public static Dictionary<string, FixTag> ReadTags(XmlNode parentNode)
{
var dic = new Dictionary<string, FixTag>();
foreach (XmlElement node in parentNode.ChildNodes)
{
var tag = new FixTag();
if (node.Attributes["Title"] != null)
tag.Title = node.Attributes["Title"].Value;
if (node.Attributes["Description"] != null)
tag.Description = node.Attributes["Description"].Value;
if (node.Attributes["URL"] != null)
tag.URL = node.Attributes["URL"].Value;
if (node.Attributes["Num"] != null)
tag.Num = node.Attributes["Num"].Value;
dic.Add(tag.Num, tag);
}
return dic;
}
private static string GetMessageFromString(string logEntry, int start,
Dictionary<string, FixTag> msgDic, string tagNameWithEqualsSign, bool useDic)
{
string typePreffix = (char)1 + tagNameWithEqualsSign;
var typeStart = logEntry.IndexOf(typePreffix, start);
if (typeStart < 0) return null;
var endIndex = logEntry.IndexOf((char)1, typeStart + typePreffix.Length);
if (endIndex < 0) return null;
var typeOfMsg = logEntry.Substring(typeStart + typePreffix.Length,
endIndex - typeStart - typePreffix.Length);
if (!useDic) return typeOfMsg;
FixTag tag;
msgDic.TryGetValue(typeOfMsg, out tag);
return tag == null ? typeOfMsg : tag.Title;
}
/// <summary>
/// показать суммарный подтвержденный объем
/// </summary>
private void GridLogSelectionChanged(object sender, EventArgs e)
{
var dicVolmBySmb = new Dictionary<string, int>();
var usedIndicies = new List<int>();
foreach (DataGridViewCell cell in gridLog.SelectedCells)
{
var rowIndex = cell.RowIndex;
if (usedIndicies.Contains(rowIndex)) continue;
usedIndicies.Add(rowIndex);
var row = gridLog.Rows[rowIndex];
var msg = (FixMessage) row.DataBoundItem;
if (msg.ResultVolume == 0) continue;
if (dicVolmBySmb.ContainsKey(msg.ResultSymbol))
dicVolmBySmb[msg.ResultSymbol] = dicVolmBySmb[msg.ResultSymbol] + msg.ResultVolume;
else
dicVolmBySmb.Add(msg.ResultSymbol, msg.ResultVolume);
}
var sb = new StringBuilder();
foreach (var pair in dicVolmBySmb)
sb.AppendFormat("{0}: {1} ", pair.Key, pair.Value);
lbVolumeBySmb.Text = sb.ToString();
}
public static FixMessage ParseMessage(string logEntry, Dictionary<string, FixTag> msgDic)
{
// 2012-04-06 10:58:30,601 [3] INFO MTS.Live [(null)] - toAdmin(8=FIX.4.49=12935=A34=149=FOREXINVEST
// 52=20120406-06:58:30.60156=CfhDemoPrices57=6877565098=0108=30141=Y553=FOREXINVEST554=FOREXINVEST
// 10=123, FIX.4.4:FOREXINVEST->CfhDemoPrices:CHFDN)
var match = regTime.Match(logEntry);
if (!match.Success) return null;
var timeStr = match.Value;
DateTime time;
try
{
time = DateTime.ParseExact(timeStr, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture);
}
catch (Exception)
{
return null;
}
const string fixPreffix = "(8=FIX";
var start = logEntry.IndexOf(fixPreffix);
if (start < 0) return null;
// получить поле Direction
var sbDir = new StringBuilder();
for (var i = start - 1; i > 0; i--)
{
if (logEntry[i] == ' ') break;
sbDir.Insert(0, logEntry[i]);
}
// создать объект сообщения
var msg = new FixMessage {Time = time, Direction = sbDir.ToString()};
// получить тип
var typeString = GetMessageFromString(logEntry, start, msgDic, "35=", true);
if (string.IsNullOrEmpty(typeString)) return null;
msg.Type = typeString;
// результат исполнения ордера
msg.Result = GetMessageFromString(logEntry, start, msgDic, "39=", false);
if (msg.Result == "2" && msg.Type.Contains("Execution Report"))
{
// показать проданный/купленный объем и инструмент
var smb = GetMessageFromString(logEntry, start, msgDic, "55=", false);
var sideStr = GetMessageFromString(logEntry, start, msgDic, "54=", false);
var volumeStr = GetMessageFromString(logEntry, start, msgDic, "38=", false);
var side = sideStr == "1" ? "BUY" : sideStr == "2" ? "SELL" : sideStr;
if (!string.IsNullOrEmpty(side) && !string.IsNullOrEmpty(smb) && !string.IsNullOrEmpty(volumeStr))
{
msg.Result = string.Format("{0} {1} {2}: OK", side, volumeStr, smb);
msg.ResultSymbol = smb;
int volm;
int.TryParse(volumeStr, out volm);
var sign = sideStr == "1" ? 1 : sideStr == "2" ? -1 : 0;
msg.ResultVolume = volm * sign;
}
}
// строка сообщения
start++;
const string msgEnd = ", FIX.";
var end = logEntry.IndexOf(msgEnd, start);
if (end > 0)
msg.sourceMessage = logEntry.Substring(start, end - start - 1);
return msg;
}
