/// <summary>
/// Retrieve ticker information from FIX message
/// </summary>
/// <param name="group"></param>
public void AddDefaults(IFIXGroup group)
{
IFIXGroup defaultGroup = group.GetGroupByTag(FIXTagConstants.esFIXTagESNoDefaultFields, null);
int nDefaultCount = defaultGroup.get_NumberOfGroups(null);
for (int j = 0; j < nDefaultCount; j++)
{
IFIXGroup singleDefaultGroup = defaultGroup.GetGroupByIndex(j);
//get the defaults
//ESDefaultFieldFIXTag=1
//ESDefaultFieldName=Account
//ESDefaultFieldValue=xxx
//ESDefaultFieldEdit=Y
//ESDefaultFieldDisplay=Account Code
//ESDefaultFieldInputStyle=String
string sTag = singleDefaultGroup.get_AsString(FIXTagConstants.esFIXTagESDefaultFieldFIXTag);
int nTag = int.Parse(sTag);
string sValue = singleDefaultGroup.get_AsString(FIXTagConstants.esFIXTagESDefaultFieldValue);
Add(nTag, sValue);
//System.Diagnostics.Debug.Print("TICKER DEFAULTS [{0}] = [{1}] [{2}]", m_sExchange, nTag, sValue);
}
}
/// <summary>
/// Decode position FIX message
/// </summary>
/// <param name="FIXGroup"></param>
/// <returns></returns>
public bool DecodeFIXGroup(IFIXGroup fixRptGroup)
{
//-----------Security Level Positions-----------------------------------------
IFIXGroup fixPosCountGroup = fixRptGroup.GetGroupByTag(FIXTagConstants.esFIXTagNoPositions,null);
if (fixPosCountGroup!=null)
{
for (int i = 0; i < fixPosCountGroup.get_NumberOfGroups(null); i++)
{
IFIXGroup fixPosRptGroup = fixPosCountGroup.GetGroupByIndex(i);
switch (fixPosRptGroup.get_AsChar(FIXTagConstants.esFIXTagPosType))
{
case FIXPosTypeConstants.esFIXPositionTypeFilled:
SetPosition (fixPosRptGroup, out m_dNetPos);
break;
case FIXPosTypeConstants.esFIXPositionTypeRoundTrips:
{
double dblLongPos, dblShortPos, dblTotalPos;
if (fixPosRptGroup.GetDouble(out dblLongPos, FIXTagConstants.esFIXTagLongQty) && fixPosRptGroup.GetDouble(out dblShortPos, FIXTagConstants.esFIXTagShortQty))
{
m_iRoundTrips = Int32.Parse(Math.Min(dblLongPos, dblShortPos).ToString());
dblTotalPos = dblLongPos + dblShortPos;
m_iNoFills = Int32.Parse(dblTotalPos.ToString());
}
else
m_iRoundTrips = null;
break;
}
}
}
}
IFIXGroup fixPosAmountGroup = fixRptGroup.GetGroupByTag(FIXTagConstants.esFIXTagNoPosAmt, null);
if (fixPosAmountGroup!=null)
{
for (int i = 0; i < fixPosAmountGroup.get_NumberOfGroups(null); i++)
{
IFIXGroup fixAmtRptGroup = fixPosAmountGroup.GetGroupByIndex(i);
switch (fixAmtRptGroup.get_AsChar(FIXTagConstants.esFIXTagPosAmtType))
{
case FIXPosAmtTypeConstants.esFIXPosAmtTypePAL:
SetPrice (fixAmtRptGroup, out m_dPAL);
break;
}
}
}
return true;
}