// send to the API
send(req, session);
// change whether these requests will be sent based on whether the current report is the last requested
newAccountReq = !report.getLastRptRequested().getValue();
}
// fire an event that a collateral report is updated
if (this.messageRecieved != null)
{
this.messageRecieved(report);
}
}
/**
* Update the DataGridView based on the given CollateralReport, thread-safe
*/
public void update(QuickFix44.CollateralReport report)
{
if (grdAccounts.InvokeRequired)
{
updateCallback d = new updateCallback(update);
this.Invoke(d, new object[] { report });
}
else
{
QuickFix.Account account = report.getAccount();
double balance = 0D, used = 0D;
// try to set the balance and used margin values from the report, if they exist
try
{
balance = report.getEndCash().getValue();
used = report.getDouble(9038); // FXCMUsedMargin
}
catch (Exception e) {}
// if the account is already in the DataGridView
if (map.ContainsKey(account))
{
// update the cells with the values that changed
DataGridViewRow row = grdAccounts.Rows[map[account]];
row.Cells["Balance"].Value = balance;
row.Cells["UsedMargin"].Value = used;
}
else // otherwise add it to the DataGridView
{
map.Add(account, map.Count);
grdAccounts.Rows.Add(
account.getValue(),
balance,
used
);
}
// force the interface to refresh
Application.DoEvents();
}
}
