public sealed override void onMessage(QuickFix43.TradingSessionStatus message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.SettlementInstructions message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.TradeCaptureReportRequest message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.Reject message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
MsgReject(message, session);
}
public sealed override void onMessage(QuickFix43.SecurityDefinitionRequest message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.NewOrderMultileg message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.OrderMassCancelRequest message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.MarketDataSnapshotFullRefresh message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.MassQuoteAcknowledgement message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix42.SequenceReset message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix43.DerivativeSecurityList message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix42.MarketDataRequestReject message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public sealed override void onMessage(QuickFix42.IndicationofInterest message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
//从网关返回的应用消息
public void fromApp(QuickFix.Message message, SessionID sessionID)
{
crack(message, sessionID);
Fix.Out(message);
}
//发送应用消息到网关（比如下单，撤单，查询相关消息等）
public void toApp(QuickFix.Message message, SessionID sessionID)
{
Fix.Out(message);
}
static void Main(string[] args)
{
var cp = Process.GetCurrentProcess().MainModule.FileName;
Directory.SetCurrentDirectory(Path.GetDirectoryName(cp));
try
{
var fe = new FixExecutor();
fe.AddCallBack(Om);
fe.AddCallBack(Om);
fe.Start(@"E:\FixEngine\FixEngine\myserver.cfg");
for ( ; ;)
{
Console.WriteLine("quit stop goon buy sell cbuy csell qbuy qsell?");
var cmd = Console.ReadLine();//.ToLower();
if ("quit" == cmd)
{
break;
}
Console.WriteLine(fe.DealCommand(cmd));
if ("buy" == cmd)
{
var open = Console.ReadLine();
if (open == "open" || open == "close")
{
// application.SendNewOrder(true, open == "open", "cffe", "IF1112", Console.ReadLine(), Console.ReadLine());
}
}
else if ("sell" == cmd)
{
var open = Console.ReadLine();
if (open == "open" || open == "close")
{
// application.SendNewOrder(false, open == "open", "cffe", "IF1112", Console.ReadLine(), Console.ReadLine());
}
}
else if ("cbuy" == cmd)
{
// application.CancelOrder(true, "IF1112", Console.ReadLine());
}
else if ("csell" == cmd)
{
// application.CancelOrder(false, "IF1112", Console.ReadLine());
}
else if ("qbuy" == cmd)
{
// application.QueryOrder(true, "IF1112", Console.ReadLine());
}
else if ("qsell" == cmd)
{
// application.QueryOrder(false, "IF1112", Console.ReadLine());
}
}
fe.Stop();
Console.ReadLine();
}
catch (Exception e)
{
Fix.Out(e.ToString());
Console.ReadLine();
}
finally
{
Fix.Out("AtExit");
}
}