internal virtual bool ProcessMessage(FxMessage message)
{
switch (message.Type)
{
case Native.FX_MSG_LOGON:
this.RaiseLogon(message);
break;
case Native.FX_MSG_LOGOUT:
this.RaiseLogout(message);
break;
case Native.FX_MSG_SESSION_INFO:
this.RaiseSessionInfo(message);
break;
case Native.FX_MSG_CACHE_UPDATED:
this.RaiseCacheUpdated(message);
break;
case Native.FX_MSG_TWO_FACTOR_AUTH:
this.RaiseTwoFactorAuth(message);
break;
default:
return(false);
}
return(true);
}
internal override bool ProcessMessage(FxMessage message)
{
if (base.ProcessMessage(message))
{
return(true);
}
switch (message.Type)
{
case Native.FX_MSG_ACCOUNT_INFO:
this.RaiseAccountInfo(message);
break;
case Native.FX_MSG_EXECUTION_REPORT:
this.RaiseExecutionReport(message);
break;
case Native.FX_MSG_TRADE_TRANSACTION_REPORT:
this.RaiseTradeTransactionReport(message);
break;
case Native.FX_MSG_POSITION_REPORT:
this.RaisePositionReport(message);
break;
case Native.FX_MSG_NOTIFICATION:
this.RaiseNotification(message);
break;
default:
return(false);
}
return(true);
}
internal DataEventArgs(FxMessage message)
{
if (message.SendingTime.HasValue)
{
this.SendingTime = message.SendingTime;
}
this.ReceivingTime = message.ReceivingTime.Value;
}
void RaiseCurrencyInfo(FxMessage message)
{
var eh = this.CurrencyInfo;
if (eh != null)
{
var e = new CurrencyInfoEventArgs(message);
eh(this, e);
}
}
void RaiseUnsubscribed(FxMessage message)
{
var eh = this.Unsubscribed;
if (eh != null)
{
var e = new UnsubscribedEventArgs(message);
eh(this, e);
}
}
void RaiseSymbolInfo(FxMessage message)
{
var eh = this.SymbolInfo;
if (eh != null)
{
var e = new SymbolInfoEventArgs(message, this.UsedProtocolVersion);
eh(this, e);
}
}
void RaiseAccountInfo(FxMessage message)
{
var eh = this.AccountInfo;
if (eh != null)
{
var e = new AccountInfoEventArgs(message);
eh(this, e);
}
}
void RaiseCacheUpdated(FxMessage message)
{
var eh = this.CacheInitialized;
if (eh != null)
{
var e = new CacheEventArgs();
eh(this, e);
}
}
void RaiseTradeTransactionReport(FxMessage message)
{
var eh = this.TradeTransactionReport;
if (eh != null)
{
var e = new TradeTransactionReportEventArgs(message);
eh(this, e);
}
}
void RaiseLogout(FxMessage message)
{
var eh = this.Logout;
if (eh != null)
{
var e = new LogoutEventArgs(message);
eh(this, e);
}
}
void RaiseTwoFactorAuth(FxMessage message)
{
var eh = this.TwoFactorAuth;
if (eh != null)
{
var e = new TwoFactorAuthEventArgs(message);
eh(this, e);
}
}
void RaisePositionReport(FxMessage message)
{
var eh = this.PositionReport;
if (eh != null)
{
var e = new PositionReportEventArgs(message);
eh(this, e);
}
}
void RaiseSessionInfo(FxMessage message)
{
var eh = this.SessionInfo;
if (eh != null)
{
var e = new SessionInfoEventArgs(message);
eh(this, e);
}
}
internal unsafe LogoutEventArgs(FxMessage message) : base(message)
{
string text;
LogoutReason reason;
int code;
message.GetLogoutInfo(out text, out reason, out code);
this.Text = text;
this.Reason = reason;
this.Code = code;
}
void RaiseTick(FxMessage message)
{
#if LOG_PERFORMANCE
ulong timestamp = loggerOut_.GetTimestamp();
string id = message.Quote().Id;
loggerOut_.LogTimestamp(id, timestamp, "Tick");
