public static Dictionary<string, FixTag> ReadTags(XmlNode parentNode) { var dic = new Dictionary<string, FixTag>(); foreach (XmlElement node in parentNode.ChildNodes) { var tag = new FixTag(); if (node.Attributes["Title"] != null) tag.Title = node.Attributes["Title"].Value; if (node.Attributes["Description"] != null) tag.Description = node.Attributes["Description"].Value; if (node.Attributes["URL"] != null) tag.URL = node.Attributes["URL"].Value; if (node.Attributes["Num"] != null) tag.Num = node.Attributes["Num"].Value; dic.Add(tag.Num, tag); } return dic; }
private static string GetMessageFromString(string logEntry, int start, Dictionary<string, FixTag> msgDic, string tagNameWithEqualsSign, bool useDic) { string typePreffix = (char)1 + tagNameWithEqualsSign; var typeStart = logEntry.IndexOf(typePreffix, start); if (typeStart < 0) return null; var endIndex = logEntry.IndexOf((char)1, typeStart + typePreffix.Length); if (endIndex < 0) return null; var typeOfMsg = logEntry.Substring(typeStart + typePreffix.Length, endIndex - typeStart - typePreffix.Length); if (!useDic) return typeOfMsg; FixTag tag; msgDic.TryGetValue(typeOfMsg, out tag); return tag == null ? typeOfMsg : tag.Title; }
/// <summary> /// показать суммарный подтвержденный объем /// </summary> private void GridLogSelectionChanged(object sender, EventArgs e) { var dicVolmBySmb = new Dictionary<string, int>(); var usedIndicies = new List<int>(); foreach (DataGridViewCell cell in gridLog.SelectedCells) { var rowIndex = cell.RowIndex; if (usedIndicies.Contains(rowIndex)) continue; usedIndicies.Add(rowIndex); var row = gridLog.Rows[rowIndex]; var msg = (FixMessage) row.DataBoundItem; if (msg.ResultVolume == 0) continue; if (dicVolmBySmb.ContainsKey(msg.ResultSymbol)) dicVolmBySmb[msg.ResultSymbol] = dicVolmBySmb[msg.ResultSymbol] + msg.ResultVolume; else dicVolmBySmb.Add(msg.ResultSymbol, msg.ResultVolume); } var sb = new StringBuilder(); foreach (var pair in dicVolmBySmb) sb.AppendFormat("{0}: {1} ", pair.Key, pair.Value); lbVolumeBySmb.Text = sb.ToString(); }
public static FixMessage ParseMessage(string logEntry, Dictionary<string, FixTag> msgDic) { // 2012-04-06 10:58:30,601 [3] INFO MTS.Live [(null)] - toAdmin(8=FIX.4.49=12935=A34=149=FOREXINVEST // 52=20120406-06:58:30.60156=CfhDemoPrices57=6877565098=0108=30141=Y553=FOREXINVEST554=FOREXINVEST // 10=123, FIX.4.4:FOREXINVEST->CfhDemoPrices:CHFDN) var match = regTime.Match(logEntry); if (!match.Success) return null; var timeStr = match.Value; DateTime time; try { time = DateTime.ParseExact(timeStr, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture); } catch (Exception) { return null; } const string fixPreffix = "(8=FIX"; var start = logEntry.IndexOf(fixPreffix); if (start < 0) return null; // получить поле Direction var sbDir = new StringBuilder(); for (var i = start - 1; i > 0; i--) { if (logEntry[i] == ' ') break; sbDir.Insert(0, logEntry[i]); } // создать объект сообщения var msg = new FixMessage {Time = time, Direction = sbDir.ToString()}; // получить тип var typeString = GetMessageFromString(logEntry, start, msgDic, "35=", true); if (string.IsNullOrEmpty(typeString)) return null; msg.Type = typeString; // результат исполнения ордера msg.Result = GetMessageFromString(logEntry, start, msgDic, "39=", false); if (msg.Result == "2" && msg.Type.Contains("Execution Report")) { // показать проданный/купленный объем и инструмент var smb = GetMessageFromString(logEntry, start, msgDic, "55=", false); var sideStr = GetMessageFromString(logEntry, start, msgDic, "54=", false); var volumeStr = GetMessageFromString(logEntry, start, msgDic, "38=", false); var side = sideStr == "1" ? "BUY" : sideStr == "2" ? "SELL" : sideStr; if (!string.IsNullOrEmpty(side) && !string.IsNullOrEmpty(smb) && !string.IsNullOrEmpty(volumeStr)) { msg.Result = string.Format("{0} {1} {2}: OK", side, volumeStr, smb); msg.ResultSymbol = smb; int volm; int.TryParse(volumeStr, out volm); var sign = sideStr == "1" ? 1 : sideStr == "2" ? -1 : 0; msg.ResultVolume = volm * sign; } } // строка сообщения start++; const string msgEnd = ", FIX."; var end = logEntry.IndexOf(msgEnd, start); if (end > 0) msg.sourceMessage = logEntry.Substring(start, end - start - 1); return msg; }