protected bool HandleFIXLogin(MessageFIXT1_1 packet)
{
if (fixState != ServerState.Startup)
{
throw new InvalidOperationException("Invalid login request. Already logged in: \n" + packet);
}
fixState = ServerState.LoggedIn;
SetupFixFactory(packet);
simulators[SimulatorType.SendDisconnect].UpdateNext(FixFactory.LastSequence);
simulators[SimulatorType.ReceiveDisconnect].UpdateNext(packet.Sequence);
simulators[SimulatorType.SendServerOffline].UpdateNext(FixFactory.LastSequence);
simulators[SimulatorType.ReceiveServerOffline].UpdateNext(packet.Sequence);
simulators[SimulatorType.SystemOffline].UpdateNext(packet.Sequence);
var mbtMsg = CreateLoginResponse();
if (debug)
{
log.Debug("Sending login response: " + mbtMsg);
}
SendMessage(mbtMsg);
return(true);
}
private bool HandleResend(MessageFIXT1_1 messageFIX)
{
int end = messageFIX.EndSeqNum == 0 ? FixFactory.LastSequence : messageFIX.EndSeqNum;
if (debug)
{
log.Debug("Found resend request for " + messageFIX.BegSeqNum + " to " + end + ": " + messageFIX);
}
for (int i = messageFIX.BegSeqNum; i <= end; i++)
{
FIXTMessage1_1 textMessage;
var gapFill = false;
if (!FixFactory.TryGetHistory(i, out textMessage))
{
gapFill = true;
textMessage = GapFillMessage(i);
}
else
{
switch (textMessage.Type)
{
case "A": // Logon
case "0": // Heartbeat
case "1": // Heartbeat
case "2": // Resend request.
case "4": // Reset sequence.
textMessage = GapFillMessage(i);
gapFill = true;
break;
default:
textMessage.SetDuplicate(true);
break;
}
}
if (gapFill)
{
if (debug)
{
var fixString = textMessage.ToString();
string view = fixString.Replace(FIXTBuffer.EndFieldStr, " ");
log.Debug("Sending Gap Fill message " + i + ": \n" + view);
}
ResendMessageProtected(textMessage);
}
else
{
ResendMessage(textMessage);
}
}
return(true);
}
private bool HandleGapFill(MessageFIXT1_1 packetFIX)
{
if (!packetFIX.IsGapFill)
{
throw new InvalidOperationException("Only gap fill sequence reset supportted: \n" + packetFIX);
}
if (packetFIX.NewSeqNum <= RemoteSequence) // ResetSeqNo
{
throw new InvalidOperationException("Reset new sequence number must be greater than current sequence: " + RemoteSequence + ".\n" + packetFIX);
}
RemoteSequence = packetFIX.NewSeqNum;
if (debug)
{
log.Debug("Received gap fill. Setting next sequence = " + RemoteSequence);
}
return(true);
}
private bool Resend(MessageFIXT1_1 messageFix)
{
if (!isResendComplete)
{
return(true);
}
var mbtMsg = FixFactory.Create();
mbtMsg.AddHeader("2");
mbtMsg.SetBeginSeqNum(RemoteSequence);
mbtMsg.SetEndSeqNum(0);
if (debug)
{
log.Debug("Sending resend request: " + mbtMsg);
}
SendMessage(mbtMsg);
return(true);
}
protected virtual void SetupFixFactory(MessageFIXT1_1 packet)
{
if (packet.IsResetSeqNum)
{
if (packet.Sequence != 1)
{
throw new InvalidOperationException("Found reset sequence number flag is true but sequence was " +
packet.Sequence + " instead of 1.");
}
if (debug)
{
log.Debug("Found reset seq number flag. Resetting seq number to " + packet.Sequence);
}
fixFactory = CreateFIXFactory(packet.Sequence, packet.Target, packet.Sender);
RemoteSequence = packet.Sequence;
}
else if (FixFactory == null)
{
throw new InvalidOperationException(
"FIX login message specified tried to continue with sequence number " + packet.Sequence +
" but simulator has no sequence history.");
}
}
private bool ProcessMessage(MessageFIXT1_1 packetFIX)
{
if (isConnectionLost)
{
if (debug)
{
log.Debug("Ignoring message: " + packetFIX);
}
RemoveTickSync(packetFIX);
return(true);
}
var simulator = simulators[SimulatorType.ReceiveDisconnect];
if (FixFactory != null && simulator.CheckSequence(packetFIX.Sequence))
{
if (debug)
{
log.Debug("Ignoring message: " + packetFIX);
}
// Ignore this message. Pretend we never received it AND disconnect.
// This will test the message recovery.)
ProviderSimulator.SwitchBrokerState("disconnect", false);
isConnectionLost = true;
return(true);
}
if (simulateReceiveFailed && FixFactory != null && random.Next(50) == 1)
{
// Ignore this message. Pretend we never received it.
// This will test the message recovery.
if (debug)
{
log.Debug("Ignoring fix message sequence " + packetFIX.Sequence);
}
return(Resend(packetFIX));
}
simulator = simulators[SimulatorType.ReceiveServerOffline];
if (IsRecovered && FixFactory != null && simulator.CheckSequence(packetFIX.Sequence))
{
if (debug)
{
log.Debug("Skipping message: " + packetFIX);
}
ProviderSimulator.SwitchBrokerState("disconnect", false);
ProviderSimulator.SetOrderServerOffline();
if (requestSessionStatus)
{
SendSessionStatus("3"); //offline
}
else
{
log.Info("RequestSessionStatus is false so not sending order server offline message.");
}
return(true);
}
simulator = simulators[SimulatorType.SystemOffline];
if (IsRecovered && FixFactory != null && simulator.CheckSequence(packetFIX.Sequence))
{
SendSystemOffline();
return(true);
}
if (debug)
{
log.Debug("Processing message with " + packetFIX.Sequence + ". So updating remote sequence...");
}
RemoteSequence = packetFIX.Sequence + 1;
switch (packetFIX.MessageType)
{
case "G":
case "D":
simulator = simulators[SimulatorType.BlackHole];
break;
case "F":
simulator = simulators[SimulatorType.CancelBlackHole];
break;
}
if (FixFactory != null && simulator.CheckFrequency())
{
if (debug)
{
log.Debug("Simulating order 'black hole' of 35=" + packetFIX.MessageType + " by incrementing sequence to " + RemoteSequence + " but ignoring message with sequence " + packetFIX.Sequence);
}
return(true);
}
ParseFIXMessage(_fixReadMessage);
return(true);
}
protected abstract void RemoveTickSync(MessageFIXT1_1 textMessage);