public void SessionReceiver(Receiver receiver, Message message)
{
try
{
var tradeConfirmationMsg = message.GetContent();
_Log.WarnFormat("Received message : {0}", tradeConfirmationMsg);
var tradeConfirmationDomainModel = TradeConfirmationDM.ParseXML(tradeConfirmationMsg);
if (tradeConfirmationDomainModel.TrdHandlInst != TradeHandlingInstr.Trade_Confirmation)
{
//the received message is not trade confirmation message, log and ingored it
_Log.WarnFormat("The received message is not trade confirmation message, log and ingored it: {0}", tradeConfirmationMsg);
//remove the message from the broadcast queue
//receiver.Session.Acknowledge();
}
}
catch (Exception ex)
{
_Log.Error(string.Format("Process the recived message failed. Message text:{0}, CorreclationID:{1}", message.GetContent(), message.CorrelationId), ex);
}
}
public static TradeConfirmationDM ParseXML(string fixmlStr)
{
XmlDocument xdoc = new XmlDocument();
xdoc.LoadXml(fixmlStr);
XmlNode rootNode = xdoc.DocumentElement;
//
XmlNamespaceManager nsmgr = new XmlNamespaceManager(xdoc.NameTable);
nsmgr.AddNamespace("ns", "www.eurexchange.com/technology");
//
TradeConfirmationDM domainModel = new TradeConfirmationDM();
var trdCaptRptNode = rootNode.SelectSingleNode("/ns:FIXML/ns:TrdCaptRpt", nsmgr);
if (trdCaptRptNode == null)
{
throw new NotSupportedException("This domain class only support TradeComfirmation FIXML message!");
}
domainModel.RptID = trdCaptRptNode.Attributes["RptID"].Value;
domainModel.TransTyp = EnumUtil <TradeReportTransType> .Parse(int.Parse(trdCaptRptNode.Attributes["TransTyp"].Value));
domainModel.RptTyp = EnumUtil <TradeReportType> .Parse(int.Parse(trdCaptRptNode.Attributes["RptTyp"].Value));
domainModel.TrdTyp = EnumUtil <TrdType> .Parse(int.Parse(trdCaptRptNode.Attributes["TrdTyp"].Value));
domainModel.TrdHandlInst = EnumUtil <TradeHandlingInstr> .Parse(int.Parse(trdCaptRptNode.Attributes["TrdHandlInst"].Value));
if (trdCaptRptNode.Attributes["OrigTrdHandlInst"] != null)
{
domainModel.OrigTrdHandlInst = EnumUtil <OrigTradeHandlingInstr> .Parse(int.Parse(trdCaptRptNode.Attributes["OrigTrdHandlInst"].Value));
}
domainModel.TrnsfrRsn = trdCaptRptNode.Attributes["TrnsfrRsn"].Value;
if (trdCaptRptNode.Attributes["TotNumTrdRpts"] != null)
{
domainModel.TotNumTrdRpts = trdCaptRptNode.Attributes["TotNumTrdRpts"].Value;
}
if (trdCaptRptNode.Attributes["RptRefID"] != null)
{
domainModel.RptRefID = trdCaptRptNode.Attributes["RptRefID"].Value;
}
domainModel.MtchID = trdCaptRptNode.Attributes["MtchID"].Value;
domainModel.LastQty = decimal.Parse(trdCaptRptNode.Attributes["LastQty"].Value);
domainModel.LastPx = decimal.Parse(trdCaptRptNode.Attributes["LastPx"].Value);
domainModel.Ccy = trdCaptRptNode.Attributes["Ccy"].Value;
domainModel.LastMkt = trdCaptRptNode.Attributes["LastMkt"].Value;
domainModel.TrdDt = trdCaptRptNode.Attributes["TrdDt"].Value;
domainModel.BizDt = trdCaptRptNode.Attributes["BizDt"].Value;
domainModel.MLegRptTyp = EnumUtil <MultiLegReportingType> .Parse(int.Parse(trdCaptRptNode.Attributes["MLegRptTyp"].Value));
if (trdCaptRptNode.Attributes["SettlDt"] != null)
{
domainModel.SettlDt = trdCaptRptNode.Attributes["SettlDt"].Value;
}
domainModel.LastUpdateTm = trdCaptRptNode.Attributes["LastUpdateTm"].Value;
domainModel.Hdr = new StandardHeader(trdCaptRptNode, nsmgr);
domainModel.Pty = GetPtyList(trdCaptRptNode, nsmgr);
domainModel.Instrmt = new Instrument(trdCaptRptNode, nsmgr);
//
var amtNode = trdCaptRptNode.SelectSingleNode("./ns:Amt", nsmgr);
if (amtNode != null)
{
domainModel.Amt = new PositionAmountData(amtNode);
}
domainModel.TrdRegTS = new TrdRegTimestamps(trdCaptRptNode, nsmgr);
domainModel.RptSide = new TrdCapRptSideGrp(trdCaptRptNode, nsmgr);
return(domainModel);
}