private void addToDictionary(QuickFix42.ExecutionReport msg)
        {
            ClOrdID clID = new ClOrdID();

            msg.getField(clID);
            string ID = clID.getValue();

            if (TodaysMessages.ContainsKey(ID))
            {
                TodaysMessages[ID].Add(msg);
            }
            else
            {
                List <QuickFix42.ExecutionReport> list = new List <QuickFix42.ExecutionReport>();
                list.Add(msg);
                TodaysMessages.Add(ID, list);
            }
        }
示例#2
0
        private static void _AddToDictionary(QuickFix42.ExecutionReport msg)
        {
            ClOrdID clId = new ClOrdID();

            msg.getField(clId);
            string id = clId.getValue();

            if (TodaysMessages.ContainsKey(id))
            {
                TodaysMessages[id].Add(msg);
            }
            else
            {
                List <QuickFix42.ExecutionReport> list = new List <QuickFix42.ExecutionReport> {
                    msg
                };
                TodaysMessages.Add(id, list);
            }
        }
示例#3
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();
        }