public override Google.ProtocolBuffers.IMessage ToMessage(string session_id)
{
return
(ClientAdapterRequest.CreateBuilder()
.SetRequestId(Guid.NewGuid().ToString())
.SetSessionId(session_id)
.SetTimestamp(getTimestamp())
.SetType(ClientAdapterRequest.Types.RequestType.DEALING)
.Build());
}
public override Google.ProtocolBuffers.IMessage ToMessage(string session_id)
{
string request_id = Guid.NewGuid().ToString();
string timestamp = com.quantmodel.common.network.message.ClientMessage.getTimestamp();
return
(ClientAdapterRequest.CreateBuilder()
.SetRequestId(request_id)
.SetSessionId(session_id)
.SetTimestamp(timestamp)
.SetType(ClientAdapterRequest.Types.RequestType.DEALING)
.SetDealingRequest(
DealingEngineRequest.CreateBuilder()
.SetRequestId(request_id)
.SetTimestamp(timestamp)
.SetType(DealingEngineRequest.Types.RequestType.CURRENT_STATUS))
.Build());
}
public override Google.ProtocolBuffers.IMessage ToMessage(string session_id)
{
string request_id = Guid.NewGuid().ToString();
string timestamp = com.quantmodel.common.network.message.ClientMessage.getTimestamp();
return
(ClientAdapterRequest.CreateBuilder()
.SetRequestId(request_id)
.SetSessionId(session_id)
.SetTimestamp(timestamp)
.SetType(ClientAdapterRequest.Types.RequestType.DEALING)
.SetDealingRequest(
DealingEngineRequest.CreateBuilder()
.SetRequestId(request_id)
.SetTimestamp(timestamp)
.SetType(DealingEngineRequest.Types.RequestType.REPLACE_RELEASE)
.SetOrder(OrderMessage.CreateBuilder()
.AddReleaseData(ReleaseData.CreateBuilder()
.SetReleaseId(release_id)
.SetStopPrc(stop_prc)
.SetLimitPrc(limit_prc))))
.Build());
}
public override Google.ProtocolBuffers.IMessage ToMessage(string session_id)
{
string request_id = Guid.NewGuid().ToString();
string timestamp = com.quantmodel.common.network.message.ClientMessage.getTimestamp();
string sql = "select execution_id, instrument_id, counterparty_execution_id, side_code, execution_prc, execution_qty, added_datetime from executions where account_id = 10 and added_datetime > " + begDate + " and added_datetime < " + endDate + ";";
return
(ClientAdapterRequest.CreateBuilder()
.SetRequestId(request_id)
.SetSessionId(session_id)
.SetTimestamp(timestamp)
.SetType(ClientAdapterRequest.Types.RequestType.DATABASE)
.SetDatabaseRequest(
DatabaseEngineRequest.CreateBuilder()
.SetRequestId(request_id)
.SetTimestamp(timestamp)
.AddQuery(
DatabaseEngineRequest.Types.Query.CreateBuilder()
.SetQueryId("GET_TRADE_BLOTTER_DATA")
.SetQueryStr(sql)
.SetType(DatabaseEngineRequest.Types.QueryType.SELECT)))
.Build());
}
