Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

[<reg...@ho...>]

Well I have decided to "ignore" the type since I just want to convert
QuickFIX message into a proper C# Value object.
I have done something like this:

FIXMsgs fixMsg = new FIXMsgs();
fixMsg.SenderCompID = msg.getHeader().getField(new
SenderCompID()).getValue();
ixMsg.TargetCompID = msg.getHeader().getField(new
TargetCompID()).getValue();
fixMsg.SeqNum = msg.getHeader().getField(new MsgSeqNum()).getValue();
fixMsg.MessageType = msg.getHeader().getString(MsgType.FIELD);
if (msg.isSetField(OrdType.FIELD))
   fixMsg.OrderType = msg.getString(OrdType.FIELD);

etc...

Anyway I still think that having to clone the QuickFIX message to process
it async is quite dodgy... definitely not very performant.

On Wed, 30 Sep 2009 09:55:23 +0100, "Kotecha, Ravi"
<Rav...@st...> wrote:
> Hi Regis, 
> 
> Have you tried the slightly more 'dirty' approach of setString?
> Instead of:
>   NewOrderSingle order = new NewOrderSingle(message.ToString());
> Try:
>   NewOrderSingle order = new NewOrderSingle();
>   order.setString(message.ToString());
> 
> I've used something similar in the past when our QF engine would dump
> messages in a raw format straight into a database for processing later.
> 
> Regards, 
> Ravi Kotecha
> 
> -----Original Message-----
> From: reg...@ho... [mailto:reg...@ho...] 
> Sent: 29 September 2009 19:41
> To: qui...@li...
> Subject: Re: [Quickfix-developers] .Net: Cloning QuickFix.Message
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Note that, the reason why I need to clone the message (which I would
> avoid
> to do as it's CPU consuming), is because it seems that when one tries to
> deal with the QuickFix message received directly from fromApp() or
> ToApp()
> asynchronoulsy the following problem arises:
> 
> public void FromApp(Message message)
> {
>    DoSomthingAsynchronously(message);
>    crack(message);
> }
> 
> will result in the asynchronous method to handle a message that can be
> "replaced" by the syncronous QuickFIX thread before it has a chance to be
> handled.
> e.g:
> 
> -> Receive MSG1
> -> Enqueue MSG1 for async processing
> -> Receive MSG2
> -> Process MSG1 asyncronously -> It is now pointing to MSG2!
> 
> This is probably due to a C++ memory handling approach but complicates
> things when used through the .Net Wrapper.
> 
> Hope I make sense.
> 
> Regis.
> 
> On Tue, 29 Sep 2009 11:21:10 -0700 (PDT), Brian Erst
> <azz...@ya...> wrote:
>> It looks like it's because you're instantiating a base class (Message)
> and
>> trying to cast it to a derived class (NewOrderSingle).
>> 
>> As far as I can tell, Message doesn't define a clone method, so you'd
>> probably have to figure out the message type first, then use the copy
>> constructor for the derived class, e.g.
>> 
>> Message newMsg;
>> if (msg instanceof NewOrderSingle)
>> {
>>     newMsg = new NewOrderSingle(msg);  // NewOrderSingle's copy
>> constructor for NOS and Message are identical
>> } ... etc...
>> 
>> Obviously, if you had a bunch of different messages you wanted to
> clone,
>> you'd be better off building a switch statement off the MsgType of the
>> message.
>> 
>> - Brian Erst
>> Thynk Software, Inc.
>> 
>> 
>> 
>> 
>> ________________________________
>> From: "reg...@ho..." <reg...@ho...>
>> To: qui...@li...
>> Sent: Tuesday, September 29, 2009 11:46:48 AM
>> Subject: [Quickfix-developers] .Net: Cloning QuickFix.Message
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> 
>> Hi,
>> 
>> I'd like to clone FIX Messages. I have tried
>> fromApp(Message msg)
>> {
>> Message newMsg = new Message(msg.ToString);
>> }
>> 
>> which seems to work fine.
>> Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
>> e.g
>> 
>> NewOrderSingle order = newMsg as NewOrderSingle;
>> 
>> does not work anymore. (even though newMsg is indeed a NewOrderSingle
>> 35=D)
>> 
>> Any idea why?
>> 
>> Thanks,
>> 
>> Regis
>> 
>> 
>>
>
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