protected void ProcessNewOrder(object param)
{
try
{
lock (tLock)
{
Wrapper wrapper = (Wrapper)param;
Order order = OrderConverter.ConvertNewOrder(wrapper);
string sender = (string)wrapper.GetField(OrderFields.SENDER);
if (!string.IsNullOrEmpty(sender) && TestingModules.ContainsKey(sender))
{
SentOrders.Add(order.ClOrdId, sender);
QuickFix.Message nos = FIXMessageCreator.CreateNewOrderSingle(order.ClOrdId, order.Security.Symbol, order.Side, order.OrdType, order.SettlType,
order.TimeInForce, order.EffectiveTime, order.OrderQty, order.Price, order.StopPx,
order.Account, order.Exchange);
Session.SendToTarget(nos, SessionID);
SendersDict.Add(nos.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), sender);
KeysDict.Add(nos.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum), order.ClOrdId);
}
else
{
throw new Exception("Cannot create an order for unknown sender");
}
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing new order @{0}:{1}", Configuration.Name, ex.Message), Fwk.Main.Common.Util.Constants.MessageType.Error);
}
}
public override bool Initialize(OnMessageReceived pOnPublishMessage, OnLogMessage pOnLogMsg, string configFile)
{
try
{
this.ModuleConfigFile = configFile;
this.DoPublishMessage += pOnPublishMessage;
this.OnLogMsg += pOnLogMsg;
if (LoadConfig(configFile))
{
SentOrders = new Dictionary <string, string>();
SendersDict = new Dictionary <int, string>();
KeysDict = new Dictionary <int, string>();
TestingModules = new Dictionary <string, ICommunicationModule>();
FIXMessageCreator = new FIXMessageCreator();
string path = Configuration.InitiatorCfg;
TestingModulesInitialized = false;
SessionSettings = new SessionSettings(path);
FileStoreFactory = new FileStoreFactory(SessionSettings);
ScreenLogFactory = new ScreenLogFactory(SessionSettings);
MessageFactory = new QuickFix.FIX44.MessageFactory();
Initiator = new SocketInitiator(this, FileStoreFactory, SessionSettings, ScreenLogFactory);
Initiator.Start();
return(true);
}
else
{
DoLog("Error initializing config file " + configFile, Constants.MessageType.Error);
return(false);
}
}
catch (Exception ex)
{
DoLog("Critic error initializing " + configFile + ":" + ex.Message, Constants.MessageType.Error);
return(false);
}
}