public XElement BuildXML(QuickFix.Message msg, MsgType msgType, DateTime? logTimeStamp = null, string origChkSum = null)
{
//Debug.WriteLine(" ~~~> " + msg.GetType().ToString());
SessionID sessionID = msg.GetSessionID(msg);
FIXClassInfo fixClass = null;
if (msg.GetType() == typeof(QuickFix.Message))
{
var classes = fixClasses[msgType.ToString(), Utils.NormalizeFIXNameSpace(sessionID.BeginString)];
if(classes != null && classes.Count>0)
fixClass = classes[0];
}
//var root = new XElement(msg.GetType().ToString());
var root = new XElement((fixClass!=null) ? fixClass.type.FullName : msg.GetType().ToString());
root.Add(new XAttribute("MessageType", msgType.ToString()));
root.Add(new XAttribute("Session", sessionID.ToString()));
if(logTimeStamp.HasValue)
root.Add(new XAttribute("LogTimeStamp", logTimeStamp.Value));
var header = new XElement(msg.Header.GetType().ToString());
ProcessFieldMapToXML(header, msg.Header);
root.Add(header);
var body = new XElement(msg.GetType().ToString() + ".Body");
ProcessFieldMapToXML(body, msg);
root.Add(body);
var trailer = new XElement(msg.Trailer.GetType().ToString());
ProcessFieldMapToXML(trailer, msg.Trailer, origChkSum);
root.Add(trailer);
return root;
}
private void MessageDisplay(QuickFix.Message msg, SessionID sessionID, MessageDisplayer msgDisplayer)
{
if (msgDisplayer == MessageDisplayer.Sender)
{
DataContainer.form1.AppendSenderBox($@"=================={msg.GetType()}==================");
DataContainer.form1.AppendSenderBox("@" + sessionID.ToString());
var msgLst = msg.ToList();
var msgHeaderLst = msg.Header.ToList();
foreach (var item in msgHeaderLst)
{
DataContainer.form1.AppendSenderBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
foreach (var item in msgLst)
{
DataContainer.form1.AppendSenderBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
}
else if (msgDisplayer == MessageDisplayer.Receiver)
{
DataContainer.form1.AppendReceiverBox($@"=================={msg.GetType()}==================");
DataContainer.form1.AppendReceiverBox("@" + sessionID.ToString());
var msgLst = msg.ToList();
var msgHeaderLst = msg.Header.ToList();
foreach (var item in msgHeaderLst)
{
DataContainer.form1.AppendReceiverBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
foreach (var item in msgLst)
{
DataContainer.form1.AppendReceiverBox(Fix44XmlParser.getFieldName(item.Key.ToString()) + @": " + Fix44XmlParser.getFieldValueName(item.Key.ToString(), item.Value.ToString()));
}
}
}
void IApplication.FromApp(FixMessage message, SessionID sessionId)
{
if (_Log.IsTraceEnabled)
{
_Log.Trace().PrintFormat("[{0}] <-< {1}", sessionId, message.PrettyPrint().Preformatted());
}
switch (message)
{
case Reject msg:
Handle(msg);
break;
case ExecutionReport msg:
Handle(msg);
break;
case OrderCancelReject msg:
Handle(msg);
break;
default:
_Log.Warn().PrintFormat("Unexpected message: {0}", message.GetType().Name);
break;
}
}
public void Crack(Message message, SessionID sessionID)
{
Type messageType = message.GetType();
MethodInfo handler = null;
if (_handlerMethods.TryGetValue(messageType, out handler))
handler.Invoke(this, new object[] { message, sessionID });
else
throw new UnsupportedMessageType();
}
public void FromAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
logger.Debug("RCV(Admin) <-- type[" + message.GetType().ToString() + "] msg[" + message.ToString() + "]");
}
catch (Exception ex)
{
logger.Error("FromAdmin(): " + ex.Message, ex);
}
}
public void FromApp(Message message, SessionID sessionID)
{
