//生成返回消息体
protected virtual void ReportExcuResult(string symbol, Message msg, SessionID sid)
{
try
{
var cs = msg.getField(ReportIndex);
var oid = msg.getField(ClientOrderIdIndex);
if (cs == "0") //queued
{
FixReport(msgTypeQueued, msg, ClientOrderIdIndex, string.Format(rspOrderStatus, Queued, symbol, 0, 0, oid));
unFill.ChangeStatus(oid, "Queued");
}
else if (cs == "8") // reject
{
var res = string.Format(rspOrderStatus, Reject, symbol, 0, 0, oid);
res += string.Format(rspError, msg.getField(TextIndex));
FixReport(msgTypeReject, msg, ClientOrderIdIndex, res);
unFill.ChangeStatus(oid, "Reject");
unFill.Remove(oid);
}
else if (cs == "4") // cancel
{
//目前4消息分两种情况：撤单消息返回、市价单不成功或不完全成功。
//撤单消息返回时：有41,44字段。
//市价单不成功时：无41，44字段。
if (msg.isSetField(41) && msg.isSetField(44))
{
FixReport(msgTypeCancel, msg, ClientOrderIdIndex, string.Format(rspCancel, msg.getField(41)));
}
else
{
var res = string.Format(rspOrderStatus, Reject, symbol, 0, 0, oid);
res += string.Format(rspError, "MarketOrder is IOC/FOK(TimeInForce)");
FixReport(msgTypeReject, msg, ClientOrderIdIndex, res);
}
unFill.ChangeStatus(oid, "Canceled Or MarketOrderCanceled");
unFill.Remove(oid);
}
else if (cs == "1") //partiallyFilled
{
var price = msg.getField(PriceIndex);
var qty = (msg.getField(SideIndex) == SideSell ? "-" : "") + msg.getField(QtyIndex);
DefDealProc(symbol, price, qty, oid);
FixReport(msgTypePartFill, msg, ClientOrderIdIndex,
string.Format(rspOrderStatus, PartFill, symbol, price, qty, oid));
unFill.ChangeStatus(oid, "PartiallyFilled");
}
else if (cs == "2") //filled
{
var price = msg.getField(PriceIndex);
var qty = (msg.getField(SideIndex) == SideSell ? "-" : "") + msg.getField(QtyIndex);
DefDealProc(symbol, price, qty, oid);
FixReport(msgTypePartFill, msg, ClientOrderIdIndex,
string.Format(rspOrderStatus, FullFill, symbol, price, qty, oid));
unFill.ChangeStatus(oid, "Filled");
unFill.Remove(oid);
}
}
catch (Exception) { }
}
public override void fromAdmin(Message message, SessionID sessionID)
{
base.fromAdmin(message, sessionID);
if ((message is QuickFix42.Logout || message is QuickFix42.Reject) && message.isSetField(QuickFix.Text.FIELD))
{
Console.WriteLine(message.getString(QuickFix.Text.FIELD));
}
if (message is QuickFix42.Logout)
{
Disconnect();
}
}
