public static OrderAction c(QuickFix.Fields.Side s) { var val = s_sides.Find(v => v.first.getValue() == s.getValue()); if (val == null) throw new Exception("Unmapped QuickFix.Fields.Side value : " + s.ToString()); return val.second; }
public static OrderState c(QuickFix.Fields.OrdStatus s) { var val = s_ordState.Find(v => v.first.getValue() == s.getValue()); if (val == null) throw new Exception("Unmapped QuickFix.Fields.OrdStatus value : " + s.ToString()); return val.second; }
public void FromApp(QuickFix.Message msg, SessionID sessionID) { Console.WriteLine("FromApp - " + msg.ToString() + "@" + sessionID.ToString()); try { Crack(msg, sessionID); } catch (Exception ex) { Console.WriteLine("==Cracker exception=="); Console.WriteLine(ex.ToString()); Console.WriteLine(ex.StackTrace); } }
public void ToApp(QuickFix.Message message, QuickFix.SessionID sessionId) { _strategy.ProcessToApp(message, QuickFix.Session.LookupSession(sessionId)); Trace.WriteLine("## ToApp: " + message.ToString()); if (MessageEvent != null) MessageEvent(message, false); }
public void OnCreate(QuickFix.SessionID sessionID) { Trace.WriteLine("## OnCreate: " + sessionID.ToString()); }
/// <summary> /// ���ԶԶ˵�Ӧ�ò㱨�ģ���Ҫҵ�������� /// </summary> /// <param name="pMessage"></param> /// <param name="pSessionID"></param> public void fromApp(QuickFix.Message pMessage, QuickFix.SessionID pSessionID) { string msgtype = pMessage.getHeader ().getString (35); if (msgtype.StartsWith("Ans")) { //Console.WriteLine(pMessage.ToString()); switch (msgtype) { case "Ans003": //string ccy=pMessage .getField ( case "Ans002": if (OnError != null) { OnError(pMessage.ToString(), EventArgs.Empty); } break; } } else { base.crack(pMessage, pSessionID);//����Ĭ�ϴ���������� } pMessage.Dispose();//�����ֳ�����Ҫ }
private void SendTheMessage(QuickFix.Message msg) { msg.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID)); msg.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID)); msg.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum++)); session.Next(msg.ToString()); }
private void SendLogon(QuickFix.Message msg) { msg.Header.SetField(new QuickFix.Fields.TargetCompID(sessionID.SenderCompID)); msg.Header.SetField(new QuickFix.Fields.SenderCompID(sessionID.TargetCompID)); msg.Header.SetField(new QuickFix.Fields.MsgSeqNum(seqNum++)); msg.Header.SetField(new QuickFix.Fields.SendingTime(System.DateTime.UtcNow)); msg.SetField(new QuickFix.Fields.HeartBtInt(1)); session.Next(msg.ToString()); }
public void ToApp(QuickFix.Message msg, SessionID sessionID) { Console.WriteLine("ToApp - " + msg.ToString() + "@" + sessionID.ToString()); }
public MessageRecord(QuickFix.Message msg, bool isIncoming) { MsgText = msg.ToString().Replace(QuickFix.Message.SOH, "|"); Direction = isIncoming ? "IN" : "OUT"; Timestamp = msg.Header.GetDateTime(QuickFix.Fields.Tags.SendingTime); }
/// <summary> /// Create a synthetic order /// </summary> /// <param name="myMsg"></param> /// <returns>n order</returns> public KaiTrade.Interfaces.Order CreateSyntheticOrder(QuickFix.Message myFixMsg) { KaiTrade.Interfaces.Order myOrder = null; try { if (m_Log.IsInfoEnabled) { m_Log.Info("exec report recd:" + myFixMsg.ToString()); } // Get order manager KaiTrade.Interfaces.OrderManager myOM = KTAFacade.Instance().Factory.GetOrderManager(); // these fields must be present QuickFix.OrderID myOrderID = new QuickFix.OrderID(); myFixMsg.getField(myOrderID); QuickFix.ExecType myExecType = new QuickFix.ExecType(); myFixMsg.getField(myExecType); QuickFix.ExecID myExecID = new QuickFix.ExecID(); myFixMsg.getField(myExecID); QuickFix.OrdStatus myOrdStatus = new QuickFix.OrdStatus(); myFixMsg.getField(myOrdStatus); // Create the order myOrder = myOM.CreateOrder(); // we need the clordid to update an existing order - if // it is not present or unknow we create a synthetic order QuickFix.ClOrdID myClOrdID = new QuickFix.ClOrdID(); if (myFixMsg.isSetField(myClOrdID)) { myOrder.ClOrdID = myClOrdID; } } catch (Exception myE) { m_Log.Error("CreateSyntheticOrder", myE); } return myOrder; }
public void onMessage(QuickFix.FIX43.Reject message, SessionID session) { this.provider.EmitError(string.Format(BeAEwTZGlZaeOmY5cm.J00weU3cM6(676), (object)message.ToString())); }
public void FromApp(QuickFix.Message msg, QuickFix.SessionID sessionID) { m_logger.Info(sessionID.SenderCompID, " FromApp msg : " + msg.ToString()); Crack(msg, sessionID); }
public void ToAdmin(QuickFix.Message msg, QuickFix.SessionID sessionID) { m_logger.Info(sessionID.SenderCompID," ToAdmin msg : " + msg.ToString()); //Crack(msg, sessionID); }
public void FromAdmin(QuickFix.Message message, QuickFix.SessionID sessionID) { if (message.Header.GetString(35) == QuickFix.FIX42.Reject.MsgType) Console.WriteLine("REJECT RECEIVED: " + message.ToString()); Trace.WriteLine("## FromAdmin: " + message.ToString()); if (MessageEvent != null) MessageEvent(message, true); }
public void FromApp(QuickFix.Message message, QuickFix.SessionID sessionID) { Trace.WriteLine("## FromApp: " + message.ToString()); if (MessageEvent != null) MessageEvent(message, true); Crack(message, sessionID); }
public void FromAdmin(QuickFix.Message msg, SessionID sessionID) { Console.WriteLine("FromAdmin - " + msg.ToString() + "@" + sessionID.ToString()); }