Re: [Quickfix-developers] Just Starting...

[Patrick W. <pw...@ka...>]

You need to call the crack method.
In this example I create an AdapterTradeResult class which encapsulates
the response in a way which is sensible for my systems (sorry about
formatting).=20
My Application-Derived class (not included here) calls this adapter
whenever it receives a message.
=09
public class QuickFixAdapter : MessageCracker
{
	.....

        public virtual void fromAdmin(Message message_, SessionID
session_)
        {
            crack(message_, session_);
        }

        public virtual void fromApp(Message message_, SessionID
session_)
        {
            crack(message_, session_);
        }
       =20
public override void onMessage(QuickFix42.ExecutionReport message_,
SessionID session)
        {
            OrdType ordType =3D message_.getOrdType();
            SecurityType secType =3D message_.getSecurityType();
            ClOrdID orderId =3D message_.getClOrdID();
            OrderID tradeId =3D message_.getOrderID();
            ExecTransType transType =3D message_.getExecTransType();
            ExecType type =3D message_.getExecType();
            OrdRejReason reason =3D new OrdRejReason();
            Text text =3D new Text();

            if (message_.isSetOrdRejReason())
            {
                reason =3D message_.getOrdRejReason();
            }

            if (message_.isSetText())
            {
                text =3D message_.getText();
            }

            Symbol symbol =3D message_.getSymbol();
            Currency currency =3D message_.getCurrency();
            Side side =3D message_.getSide();

            Price price =3D new Price();
            if (message_.isSetPrice())
            {
                price =3D message_.getPrice();
            }

            OrderQty qty =3D new OrderQty();
            if (message_.isSetOrderQty())
            {
                qty =3D message_.getOrderQty();
            }

            TransactTime transactTime =3D new TransactTime();
            if (message_.isSetTransactTime())
            {
                transactTime =3D message_.getTransactTime();
            }



            char execType =3D type.getValue();
            switch (execType)
            {
                case Configuration.Constants.EXEC_TYPE_FILLED:
                    {
                       =20
                        AdapterTradeResult tr =3D new
AdapterTradeResult();
                        tr.AdapterType =3D _type;
                        tr.Status =3D =
eOrderAutoTradeResultStatus.Success;
                        tr.Quantity =3D (int)qty.getValue();
                        tr.Price =3D price.getValue();
                        tr.Direction =3D side.getValue() =3D=3D
Configuration.Constants.SIDE_BUY ?
eOrderDirection.Buy : eOrderDirection.Sell;
                        tr.TradeTime =3D transactTime.getValue();
                        tr.ExecutionOrderId =3D eeOrder.EEOrderId;
                        tr.FillId =3D tradeId.getValue();
                    }
                    break;

                case Configuration.Constants.EXEC_TYPE_REJECTED:
                    {
                      =20
                        string rejectionReason =3D "Rejection code: " +
Convert.ToInt32(reason.getValue());
                        rejectionReason +=3D " description: " +
text.getValue();


                        AdapterTradeResult tr =3D new
AdapterTradeResult();
                        tr.AdapterType =3D _type;
                        tr.Status =3D
eOrderAutoTradeResultStatus.Rejected;
                        tr.Description =3D rejectionReason;
                        tr.TradeTime =3D transactTime.getValue();

                    }
                    break;

            }

	  //now I send the AdapterTradeResult message to downstream
systems 		for processing
		......
        }
}

Good luck.
Patrick


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
azmat
Sent: Thursday, 17 January 2008 9:23 AM
To: qui...@li...
Subject: Re: [Quickfix-developers] Just Starting...

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


I went through the executor project
(http://www.quickfixengine.org/quickfix/doc/html/csharp/application_2.ht
ml)=20
but I can't see how this is beneficial to me. =20

I have this in my code write now:

ThreadedSocketInitiator _initiator =3D null;
        public void Start()
        {
            if (_initiator !=3D null)
                throw new Exception("Already Started");

            SessionSettings settings =3D new
SessionSettings("FixSettings.txt");
            Application application =3D new QFWrapper(this);
            FileStoreFactory storeFactory =3D new
FileStoreFactory(settings);
            FileLogFactory logFactory =3D new FileLogFactory(settings);
            MessageFactory messageFactory =3D new =
DefaultMessageFactory();
            _initiator =3D new ThreadedSocketInitiator(application,
storeFactory, settings, logFactory, messageFactory);
            _initiator.start();
        }


I have a qfwrapper class that is a nested class inside of a FixServer
class.=20
QFWrapper inherits from MessageCracker and implements the QF Interface
methods.  The FIXServer class is the class that contains the start, stop
and
all the delegates I will need in order to function with a windows form.


I can now communicate with our brokerage company, but the problem is in
dissecting the messages that come back from the FIX Server.  How do I
(or
where do I) take the message apart to realize what type of message it
is...so I can then write all the various handling methods for the many
different types of messages that we might expect from the Server.

I imagine I will need to capture the message (in order to dissect it and
run
my own business logic) in the fromApp function.  But I have no idea how
to
do any of the FIX Message 'surgery', so to speak.=20

Can someone help shed some light on this?

thanks!
Azmat



Paige wrote:
>=20
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> You should start with the executor project.  Review the code, set up a
> config file with your connections and see if you can connect.  You can
go
> to the Open Fix testing website to see if you can connect and practice
> sending different types of orders.  Below is my config file code:
>=20
>=20

--=20
View this message in context:
http://www.nabble.com/Just-Starting...-tp14811784p14896451.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


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