Console.WriteLine("IN: " + message);
try
{
Crack(message, sessionID);
}
catch (UnsupportedMessageType)
{
Console.WriteLine("Unsupported message type: {0}", message.GetType());
}
}
public virtual void ToApp(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
logger.Debug("SND(App) --> type[" + message.GetType().ToString() + "] msg[" + message.ToString() + "]");
//this.Crack(message, session);
}
catch (Exception ex)
{
logger.Error("ToApp(): " + ex.Message, ex);
}
}
/*
* //Sample
* {
* "QuickFix.FIX44.ExecutionReport": {
* "MessageType":"QuickFix.FIX44.ExecutionReport",
* "Session":"FIX.4.4:BLP->MAP_GPSE_PRD",
* "LogTimeStamp":"2019-10-09T14:25:34.187Z",
* "Header": {
* }
* }
* }
*/
public string BuildJSON(QuickFix.Message msg, MsgType msgType, DateTime?logTimeStamp = null, string origChkSum = null)
{
//JObject jo = JObject.FromObject(fixMsg);
//jo.Add("feeClass", "A");
//string sJSON = jo.ToString();
////Debug.WriteLine(" ~~~> " + msg.GetType().ToString());
SessionID sessionID = msg.GetSessionID(msg);
FIXClassInfo fixClass = null;
if (msg.GetType() == typeof(QuickFix.Message))
{
var classes = fixClasses[msgType.ToString(), Utils.NormalizeFIXNameSpace(sessionID.BeginString)];
if (classes != null && classes.Count > 0)
{
fixClass = classes[0];
}
}
StringBuilder sb = new StringBuilder();
var root = (fixClass != null) ? fixClass.type.FullName : msg.GetType().ToString();
sb.Append("{");
sb.Append($@"""{root}"":");
sb.Append(FormatJSONPair("MessageType", msg.GetType().ToString()));
sb.Append(FormatJSONPair("Session", sessionID.ToString()));
sb.Append(FormatJSONPair("LogTimeStamp", logTimeStamp));
ProcessFieldMapToJSON("Header", sb, msg.Header);
ProcessFieldMapToJSON("Body", sb, msg);
ProcessFieldMapToJSON("Trailer", sb, msg.Trailer, origChkSum);
sb.Append("}");
sb.Append("}");
return(sb.ToString());
}
public virtual void ToAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
logger.Debug("SND(Admin) --> type[" + message.GetType().ToString() + "] msg[" + message.ToString() + "]");
//if (message.Header.GetField(QuickFix.Fields.Tags.MsgType) != QuickFix.Fields.MsgType.HEARTBEAT)
// this.Crack(message, session);
}
catch (Exception ex)
{
logger.Error("ToAdmin(): " + ex.Message, ex);
}
}
public void FromApp(Message message, SessionID sessionID)
{
_messageCallback("IN: " + message);
try
{
Crack(message, sessionID);
}
catch (UnsupportedMessageType)
{
_messageCallback(
string.Format("Unsupported message type: {0}", message.GetType()));
}
}
protected RequestStateMachine(QuickFix.Message message, CancellationToken cancellationToken, IMessageHandler messageHandler, ILog log)
{
Message = message;
_messageHandler = messageHandler;
CancellationToken = cancellationToken;
Id = message.GetType().Name + Guid.NewGuid();
Log = Log = log.CreateComponentScope(GetType().Name);
cancellationToken.Register(() => TaskCompletionSource.TrySetCanceled(cancellationToken));
if (cancellationToken.IsCancellationRequested)
{
TaskCompletionSource.TrySetCanceled(cancellationToken);
Status = RequestStatus.Completed;
}
}
public virtual void ToAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
logger.Debug("SND(Admin) --> type[" + message.GetType().ToString() + "] msg[" + message.ToString() + "]");
//if (message.Header.GetField(QuickFix.Fields.Tags.MsgType) != QuickFix.Fields.MsgType.HEARTBEAT)
// this.Crack(message, session);
// Complementa a mensagem de logon com a senha
if (message.GetType() == typeof(Logon))
{
Logon message2 = (Logon)message;
if (_channelUmdfConfig.LogonPassword != "")
