public void RequestMarketData(SessionID sessionId)
{
if (string.IsNullOrEmpty(quoteSessionTargetId)) return;
var sessionTarget = sessionId.getTargetCompID();
if (sessionTarget != quoteSessionTargetId)
{
Logger.InfoFormat("RequestMarketData skipped (session target is '{0}', target is '{1}')",
sessionTarget, quoteSessionTargetId);
return;
}
if (useTickerCsvDictionary)
RequestTickersFromCsvDic(sessionId);
else
RequestTickersFromTextFile(sessionId);
}
public static Message MakeQuoteRequest(string ticker, SessionID sessionInfo)
{
var senderId = sessionInfo.getSenderCompID();
if (string.IsNullOrEmpty(senderId))
{
Logger.ErrorFormat("MakeMessage: код отправителя для [{0}] не найден", sessionInfo);
return null;
}
var msg =
FixMessage.FixVersion == FixVersion.Fix42 ?
(Message)new QuickFix42.MarketDataRequest(
new MDReqID(string.Format("{0}-{1:dd-HH-mm}", ticker, DateTime.Now)),
new SubscriptionRequestType((char)1), // subscribe
new MarketDepth(marketDepth))
: FixMessage.FixVersion == FixVersion.Fix43 ?
(Message)new QuickFix43.MarketDataRequest(
new MDReqID(string.Format("{0}-{1:dd-HH-mm}", ticker, DateTime.Now)),
new SubscriptionRequestType((char)1), // subscribe
new MarketDepth(marketDepth))
: new QuickFix44.MarketDataRequest(
new MDReqID(string.Format("{0}-{1:dd-HH-mm}", ticker, DateTime.Now)), // 262=EURAUD-02-17-07
new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES), // subscribe
new MarketDepth(marketDepth));
msg.setField(new MDUpdateType(
quoteSubscriptionIncrementalUpdateType
? MDUpdateType.INCREMENTAL_REFRESH
: MDUpdateType.FULL_REFRESH));
if (!AddBidAskQueryClause(msg, ticker))
return null;
msg.getHeader().setField(new SenderCompID(senderId));
msg.getHeader().setField(new TargetCompID(sessionInfo.getTargetCompID()));
return msg;
}
public void onCreate(SessionID __p1)
{
debug("session created" + __p1.getSenderCompID() + " " + __p1.getTargetCompID());
}
