void Application.fromApp(QuickFix.Message message, SessionID sessionID)
{
//Console.WriteLine("from app:"+message.ToString());
// 查询股份和资产不是FIX4.2的标准功能，需要特殊处理
if (message.getHeader().getString(35) == "UAP")
{
PosType posType = new PosType();
LongQty longQty = new LongQty();
ShortQty shortQty = new ShortQty();
NoPositions noPositions = new NoPositions();
Group group = new Group(noPositions.getField(), posType.getField());
if ((message.getField(724) == "9") && (FundStatusReport != null))// 资产
{
//string currency = message.getField(15);
double balance = 0.0;
double availableBalance = 0.0;
double totalAsserts = 0.0;
double capitalAsserts = 0.0;
double marketValue = 0.0;
double buyFreezed = 0.0;
for (uint i = 1; i <= int.Parse(message.getField(noPositions.getField())); i++)
{
message.getGroup(i, group);
switch (group.getField(posType.getField()))
{
case "FB":
balance = double.Parse(group.getField(longQty.getField()));
break;
case "FAV":
availableBalance = double.Parse(group.getField(longQty.getField()));
break;
case "MV":
totalAsserts = double.Parse(group.getField(longQty.getField()));
break;
case "F":
capitalAsserts = double.Parse(group.getField(longQty.getField()));
break;
case "SV":
marketValue = double.Parse(group.getField(longQty.getField()));
break;
case "FBF":
buyFreezed = double.Parse(group.getField(shortQty.getField()));
break;
}
}
FundStatusReport(this, new FundStatusReportEventArgs(balance, availableBalance, totalAsserts,
capitalAsserts, marketValue, buyFreezed));
}
else if ((message.getField(724) == "0") && (PositionStatusReport != null)) // 股份
{
string accountID = message.getString(1);;
string securityExchange = message.getString(207);
switch (securityExchange)
{
case "XSHG":
securityExchange = "SH";
break;
case "XSHE":
securityExchange = "SZ";
break;
}
string securityID = message.getString(55);
double balance = 0.0;
double availableBalance = 0.0;
double quantity = 0.0;
for (uint i = 1; i <= int.Parse(message.getField(noPositions.getField())); i++)
{
message.getGroup(i, group);
switch (group.getField(posType.getField()))
{
case "SB": balance = double.Parse(group.getField(longQty.getField())); break;
case "SAV": availableBalance = double.Parse(group.getField(longQty.getField())); break;
case "SQ": quantity = double.Parse(group.getField(longQty.getField())); break;
}
}
PositionStatusReport(this, new PositionStatusReportEventArgs(accountID, securityExchange, securityID,
balance, availableBalance, quantity));
}
}
else
{
base.crack(message, sessionID); // 调用默认处理方法
}
message.Dispose();
}