#endif
var eh = this.Tick;
if (eh != null)
{
var e = new TickEventArgs(message);
eh(this, e);
}
}
void SafeProcessMessage(FxMessage message)
{
#if !DEBUG
try
{
#endif
this.ProcessMessage(message);
#if !DEBUG
}
catch
{
}
#endif
this.handle.DispatchMessage(message);
}
internal override bool ProcessMessage(FxMessage message)
{
if (base.ProcessMessage(message))
{
return(true);
}
switch (message.Type)
{
case Native.FX_MSG_SUBSCRIBED:
this.RaiseSubscribed(message);
this.RaiseTick(message);
break;
case Native.FX_MSG_UNSUBSCRIBED:
this.RaiseUnsubscribed(message);
break;
case Native.FX_MSG_TICK:
this.RaiseTick(message);
break;
case Native.FX_MSG_SYMBOL_INFO:
this.RaiseSymbolInfo(message);
break;
case Native.FX_MSG_NOTIFICATION:
var notification = message.Notification();
if (notification.Type == NotificationType.ConfigUpdated)
{
var e = new NotificationEventArgs(notification);
this.RaiseNotification(e);
}
else
{
return(false);
}
break;
case Native.FX_MSG_CURRENCY_INFO:
this.RaiseCurrencyInfo(message);
break;
default:
return(false);
}
return(true);
}
void RaiseExecutionReport(FxMessage message)
{
#if LOG_PERFORMANCE
if (message.ExecutionReport().ExecutionType == ExecutionType.Trade)
{
ulong timestamp = loggerOut_.GetTimestamp();
string id = message.ExecutionReport().ClientOrderId;
loggerOut_.LogTimestamp(id, timestamp, "ExecReport");
}
#endif
var eh = this.ExecutionReport;
if (eh != null)
{
var e = new ExecutionReportEventArgs(message);
eh(this, e);
}
}
unsafe void RaiseNotification(FxMessage message)
{
var notification = message.Notification();
if (notification.Type == NotificationType.Balance)
{
var e = new NotificationEventArgs <BalanceOperation>(notification)
{
Data = new BalanceOperation(notification)
};
this.RaiseBalanceOperationNotification(e);
}
else
{
var e = new NotificationEventArgs(notification);
this.RaiseNotification(e);
}
}
internal unsafe SymbolInfoEventArgs(FxMessage message, string usedProtocolVersion)
{
var protocolVersion = new FixProtocolVersion(usedProtocolVersion);
this.Information = message.Symbols(protocolVersion);
}
internal unsafe ExecutionReportEventArgs(FxMessage message)
{
this.Report = message.ExecutionReport();
}
internal SubscribedEventArgs(FxMessage message)
: base(message)
{
this.Tick = message.Quote();
}
internal unsafe CurrencyInfoEventArgs(FxMessage message)
{
this.Information = message.Currencies();
}
internal unsafe TradeTransactionReportEventArgs(FxMessage message)
{
this.Report = message.TradeTransactionReport();
}
internal unsafe LogonEventArgs(FxMessage message)
: base(message)
{
this.ProtocolVersion = message.ProtocolVersion();
}
internal unsafe AccountInfoEventArgs(FxMessage message)
{
this.Information = message.AccountInfo();
}
internal UnsubscribedEventArgs(FxMessage message)
: base(message)
{
this.Symbol = message.Symbol();
}
internal unsafe PositionReportEventArgs(FxMessage message)
{
this.Report = message.Position();
}
internal TwoFactorAuthEventArgs(FxMessage message) : base(message)
{
this.TwoFactorAuth = message.TwoFactorAuth();
}
internal TickEventArgs(FxMessage message)
: base(message)
{
this.Tick = message.Quote();
}
