// MESSAGECRACKER BASE CLASS FUNCTIONS
        #region MESSAGECRACKER INHERITED FUNCTIONS

        //need new order single
        //Order cancel request
        //order cancel replace reject
        //session level reject 35=3

        // Upon receipt of an executed trade message
        public override void onMessage(QuickFix42.ExecutionReport message, SessionID sessionId)
        {
            //            MessageBox.Show("ExecutionReport: " + message.ToString());
            string theMessage = message.ToString();

            //Console.WriteLine("Execution Received: "+ theMessage);

            if (!message.isSetField(35) && !message.getHeader().isSetField(35))
            {
                message.setField(35, "8");
            }

            DbHandle.Instance.InsertMessageCommand("MlDropCopy", new GatFixMessage(message, "MlDropCopy", _executionFieldMap));
        }
示例#2
0
        // MESSAGECRACKER BASE CLASS FUNCTIONS
        #region MESSAGECRACKER INHERITED FUNCTIONS

        //need new order single
        //Order cancel request
        //order cancel replace reject
        //session level reject 35=3

        // Upon receipt of an executed trade message
        public override void onMessage(QuickFix42.ExecutionReport message, SessionID sessionID)
        {
            //oOrderManager.ProcessExecution(message, sessionID); // passing the work to the order manager
            //            MessageBox.Show("ExecutionReport: " + message.ToString());
            string theMessage = message.ToString();

            Console.WriteLine("Execution Received: " + theMessage);

            //ConsoleKeyInfo keyInfo;
            //if(!once)
            //     keyInfo = Console.ReadKey();

            //once = true;

            //orderCount++;
            //tw.WriteLine(orderCount + " *__* " + message.ToString());

            OrderID orderID = new OrderID();

            message.getField(orderID);
            Program.ExecutionOrderID = orderID.getValue();
        }