本文整理汇总了C#中QuickFix.GetInt方法的典型用法代码示例。如果您正苦于以下问题:C# QuickFix.GetInt方法的具体用法?C# QuickFix.GetInt怎么用?C# QuickFix.GetInt使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类QuickFix
的用法示例。
在下文中一共展示了QuickFix.GetInt方法的3个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: OnMessage
//Receive market data
public void OnMessage(QuickFix.FIX42.MarketDataSnapshotFullRefresh message, SessionID session)
{
decimal _bidPrice = 0.00M;
decimal _askPrice = 0.00M;
try
{
QuickFix.Group noMDEntriesGrp = new QuickFix.FIX42.MarketDataSnapshotFullRefresh.NoMDEntriesGroup();
for (int grpIndex = 1; grpIndex <= message.GetInt(QuickFix.Fields.Tags.NoMDEntries); grpIndex += 1)
{
noMDEntriesGrp = message.GetGroup(grpIndex, QuickFix.Fields.Tags.NoMDEntries);
if (noMDEntriesGrp.IsSetField(QuickFix.Fields.Tags.BidPx))
{
_bidPrice = QuickFix.Fields.Converters.DecimalConverter.Convert(noMDEntriesGrp.GetField(QuickFix.Fields.Tags.BidPx));
}
if (noMDEntriesGrp.IsSetField(QuickFix.Fields.Tags.OfferPx))
{
_askPrice = QuickFix.Fields.Converters.DecimalConverter.Convert(noMDEntriesGrp.GetField(QuickFix.Fields.Tags.OfferPx));
}
}
string SecEx = null;
string symbol = null;
string secID = null;
QuickFix.Fields.SecurityExchange se = new QuickFix.Fields.SecurityExchange();
if (message.IsSetField(se))
{ SecEx = message.GetField(se).ToString(); }
QuickFix.Fields.Symbol s = new QuickFix.Fields.Symbol();
if (message.IsSetField(s))
{ symbol = message.GetField(s).ToString(); }
QuickFix.Fields.SecurityID sid = new QuickFix.Fields.SecurityID();
if (message.IsSetField(sid))
{ secID = message.GetField(sid).ToString(); }
updatePrices(SecEx, symbol, secID, _bidPrice, _askPrice);
}
catch (Exception ex)
{
updateDisplay(string.Format("QuickFIX Error: {0}", System.Reflection.MethodBase.GetCurrentMethod().Name));
log.WriteLog(string.Format("{0} : {1}", System.Reflection.MethodBase.GetCurrentMethod().Name, ex.ToString()));
}
}
示例2: Create
public Session Create(SessionID sessionID, QuickFix.Dictionary settings)
{
string connectionType = settings.GetString(SessionSettings.CONNECTION_TYPE);
if (!"acceptor".Equals(connectionType) && !"initiator".Equals(connectionType))
throw new ConfigError("Invalid ConnectionType");
if ("acceptor".Equals(connectionType) && settings.Has(SessionSettings.SESSION_QUALIFIER))
throw new ConfigError("SessionQualifier cannot be used with acceptor.");
bool useDataDictionary = true;
if (settings.Has(SessionSettings.USE_DATA_DICTIONARY))
useDataDictionary = settings.GetBool(SessionSettings.USE_DATA_DICTIONARY);
QuickFix.Fields.ApplVerID defaultApplVerID = null;
if (sessionID.IsFIXT)
{
if (!settings.Has(SessionSettings.DEFAULT_APPLVERID))
{
throw new ConfigError("ApplVerID is required for FIXT transport");
}
defaultApplVerID = Message.GetApplVerID(settings.GetString(SessionSettings.DEFAULT_APPLVERID));
}
DataDictionaryProvider dd = new DataDictionaryProvider();
if (useDataDictionary)
{
if (sessionID.IsFIXT)
ProcessFixTDataDictionaries(sessionID, settings, dd);
else
ProcessFixDataDictionary(sessionID, settings, dd);