{
message2.Set(new QuickFix.Fields.RawData(_channelUmdfConfig.LogonPassword));
message2.Set(new QuickFix.Fields.RawDataLength(_channelUmdfConfig.LogonPassword.Length));
if (_channelUmdfConfig.NewPassword != null && _channelUmdfConfig.NewPassword.Length > 0)
{
QuickFix.Fields.StringField newPassword = new QuickFix.Fields.StringField(925, _channelUmdfConfig.NewPassword.Trim());
message2.SetField(newPassword);
}
}
message2.Set(new QuickFix.Fields.HeartBtInt(_channelUmdfConfig.HeartBtInt));
message2.Set(new QuickFix.Fields.EncryptMethod(0));
message2.Set(new QuickFix.Fields.ResetSeqNumFlag(_channelUmdfConfig.ResetOnLogon));
}
logger.Debug("ToAdmin(). Session id : " + session.ToString() + " Msg: " + message.GetType().ToString());
//if (message.getHeader().getField(MsgType.FIELD) != QuickFix.MsgType.Heartbeat)
// this.crack(message, session);
}
catch (Exception ex)
{
logger.Error("ToAdmin(): " + ex.Message, ex);
}
}
public void ToAdmin(QuickFix.Message message, SessionID sessionID)
{
// Faz o processamento
try
{
string msgType = message.Header.GetString(35);
logger.Debug("ToAdmin: " + msgType);
// Complementa a mensagem de logon com a senha
if (msgType.Equals(QuickFix.FIX42.Logon.MsgType))
{
Logon message2 = (Logon)message;
if (ConfigurationManager.AppSettings["Passwd42"] != null)
{
message2.Set(new RawData(ConfigurationManager.AppSettings["Passwd42"].ToString()));
message2.Set(new RawDataLength(ConfigurationManager.AppSettings["Passwd42"].ToString().Length));
}
if (ConfigurationManager.AppSettings["CancelOnDisconnect"] != null &&
ConfigurationManager.AppSettings["CancelOnDisconnect"].ToString().ToUpper().Equals("N") &&
ConfigurationManager.AppSettings["CancelOnDisconnect"].ToString().ToUpper().Equals("FALSE"))
{
char codtype = ConfigurationManager.AppSettings["CancelOnDisconnect"].ToString()[0];
if (codtype >= '0' && codtype <= '3')
{
CharField field35002 = new CharField(35002, codtype);
message2.SetField(field35002);
}
IntField field35003 = new IntField(35003, 60000);
message2.SetField(field35003);
}
message2.Set(new HeartBtInt(30));
message2.Set(new EncryptMethod(0));
message2.Set(new ResetSeqNumFlag(ConfigurationManager.AppSettings["ResetSeqNum"].ToString().Equals("true")));
}
logger.Debug("toAdmin(). Session id : " + sessionID + " Msg: " + message.GetType().ToString());
if (message.Header.GetString(35).Equals(QuickFix.FIX42.Heartbeat.MsgType) == false)
{
Crack(message, sessionID);
}
}
catch (Exception ex)
{
logger.Error("toAdmin() Erro: " + ex.Message, ex);
}
}
/// <summary>
/// Process ("crack") a FIX message and call the registered handlers for that type, if any
/// </summary>
/// <param name="message"></param>
/// <param name="sessionID"></param>
public void Crack(Message message, SessionID sessionID)
{
Type messageType = message.GetType();
Action<Message, SessionID> onMessage = null;
if (_callCache.TryGetValue(messageType, out onMessage))
{
onMessage(message, sessionID);
}
else
{
throw new UnsupportedMessageType();
}
}
public virtual void FromApp(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
if (logger.IsDebugEnabled)
{
logger.Debug("RCV(App) <-- type[" + message.GetType().ToString() + "] msg[" + message.ToString() + "]");
}
this.Crack(message, session);
}
catch (Exception ex)
{
logger.Error("FromApp(): " + ex.Message, ex);
}
}
public void ToAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
// Faz o processamento
try
{
// Complementa a mensagem de logon com a senha
if (message.GetType() == typeof(Logon))
{
