I am new to QuickFix, and have run myself down some deadends, but I have
a working c# application that does most of the basic things you list
below. I created a FixApplication class that implements the Application
interface, and that class declares an event delegate for each type of
action - login, logout, executionreport, cancel request, sequence reset,
etc. Each event has its own EventArgs subclass containing the data the
user needs, like the original message referred to by an execution
report, for example, or the sessionID in the case of the login event args.
My app limits itself to one session per instance of the FixApplication
class. I also have an OrderManager class that is a member variable of
the FixApplication class that does the work of sending messages of
different types. The one-session per Application instance works for my
requirements, but your needs may be different.
Then I wrote handlers that subscribe to the different events, one per
event type. These handlers are referenced by my UI code, as is the
FixApplication object. Everything is asynchronous.
abhijit wrote:
> Hi All
>
> i'm want to create a C# project for quickfix with
> following functionality list:
> 1) Logon
> 2) Logout
> 3) Test Request
> 4) Resend Request
> 5) Reject (session-level)
> 6) Sequence Reset
> 7) Gap Fill
> 8) New Order - single
> 9) Order Cancel Request
> 10) Order Cancel Reject
> 11) Order Cancel/Replace (= Order Modification Request)
> 12) Execution Report (Receive)
>
> Any body help me for what is the right way?
>
> Thanks
> Avijit Mitra
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