}
int heartBtInt = 0;
if ( connectionType == "initiator" )
{
heartBtInt = System.Convert.ToInt32(settings.GetLong( SessionSettings.HEARTBTINT ));
if ( heartBtInt <= 0 )
throw new ConfigError( "Heartbeat must be greater than zero" );
}
string senderDefaultApplVerId = "";
if(defaultApplVerID != null)
senderDefaultApplVerId = defaultApplVerID.Obj;
Session session = new Session(
application_,
messageStoreFactory_,
sessionID,
dd,
new SessionSchedule(settings),
heartBtInt,
logFactory_,
messageFactory_,
senderDefaultApplVerId);
if (settings.Has(SessionSettings.SEND_REDUNDANT_RESENDREQUESTS))
session.SendRedundantResendRequests = settings.GetBool(SessionSettings.SEND_REDUNDANT_RESENDREQUESTS);
if (settings.Has(SessionSettings.RESEND_SESSION_LEVEL_REJECTS))
session.ResendSessionLevelRejects = settings.GetBool(SessionSettings.RESEND_SESSION_LEVEL_REJECTS);
/** FIXME - implement optional settings
if (settings.Has(SessionSettings.CHECK_COMPID))
session.SetCheckCompId(settings.GetBool(SessionSettings.CHECK_COMPID));
*/
if (settings.Has(SessionSettings.CHECK_LATENCY))
session.CheckLatency = settings.GetBool(SessionSettings.CHECK_LATENCY);
if (settings.Has(SessionSettings.MAX_LATENCY))
session.MaxLatency = settings.GetInt(SessionSettings.MAX_LATENCY);
if (settings.Has(SessionSettings.LOGON_TIMEOUT))
session.LogonTimeout = settings.GetInt(SessionSettings.LOGON_TIMEOUT);
if (settings.Has(SessionSettings.LOGOUT_TIMEOUT))
session.LogoutTimeout = settings.GetInt(SessionSettings.LOGOUT_TIMEOUT);
if (settings.Has(SessionSettings.RESET_ON_LOGON))
session.ResetOnLogon = settings.GetBool(SessionSettings.RESET_ON_LOGON);
if (settings.Has(SessionSettings.RESET_ON_LOGOUT))
session.ResetOnLogout = settings.GetBool(SessionSettings.RESET_ON_LOGOUT);
if (settings.Has(SessionSettings.RESET_ON_DISCONNECT))
session.ResetOnDisconnect = settings.GetBool(SessionSettings.RESET_ON_DISCONNECT);
if (settings.Has(SessionSettings.REFRESH_ON_LOGON))
session.RefreshOnLogon = settings.GetBool(SessionSettings.REFRESH_ON_LOGON);
if (settings.Has(SessionSettings.PERSIST_MESSAGES))
session.PersistMessages = settings.GetBool(SessionSettings.PERSIST_MESSAGES);
if (settings.Has(SessionSettings.MILLISECONDS_IN_TIMESTAMP))
session.MillisecondsInTimeStamp = settings.GetBool(SessionSettings.MILLISECONDS_IN_TIMESTAMP);
if (settings.Has(SessionSettings.ENABLE_LAST_MSG_SEQ_NUM_PROCESSED))
session.EnableLastMsgSeqNumProcessed = settings.GetBool(SessionSettings.ENABLE_LAST_MSG_SEQ_NUM_PROCESSED);
if (settings.Has(SessionSettings.MAX_MESSAGES_IN_RESEND_REQUEST))
session.MaxMessagesInResendRequest = settings.GetInt(SessionSettings.MAX_MESSAGES_IN_RESEND_REQUEST);
if (settings.Has(SessionSettings.SEND_LOGOUT_BEFORE_TIMEOUT_DISCONNECT))
session.SendLogoutBeforeTimeoutDisconnect = settings.GetBool(SessionSettings.SEND_LOGOUT_BEFORE_TIMEOUT_DISCONNECT);
if (settings.Has(SessionSettings.IGNORE_POSSDUP_RESEND_REQUESTS))
session.IgnorePossDupResendRequests = settings.GetBool(SessionSettings.IGNORE_POSSDUP_RESEND_REQUESTS);
