new public void onMessage(QuickFix.FIX43.MarketDataRequestReject reject, SessionID sessionID) { string str = reject.isSetText() ? reject.getText().getValue() : ""; this.provider.EmitError(string.Format(BeAEwTZGlZaeOmY5cm.J00weU3cM6(582), (object)reject.getMDReqID().getValue(), (object)str)); }
public void onMessage(QuickFix.FIX43.BusinessMessageReject message, SessionID sessionID) { this.provider.EmitError(message.isSetText() ? message.getText().getValue() : BeAEwTZGlZaeOmY5cm.J00weU3cM6(702)); }
public void onMessage(QuickFix.FIX42.TradingSessionStatus message, SessionID sessionID) { List<string> list = new List<string>(); list.Add(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1532)); if (this.SessionEquals(sessionID, this.priceSessionID)) list.Add(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1578)); if (this.SessionEquals(sessionID, this.orderSessionID)) list.Add(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1592)); if (message.isSetTradSesStatus()) { int num = message.getTradSesStatus().getValue(); list.Add(string.Format(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1606), (object) num, (object) FIXTradSesStatus.ToString(num))); } if (message.isSetText()) list.Add(string.Format(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1654), (object) message.getText().getValue())); this.provider.EmitError(string.Join(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1674), (IEnumerable<string>) list)); }
public void onMessage(QuickFix.FIX42.ExecutionReport report, SessionID sessionID) { SmartQuant.FIX.ExecutionReport report1 = new SmartQuant.FIX.ExecutionReport(); if (report.isSetOrderID()) report1.OrderID = report.getOrderID().getValue(); if (report.isSetSecondaryOrderID()) report1.SecondaryOrderID = report.getSecondaryOrderID().getValue(); if (report.isSetClOrdID()) report1.ClOrdID = report.getClOrdID().getValue(); if (report.isSetOrigClOrdID()) report1.OrigClOrdID = report.getOrigClOrdID().getValue(); if (report.isSetListID()) report1.ListID = report.getListID().getValue(); if (report.isSetExecID()) report1.ExecID = report.getExecID().getValue(); if (report.isSetExecRefID()) report1.ExecRefID = report.getExecRefID().getValue(); if (report.isSetExecType()) ((FIXExecutionReport)report1).ExecType = report.getExecType().getValue(); if (report.isSetOrdStatus()) ((FIXExecutionReport)report1).OrdStatus = report.getOrdStatus().getValue(); if (report.isSetOrdRejReason()) report1.OrdRejReason = report.getOrdRejReason().getValue(); if (report.isSetExecRestatementReason()) report1.ExecRestatementReason = report.getExecRestatementReason().getValue(); if (report.isSetAccount()) report1.Account = report.getAccount().getValue(); if (report.isSetSettlmntTyp()) report1.SettlType = report.getSettlmntTyp().getValue(); if (report.isSetSymbol()) report1.Symbol = report.getSymbol().getValue(); if (report.isSetSymbolSfx()) report1.SymbolSfx = report.getSymbolSfx().getValue(); if (report.isSetSecurityID()) report1.SecurityID = report.getSecurityID().getValue(); if (report.isSetSecurityType()) report1.SecurityType = report.getSecurityType().getValue(); if (report.isSetMaturityMonthYear()) report1.MaturityMonthYear = report.getMaturityMonthYear().getValue(); if (report.isSetMaturityDay()) report1.MaturityDate = DateTime.Parse(report.getMaturityDay().getValue()); if (report.isSetStrikePrice()) report1.StrikePrice = report.getStrikePrice().getValue(); if (report.isSetOptAttribute()) report1.OptAttribute = report.getOptAttribute().getValue(); if (report.isSetContractMultiplier()) report1.ContractMultiplier = report.getContractMultiplier().getValue(); if (report.isSetCouponRate()) report1.CouponRate = report.getCouponRate().getValue(); if (report.isSetSecurityExchange()) report1.SecurityExchange = report.getSecurityExchange().getValue(); if (report.isSetIssuer()) report1.Issuer = report.getIssuer().getValue(); if (report.isSetEncodedIssuerLen()) report1.EncodedIssuerLen = report.getEncodedIssuerLen().getValue(); if (report.isSetEncodedIssuer()) report1.EncodedIssuer = report.getEncodedIssuer().getValue(); if (report.isSetSecurityDesc()) report1.SecurityDesc = report.getSecurityDesc().getValue(); if (report.isSetEncodedSecurityDescLen()) report1.EncodedSecurityDescLen = report.getEncodedSecurityDescLen().getValue(); if (report.isSetEncodedSecurityDesc()) report1.EncodedSecurityDesc = report.getEncodedSecurityDesc().getValue(); if (report.isSetSide()) ((FIXExecutionReport)report1).Side = report.getSide().getValue(); if (report.isSetOrderQty()) report1.OrderQty = report.getOrderQty().getValue(); if (report.isSetCashOrderQty()) report1.CashOrderQty = report.getCashOrderQty().getValue(); if (report.isSetOrdType()) ((FIXExecutionReport)report1).OrdType = report.getOrdType().getValue(); if (report.isSetPrice()) report1.Price = report.getPrice().getValue(); if (report.isSetStopPx()) report1.StopPx = report.getStopPx().getValue(); if (report.isSetDiscretionInst()) report1.DiscretionInst = report.getDiscretionInst().getValue(); if (report.isSetDiscretionOffset()) report1.DiscretionOffsetValue = report.getDiscretionOffset().getValue(); if (report.isSetCurrency()) report1.Currency = report.getCurrency().getValue(); if (report.isSetComplianceID()) report1.ComplianceID = report.getComplianceID().getValue(); if (report.isSetTimeInForce()) ((FIXExecutionReport)report1).TimeInForce = report.getTimeInForce().getValue(); if (report.isSetEffectiveTime()) report1.EffectiveTime = report.getEffectiveTime().getValue(); if (report.isSetExpireDate()) report1.ExpireDate = DateTime.Parse(report.getExpireDate().getValue()); if (report.isSetExpireTime()) report1.ExpireTime = report.getExpireTime().getValue(); if (report.isSetExecInst()) report1.ExecInst = report.getExecInst().getValue(); if (report.isSetLastShares()) report1.LastQty = report.getLastShares().getValue(); if (report.isSetLastPx()) report1.LastPx = report.getLastPx().getValue(); if (report.isSetLastSpotRate()) report1.LastSpotRate = report.getLastSpotRate().getValue(); if (report.isSetLastForwardPoints()) report1.LastForwardPoints = report.getLastForwardPoints().getValue(); if (report.isSetLastMkt()) report1.LastMkt = report.getLastMkt().getValue(); if (report.isSetTradingSessionID()) report1.TradingSessionID = report.getTradingSessionID().getValue(); if (report.isSetLastCapacity()) report1.LastCapacity = report.getLastCapacity().getValue(); if (report.isSetLeavesQty()) report1.LeavesQty = report.getLeavesQty().getValue(); if (report.isSetCumQty()) report1.CumQty = report.getCumQty().getValue(); if (report.isSetAvgPx()) report1.AvgPx = report.getAvgPx().getValue(); if (report.isSetDayOrderQty()) report1.DayOrderQty = report.getDayOrderQty().getValue(); if (report.isSetDayCumQty()) report1.DayCumQty = report.getDayCumQty().getValue(); if (report.isSetDayAvgPx()) report1.DayAvgPx = report.getDayAvgPx().getValue(); if (report.isSetGTBookingInst()) report1.GTBookingInst = report.getGTBookingInst().getValue(); if (report.isSetTradeDate()) report1.TradeDate = DateTime.Parse(report.getTradeDate().getValue()); if (report.isSetTransactTime()) report1.TransactTime = report.getTransactTime().getValue(); if (report.isSetCommission()) report1.Commission = report.getCommission().getValue(); if (report.isSetCommType()) ((FIXExecutionReport)report1).CommType = report.getCommType().getValue(); if (report.isSetGrossTradeAmt()) report1.GrossTradeAmt = report.getGrossTradeAmt().getValue(); if (report.isSetSettlCurrAmt()) report1.SettlCurrAmt = report.getSettlCurrAmt().getValue(); if (report.isSetSettlCurrency()) report1.SettlCurrency = report.getSettlCurrency().getValue(); if (report.isSetHandlInst()) report1.HandlInst = report.getHandlInst().getValue(); if (report.isSetMinQty()) report1.MinQty = report.getMinQty().getValue(); if (report.isSetMaxFloor()) report1.MaxFloor = report.getMaxFloor().getValue(); if (report.isSetMaxShow()) report1.MaxShow = report.getMaxShow().getValue(); if (report.isSetText()) report1.Text = report.getText().getValue(); if (report.isSetEncodedTextLen()) report1.EncodedTextLen = report.getEncodedTextLen().getValue(); if (report.isSetEncodedText()) report1.EncodedText = report.getEncodedText().getValue(); if (report.isSetOrderQty2()) report1.OrderQty2 = report.getOrderQty2().getValue(); if (report.isSetMultiLegReportingType()) report1.MultiLegReportingType = report.getMultiLegReportingType().getValue(); if (this.dyw7Oec2k == null) return; this.dyw7Oec2k((object)this, new ExecutionReportEventArgs(report1)); }
public void onMessage(QuickFix.FIX42.NewOrderSingle order, SessionID sessionID) { FIXNewOrderSingle fixNewOrderSingle = new FIXNewOrderSingle(); if (order.isSetClOrdID()) fixNewOrderSingle.ClOrdID = order.getClOrdID().getValue(); if (order.isSetAccount()) fixNewOrderSingle.Account = order.getAccount().getValue(); if (order.isSetSettlmntTyp()) fixNewOrderSingle.SettlType = order.getSettlmntTyp().getValue(); if (order.isSetHandlInst()) fixNewOrderSingle.HandlInst = order.getHandlInst().getValue(); if (order.isSetExecInst()) fixNewOrderSingle.ExecInst = order.getExecInst().getValue(); if (order.isSetMinQty()) fixNewOrderSingle.MinQty = order.getMinQty().getValue(); if (order.isSetMaxFloor()) fixNewOrderSingle.MaxFloor = order.getMaxFloor().getValue(); if (order.isSetExDestination()) fixNewOrderSingle.ExDestination = order.getExDestination().getValue(); if (order.isSetProcessCode()) fixNewOrderSingle.ProcessCode = order.getProcessCode().getValue(); if (order.isSetSymbol()) fixNewOrderSingle.Symbol = order.getSymbol().getValue(); if (order.isSetSymbolSfx()) fixNewOrderSingle.SymbolSfx = order.getSymbolSfx().getValue(); if (order.isSetSecurityID()) fixNewOrderSingle.SecurityID = order.getSecurityID().getValue(); if (order.isSetIDSource()) fixNewOrderSingle.SecurityIDSource = order.getIDSource().getValue(); if (order.isSetSecurityType()) fixNewOrderSingle.SecurityType = order.getSecurityType().getValue(); if (order.isSetMaturityMonthYear()) fixNewOrderSingle.MaturityMonthYear = order.getMaturityMonthYear().getValue(); if (order.isSetMaturityDay()) fixNewOrderSingle.MaturityDate = DateTime.Parse(order.getMaturityDay().getValue()); if (order.isSetStrikePrice()) fixNewOrderSingle.StrikePrice = order.getStrikePrice().getValue(); if (order.isSetOptAttribute()) fixNewOrderSingle.OptAttribute = order.getOptAttribute().getValue(); if (order.isSetContractMultiplier()) fixNewOrderSingle.ContractMultiplier = order.getContractMultiplier().getValue(); if (order.isSetCouponRate()) fixNewOrderSingle.CouponRate = order.getCouponRate().getValue(); if (order.isSetSecurityExchange()) fixNewOrderSingle.SecurityExchange = order.getSecurityExchange().getValue(); if (order.isSetIssuer()) fixNewOrderSingle.Issuer = order.getIssuer().getValue(); if (order.isSetEncodedIssuerLen()) fixNewOrderSingle.EncodedIssuerLen = order.getEncodedIssuerLen().getValue(); if (order.isSetEncodedIssuer()) fixNewOrderSingle.EncodedIssuer = order.getEncodedIssuer().getValue(); if (order.isSetSecurityDesc()) fixNewOrderSingle.SecurityDesc = order.getSecurityDesc().getValue(); if (order.isSetEncodedSecurityDescLen()) fixNewOrderSingle.EncodedSecurityDescLen = order.getEncodedSecurityDescLen().getValue(); if (order.isSetEncodedSecurityDesc()) fixNewOrderSingle.EncodedSecurityDesc = order.getEncodedSecurityDesc().getValue(); if (order.isSetPrevClosePx()) fixNewOrderSingle.PrevClosePx = order.getPrevClosePx().getValue(); if (order.isSetSide()) fixNewOrderSingle.Side = order.getSide().getValue(); if (order.isSetTransactTime()) fixNewOrderSingle.TransactTime = order.getTransactTime().getValue(); if (order.isSetOrderQty()) fixNewOrderSingle.OrderQty = order.getOrderQty().getValue(); if (order.isSetCashOrderQty()) fixNewOrderSingle.CashOrderQty = order.getCashOrderQty().getValue(); if (order.isSetOrdType()) fixNewOrderSingle.OrdType = order.getOrdType().getValue(); if (order.isSetPrice()) fixNewOrderSingle.Price = order.getPrice().getValue(); if (order.isSetStopPx()) fixNewOrderSingle.StopPx = order.getStopPx().getValue(); if (order.isSetComplianceID()) fixNewOrderSingle.ComplianceID = order.getComplianceID().getValue(); if (order.isSetIOIid()) fixNewOrderSingle.IOIID = order.getIOIid().getValue(); if (order.isSetQuoteID()) fixNewOrderSingle.QuoteID = order.getQuoteID().getValue(); if (order.isSetTimeInForce()) fixNewOrderSingle.TimeInForce = order.getTimeInForce().getValue(); if (order.isSetEffectiveTime()) fixNewOrderSingle.EffectiveTime = order.getEffectiveTime().getValue(); if (order.isSetExpireTime()) fixNewOrderSingle.ExpireTime = order.getExpireTime().getValue(); if (order.isSetGTBookingInst()) fixNewOrderSingle.GTBookingInst = order.getGTBookingInst().getValue(); if (order.isSetCommission()) fixNewOrderSingle.Commission = order.getCommission().getValue(); if (order.isSetText()) fixNewOrderSingle.Text = order.getText().getValue(); if (order.isSetEncodedTextLen()) fixNewOrderSingle.EncodedTextLen = order.getEncodedTextLen().getValue(); if (order.isSetEncodedText()) fixNewOrderSingle.EncodedText = order.getEncodedText().getValue(); if (order.isSetOrderQty2()) fixNewOrderSingle.OrderQty2 = order.getOrderQty2().getValue(); if (order.isSetCoveredOrUncovered()) fixNewOrderSingle.CoveredOrUncovered = order.getCoveredOrUncovered().getValue(); if (order.isSetMaxShow()) fixNewOrderSingle.MaxShow = order.getMaxShow().getValue(); if (!order.isSetDiscretionInst()) return; fixNewOrderSingle.DiscretionInst = order.getDiscretionInst().getValue(); }
public void onMessage(QuickFix.FIX42.MarketDataRequestReject reject, SessionID sessionID) { FIXMarketDataRequestReject MarketDataRequestReject = new FIXMarketDataRequestReject(); if (reject.isSetMDReqID()) MarketDataRequestReject.MDReqID = reject.getMDReqID().getValue(); if (reject.isSetMDReqRejReason()) MarketDataRequestReject.MDReqRejReason = reject.getMDReqRejReason().getValue(); if (reject.isSetText()) MarketDataRequestReject.Text = reject.getText().getValue(); if (reject.isSetEncodedTextLen()) MarketDataRequestReject.EncodedTextLen = reject.getEncodedTextLen().getValue(); if (reject.isSetEncodedText()) MarketDataRequestReject.EncodedText = reject.getEncodedText().getValue(); if (this.tTf2wRuxn == null) return; this.tTf2wRuxn((object)this, new FIXMarketDataRequestRejectEventArgs(MarketDataRequestReject)); }