/// <summary>
/// Event object holding fix data from exchange handler
/// </summary>
/// <param name="msg">FIX 4.2 Message</param>
public FIXMessageEventArgs(MESSAGEFIX3Lib.FIXMessage msg)
{
if (msg != null)
{
m_Msg = msg;
m_MsgType = m_Msg.MsgType;
}
}
//TODO: [16/04/07] YKC - Hack as i donot care about order types etc
/// <summary>
/// Generate a fix message
/// </summary>
/// <param name="MsgType"></param>
/// <returns></returns>
public FIXMessage CreateFixMessage(MESSAGEFIX3Lib.FIXMsgConstants MsgType)
{
FIXMessage message = new FIXMessage();
if (Instrument != null)
{
message.MsgType = MsgType;
Instrument.ApplyOrderDetails(message);
AddConstants(message);
//Add order details
if (m_dPrice.HasValue)
message.set_AsDouble(FIXTagConstants.esFIXTagPrice, m_dPrice.Value);
message.set_AsNumber(FIXTagConstants.esFIXTagOrderQty, (int)m_nOrderQty);
message.set_AsString(FIXTagConstants.esFIXTagSide, m_sSide);
message.set_AsString(FIXTagConstants.esFIXTagTimeInForce, GetFIXTimeInForce());
message.set_AsString(FIXTagConstants.esFIXTagOrdType, GetFIXOrderType());
if (m_iAccountID.HasValue)
message.set_AsNumber(FIXTagConstants.esFIXTagESAccountID, (int)m_iAccountID.Value);
return message;
}
return null;
}
/// <summary>
/// default implemtation to handle market status - does nothing
/// </summary>
/// <param name="msg"></param>
public virtual void RecvFIXStatusMsg(MESSAGEFIX3Lib.FIXMessage msg)
{
/*override*/
}
/// <summary>
/// write data to the tcp server
/// </summary>
/// <param name="msg"></param>
bool SendFIXMsg(MESSAGEFIX3Lib.FIXMessage msg)
{
bool bSuccess = false;
string sMessage = (string)msg.Render(ClientReader.Delimiter, MESSAGEFIX3Lib.FIXRenderConstants.esFIXRenderFix42);
if (sMessage != null)
{
if (sMessage.Length > 0)
{
try
{
//write to stream
m_StreamOut.Write(sMessage.ToCharArray());
m_StreamOut.Flush();
bSuccess = true;
}
catch(Exception e)
{
//log
Disconnect(new ErrorEventArgs(e));
}
}
}
return bSuccess;
}
/// <summary>
/// virtual function to handle incoming data
/// </summary>
/// <param name="msgType"></param>
/// <param name="msg"></param>
public virtual void RecvFIXMsg(MESSAGEFIX3Lib.FIXMsgConstants msgType,MESSAGEFIX3Lib.FIXMessage msg)
{
switch (msgType)
{
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgOrderCancelReject: RecvFIXOrderMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgBusinessReject: RecvFIXOrderMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgExecutionReport: RecvFIXOrderMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgReject: RecvFIXOrderMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgMarketDataSnapFull: RecvFIXPriceMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgMarketDataSnapInc: RecvFIXPriceMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgQuote : RecvFIXPriceMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgSecuritySts: RecvFIXStatusMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgTradingSessSts : RecvFIXStatusMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgLogout: RecvFIXDriverMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgESComponentStatus : RecvFIXDriverMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgEHControl : RecvFIXDriverMsg(msg); break;
case MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgEHError : RecvFIXDriverMsg(msg); break;
default: /*do nothing*/ break;
}
}
