protected override void OnMessageReceived(object sender, MessageReceivedEventArgs e)
{
DateTime niffleTimeStamp = DateTime.FromBinary(e.Message.Timestamp);
RoutingKey routingKey = new RoutingKey(e.EventArgs.RoutingKey);
string action = routingKey.GetAction();
string _event = routingKey.GetEvent();
//Check it is a trade operation
if (routingKey.GetActionAsEnum() != Messaging.RabbitMQ.Action.TRADEOPERATION)
{
return;
}
//Single Trade operation messages
if (e.Message.Type == Niffle.Types.Type.Trade)
{
if (e.Message.Trade != null)
{
ExecuteTradeOperation(e.Message.Trade);
}
}
//Multiple Trades operation messages
if (e.Message.Type == Niffle.Types.Type.Trades)
{
if (e.Message.Trades != null)
{
foreach (Trade trade in e.Message.Trades.Trade)
{
ExecuteTradeOperation(trade);
}
}
}
}
protected override void OnMessageReceived(object sender, MessageReceivedEventArgs e)
{
DateTime niffleTimeStamp = DateTime.FromBinary(e.Message.TimeStamp);
RoutingKey routingKey = new RoutingKey(e.EventArgs.RoutingKey);
string action = routingKey.GetAction();
string _event = routingKey.GetEvent();
switch (routingKey.GetActionAsEnum())
{
case Messaging.RabbitMQ.Action.TRADEMANAGEMENT:
// Add order labels and action required on filled to State in order to listen for them and take action
break;
case Messaging.RabbitMQ.Action.TRADEOPERATION:
// Check State for order labels of filled orders and place Stop loss or Take Profit orders.
break;
default:
return;
}
;
//Single Trade operation messages
if (e.Message.Type == Niffle.Types.Type.Trade)
{
if (e.Message.Trade != null)
{
ExecuteTradeOperation(e.Message.Trade);
}
}
//Multiple Trades operation messages
//if (e.Message.Type == Niffle.Types.Type.Trades)
//{
// if (e.Message.Trades != null)
// {
// foreach (Trade trade in e.Message.Trades.Trade)
// {
// ExecuteTradeOperation(trade);
// }
// }
//}
}
protected override void OnMessageReceived(object sender, MessageReceivedEventArgs e)
{
DateTime niffleTimeStamp = DateTime.FromBinary(e.Message.TimeStamp);
RoutingKey routingKey = new RoutingKey(e.EventArgs.RoutingKey);
string action = routingKey.GetAction();
string _event = routingKey.GetEvent();
Trade trade = e.Message.Trade;
switch (routingKey.GetActionAsEnum())
{
case Messaging.RabbitMQ.Action.TRADEMANAGEMENT:
//Save the trade to execute against the Linked Trade label
StateManager.UpdateStateLinkedTradeAsync(trade.LinkedTradeLabel, trade.Order.Label, trade);
break;
}
// Need to have another transforming service if FIX service only publishes raw messages
// Need to have a service that listens for routing key FIXServiceName.*.*
// This service will then have to unpack the FIX API message and construct the appropriate msg and routing key
switch (routingKey.GetEventAsEnum())
{
case Messaging.RabbitMQ.Event.ONPOSITIONCLOSED:
switch (e.Message.Trade.Order.StateChange)
{
case Order.Types.StateChange.Filled: //The stateChange should be used to set the routing key and not needed here.
//Check if this is a linked trade
if (trade.IsLinkedTrade)
{
//Save the state of the filled linked trade
StateManager.UpdateStateLinkedTradeAsync(trade.LinkedTradeLabel, trade.Order.Label, trade);
//Find all other linked trades and cancel them
StateManager.FindAllLinkedTradesExcludingAsync(trade.LinkedTradeLabel, trade.Order.Label, CancelTradeOperation);
}
//This is a masker trade therefore place any linked SL and TP trades
else
{
//Find all linked trades and excute them
StateManager.FindAllLinkedTradesAsync(trade.LinkedTradeLabel, trade.Order.PosMaintRptID, ExecuteTradeOperation);
}
break;
case Order.Types.StateChange.Canceled:
//If this is a masker trade then cancel any linked SL and TP trades
if (!trade.IsLinkedTrade)
{
//Find all linked trades and cancel them
StateManager.FindAllLinkedTradesAsync(trade.LinkedTradeLabel, trade.Order.PosMaintRptID, CancelTradeOperation);
}
break;
}
//Order filled
if (e.Message.Trade.Order.StateChange == Order.Types.StateChange.Filled)
{
}
break;
default:
return;
}
;
}
