public void HandleExecutionReport(QuickFix.FIX44.ExecutionReport msg)
{
try
{
string execId = msg.ExecID.Obj;
//string transType = FixEnumTranslator.Translate(msg.ExecType);
string execType = FixEnumTranslator.Translate(msg.ExecType);
Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + execType);
ExecutionRecord exRec = new ExecutionRecord(
msg.ExecID.Obj,
msg.OrderID.Obj,
string.Empty,
execType,
msg.Symbol.Obj,
FixEnumTranslator.Translate(msg.Side));
exRec.LeavesQty = msg.LeavesQty.getValue();
exRec.TotalFilledQty = msg.CumQty.getValue();
exRec.LastQty = msg.LastQty.getValue();
SmartDispatcher.Invoke(new Action <ExecutionRecord>(AddExecution), exRec);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
{
try
{
string execId = msg.ExecID.Obj;
string transType = FixEnumTranslator.Translate(msg.ExecTransType);
string execType = FixEnumTranslator.Translate(msg.ExecType);
Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + transType + " / " + execType);
ExecutionRecord exRec = new ExecutionRecord(
msg.ExecID.Obj,
msg.OrderID.Obj,
transType,
execType,
msg.Symbol.Obj,
FixEnumTranslator.Translate(msg.Side));
SmartDispatcher.Invoke(new Action <ExecutionRecord>(AddExecution), exRec);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
private void OnLogout()
{
// Clear all the orders, we'll get a new list when we reconnect
lock (_marketLock)
{
_market.Clear();
}
lock (_stackLock)
{
SmartDispatcher.Invoke(() => OrderStack.Clear());
}
}
public void HandleMessage(QuickFix.Message msg, bool isIncoming)
{
try
{
MessageRecord mr = new MessageRecord(msg, isIncoming);
SmartDispatcher.Invoke(new Action <MessageRecord>(AddMessage), mr);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void Run(
string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink,
IExecIDGenerator execIDGenerator,
IClOrdIDGenerator clOrdIDGenerator)
{
_server = ServerFacadeFactory.CreateFixServer(configFilepath,
strategy,
execIDGenerator,
messageGenerator,
messageSink);
var atOrderRepository = new ATOrderRepository();
var atOrderMediator = new ATOrderMediator(atOrderRepository,
_server,
clOrdIDGenerator);
// Setup the data contexts for the child views in the main view
// Ideally we'd do this in each view but due to the need to pass _app and the
// message sink to the view models for expediency purposes we do it here
var mainWindow = new MainWindow
{
ATOrderBook =
{
DataContext = new ATOrderBookViewModel(_server, atOrderMediator)
},
OrderBook =
{
DataContext = new OrderBookViewModel(_server, clOrdIDGenerator, messageSink)
},
ConnectionView = { DataContext = new ConnectionViewModel(_server, messageSink) }
};
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
// Send messages to the status bar
messageSink.SetMessageSink(
s =>
{
var vm = (ConnectionViewModel)mainWindow.ConnectionView.DataContext;
SmartDispatcher.Invoke(() => vm.StatusMessage = s);
});
_server.Start();
mainWindow.Show();
}
public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
{
try
{
string execId = msg.ExecID.Obj;
string transType = FixEnumTranslator.Translate(msg.ExecTransType);
string execType = FixEnumTranslator.Translate(msg.ExecType);
Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + transType + " / " + execType);
String securityType = "";
if (msg.IsSetField(167))
{
securityType = FixEnumTranslator.Translate(msg.SecurityType);
}
String putOrCall = "";
if (msg.IsSetField(201))
{
putOrCall = FixEnumTranslator.Translate(msg.PutOrCall);
}
decimal strikePrice = 0;
if (msg.IsSetField(202))
{
strikePrice = msg.StrikePrice.Obj;
}
ExecutionRecord exRec = new ExecutionRecord(
msg.ExecID.Obj,
msg.OrderID.Obj,
transType,
execType,
msg.Symbol.Obj,
FixEnumTranslator.Translate(msg.Side),
securityType,
putOrCall,
strikePrice);
SmartDispatcher.Invoke(new Action <ExecutionRecord>(AddExecution), exRec);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void displayOrder(QuickFix.FIX42.NewOrderSingle orderSingle)
{
//if (this.InvokeRequired)
//{
// ThreadSafeMoveSplitterDistance d =
// new ThreadSafeMoveSplitterDistance(threadSafeMoveSplitter);
// this.Invoke(d, 0);
//}
//else
//{
// threadSafeMoveSplitter(0);
//}
//ThreadSafeDisplayOrder d = new ThreadSafeDisplayOrder(displayOrderThreadSafe);
//this.d.invoke()
SmartDispatcher.Invoke(displayOrderThreadSafe, orderSingle);
}
public void HandleQuoteRequest(QuickFix.FIX44.QuoteRequest msg)
{
try
{
string quoteRequestId = msg.QuoteReqID.Obj;
//string status = FixEnumTranslator.Translate(msg.OrdStatus);
Trace.WriteLine("OVM: Handling QuoteRequest: " + quoteRequestId);
TradeRecord tr = new TradeRecord(quoteRequestId, "1", "New", "100.1", "CT10", "B");
SmartDispatcher.Invoke(new Action <TradeRecord>(AddTrade), tr);
/*
* lock (_ordersLock)
* {
* foreach (OrderRecord r in Orders)
* {
* if (r.ClOrdID == clOrdId)
* {
* r.Status = status;
* if (msg.IsSetLastPx())
* r.Price = msg.LastPx.Obj;
* if (msg.IsSetOrderID())
* r.OrderID = msg.OrderID.Obj;
*
* return;
* }
* }
* }
*/
Trace.WriteLine("OVM: No order corresponds to QuoteRequestId: '" + quoteRequestId + "'");
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
private void UpdateOrderStackRows()
{
// TODO Diff the old and new stacks
// Phase 1 just swaps out the old for the new, which is bad for many reasons
var displayStack = new List <OrderStackRow>();
lock (_marketLock)
{
var backgroundColours = new[] { Colors.White, Colors.LightGray };
bool useColour1 = true;
foreach (var orderStack in _market)
{
var rowColour = useColour1 ? backgroundColours[0] : backgroundColours[1];
var symbol = orderStack.Key;
var stack = orderStack.Value;
var rows = CreateOrderStackRows(symbol, stack, rowColour);
rows.ForEach(displayStack.Add);
useColour1 = !useColour1;
}
}
SmartDispatcher.Invoke(UpdateOrderStack, displayStack);
}