Logon message2 = (Logon)message;
if (_config.LogonPassword != "")
{
message2.Set(new RawData(_config.LogonPassword));
message2.Set(new RawDataLength(_config.LogonPassword.Length));
if (_config.NewPassword != null && _config.NewPassword.Length > 0)
{
// message2.setString(925, _config.NewPassword.Trim());
NewPassword newpwd = new NewPassword(_config.NewPassword.Trim());
message2.SetField(newpwd);
}
}
if (_config.CancelOnDisconnect >= 0)
{
char codtype = _config.CancelOnDisconnect.ToString()[0];
if (codtype >= '0' && codtype <= '3')
{
message2.SetField(new CharField(35002, codtype));
}
if (_config.CODTimeout >= 0 && _config.CODTimeout <= 60)
{
message2.SetField(new IntField(35003, _config.CODTimeout * 1000));
}
}
message2.Set(new HeartBtInt(_config.HeartBtInt));
message2.Set(new EncryptMethod(0));
message2.Set(new ResetSeqNumFlag(_config.ResetSeqNum));
}
if (message.Header.GetField(Tags.MsgType) != MsgType.HEARTBEAT)
{
this.Crack(message, session);
}
}
catch (Exception ex)
{
logger.Error("toAdmin() Erro: " + ex.Message, ex);
}
}
public void ToAdmin(QuickFix.Message message, SessionID sessionID)
{
// Faz o processamento
try
{
string msgType = message.Header.GetString(35);
logger.Debug("ToAdmin: " + msgType);
if (msgType.Equals(QuickFix.FIX42.Logon.MsgType))
{
Logon message2 = (Logon)message;
if (!string.IsNullOrEmpty(this.Password))
{
message2.Set(new RawData(this.Password));
message2.Set(new RawDataLength(this.Password.Length));
}
//if (!string.IsNullOrEmpty(this.CancelOnDisconnect))
//{
// char codtype = this.CancelOnDisconnect[0];
// if (codtype >= '0' && codtype <= '3')
// {
// CharField field35002 = new CharField(35002, codtype);
// message2.SetField(field35002);
// }
// IntField field35003 = new IntField(35003, 10000);
// message2.SetField(field35003);
//}
message2.Set(new HeartBtInt(30));
message2.Set(new EncryptMethod(0));
message2.Set(new ResetSeqNumFlag(this.ResetOnLogon));
}
logger.Debug("toAdmin(). Session id : " + sessionID + " Msg: " + message.GetType().ToString());
if (message.Header.GetString(35).Equals(QuickFix.FIX42.Heartbeat.MsgType) == false)
{
Crack(message, sessionID);
}
}
catch (Exception ex)
{
logger.Error("toAdmin() Erro: " + ex.Message, ex);
}
}
public void FromApp(Message message, SessionID sessionID)
{
_messageCallback("IN: " + message);
try
{
Crack(message, sessionID);
}
catch (UnsupportedMessageType)
{
_messageCallback(
string.Format("Unsupported message type: {0}", message.GetType()));
}
}
public virtual void fromAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
try
{
logger.Debug("fromAdmin().Session id : " + session.ToString() + " Msg: " + message.GetType().ToString());
this.crack(message, session);
}
catch (Exception ex)
{
logger.Error("fromApp() Erro: " + ex.Message, ex);
}
}
public virtual void toAdmin(QuickFix.Message message, QuickFix.SessionID session)
{
// Faz o processamento
try
{
logger.Debug("toAdmin(). Session id : " + session.ToString() + " Msg: " + message.GetType().ToString());
if (message.getHeader().getField(MsgType.FIELD) != QuickFix.MsgType.Heartbeat)
{
this.crack(message, session);
}
}
catch (Exception ex)
{
logger.Error("toAdmin() Erro: " + ex.Message, ex);
}
}
public virtual void toApp(QuickFix.Message message, QuickFix.SessionID session)
{
// Faz o processamento
try
{
logger.Debug("toApp(). Session id : " + session.ToString() + " Msg: " + message.GetType().ToString());
this.crack(message, session);
}
catch (Exception ex)
{
logger.Error("toApp() Erro: " + ex.Message, ex);
}
}