if (settings.Has(SessionSettings.VALIDATE_LENGTH_AND_CHECKSUM))
session.ValidateLengthAndChecksum = settings.GetBool(SessionSettings.VALIDATE_LENGTH_AND_CHECKSUM);
if (settings.Has(SessionSettings.RESETSEQUENCE_MESSAGE_REQUIRES_ORIGSENDINGTIME))
session.RequiresOrigSendingTime = settings.GetBool(SessionSettings.RESETSEQUENCE_MESSAGE_REQUIRES_ORIGSENDINGTIME);
return session;
}
示例3: Configure
/// <summary>
/// Setup socket settings based on setttings specified in dictionary
/// </summary>
/// <remarks>
/// used "Configure" as name since it is used in a lot of other places,
/// alternative names are ReadSettings or FromDictionary
/// </remarks>
/// <param name="dictionary">the dictionary to read the settings from</param>
public void Configure(QuickFix.Dictionary dictionary)
{
if (dictionary.Has(SessionSettings.SOCKET_NODELAY))
SocketNodelay = dictionary.GetBool(SessionSettings.SOCKET_NODELAY);
if (dictionary.Has(SessionSettings.SOCKET_RECEIVE_BUFFER_SIZE))
SocketReceiveBufferSize = dictionary.GetInt(SessionSettings.SOCKET_RECEIVE_BUFFER_SIZE);
if (dictionary.Has(SessionSettings.SOCKET_SEND_BUFFER_SIZE))
SocketSendBufferSize = dictionary.GetInt(SessionSettings.SOCKET_SEND_BUFFER_SIZE);
if (dictionary.Has(SessionSettings.SSL_SERVERNAME))
ServerCommonName = dictionary.GetString(SessionSettings.SSL_SERVERNAME);
if (dictionary.Has(SessionSettings.SSL_CA_CERTIFICATE))
CACertificatePath = dictionary.GetString(SessionSettings.SSL_CA_CERTIFICATE);
if (dictionary.Has(SessionSettings.SSL_CERTIFICATE))
CertificatePath = dictionary.GetString(SessionSettings.SSL_CERTIFICATE);
if (dictionary.Has(SessionSettings.SSL_CERTIFICATE_PASSWORD))
CertificatePassword = dictionary.GetString(SessionSettings.SSL_CERTIFICATE_PASSWORD);
if (dictionary.Has(SessionSettings.SSL_VALIDATE_CERTIFICATES))
ValidateCertificates = dictionary.GetBool(SessionSettings.SSL_VALIDATE_CERTIFICATES);
if (dictionary.Has(SessionSettings.SSL_CHECK_CERTIFICATE_REVOCATION))
CheckCertificateRevocation = dictionary.GetBool(SessionSettings.SSL_CHECK_CERTIFICATE_REVOCATION);
// Use setting for client certificate check if one exist
// otherwise enable client certificate check if a ca certificate is specified
if (dictionary.Has(SessionSettings.SSL_REQUIRE_CLIENT_CERTIFICATE))
RequireClientCertificate = dictionary.GetBool(SessionSettings.SSL_REQUIRE_CLIENT_CERTIFICATE);
// Use setting for SSL if one exist
// otherwise enable ssl if certificate path is specified
if (dictionary.Has(SessionSettings.SSL_ENABLE))
UseSSL = dictionary.GetBool(SessionSettings.SSL_ENABLE);
else
UseSSL = !string.IsNullOrEmpty(CertificatePath);
if (dictionary.Has(SessionSettings.SSL_PROTOCOLS))
{
var protocolString = dictionary.GetString(SessionSettings.SSL_PROTOCOLS);
try
{
SslProtocol = (System.Security.Authentication.SslProtocols)
Enum.Parse(typeof(System.Security.Authentication.SslProtocols), protocolString, true);
}
catch (Exception)
{
// TODO: figure out a way to log this somehow (even though it's not likely to occur)
}
}
}