int testFileStoreNewOrderSingle( int count )
{
FIX::BeginString beginString( FIX::BeginString_FIX42 );
FIX::SenderCompID senderCompID( "SENDER" );
FIX::TargetCompID targetCompID( "TARGET" );
FIX::SessionID id( beginString, senderCompID, targetCompID );
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message
( clOrdID, handlInst, symbol, side, transactTime, ordType );
message.getHeader().set( FIX::MsgSeqNum( 1 ) );
std::string messageString = message.toString();
FIX::FileStore store( "store", id );
store.reset();
count = count - 1;
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
{
store.set( ++i, messageString );
}
int end = GetTickCount();
store.reset();
return end - start;
}
void Application::updateOrder( const Order& order, char status )
{
FIX::TargetCompID targetCompID( order.getOwner() );
FIX::SenderCompID senderCompID( order.getTarget() );
FIX42::ExecutionReport fixOrder
( FIX::OrderID ( order.getClientID() ),
FIX::ExecID ( m_generator.genExecutionID() ),
FIX::ExecTransType ( FIX::ExecTransType_NEW ),
FIX::ExecType ( status ),
FIX::OrdStatus ( status ),
FIX::Symbol ( order.getSymbol() ),
FIX::Side ( convert( order.getSide() ) ),
FIX::LeavesQty ( order.getOpenQuantity() ),
FIX::CumQty ( order.getExecutedQuantity() ),
FIX::AvgPx ( order.getAvgExecutedPrice() ) );
fixOrder.set( FIX::ClOrdID( order.getClientID() ) );
fixOrder.set( FIX::OrderQty( order.getQuantity() ) );
if ( status == FIX::OrdStatus_FILLED ||
status == FIX::OrdStatus_PARTIALLY_FILLED )
{
fixOrder.set( FIX::LastShares( order.getLastExecutedQuantity() ) );
fixOrder.set( FIX::LastPx( order.getLastExecutedPrice() ) );
}
try
{
FIX::Session::sendToTarget( fixOrder, senderCompID, targetCompID );
}
catch ( FIX::SessionNotFound& ) {}}
Session* Acceptor::getSession
( const std::string& msg, Responder& responder )
{
Message message;
if ( !message.setStringHeader( msg ) )
return 0;
BeginString beginString;
SenderCompID clSenderCompID;
TargetCompID clTargetCompID;
MsgType msgType;
try
{
message.getHeader().getField( beginString );
message.getHeader().getField( clSenderCompID );
message.getHeader().getField( clTargetCompID );
message.getHeader().getField( msgType );
if ( msgType != "A" ) return 0;
SenderCompID senderCompID( clTargetCompID );
TargetCompID targetCompID( clSenderCompID );
SessionID sessionID( beginString, senderCompID, targetCompID );
Sessions::iterator i = m_sessions.find( sessionID );
if ( i != m_sessions.end() )
{
i->second->setResponder( &responder );
return i->second;
}
}
catch ( FieldNotFound& ) {}
return 0;
}
void Application::rejectOrder
( const FIX::SenderCompID& sender, const FIX::TargetCompID& target,
const FIX::ClOrdID& clOrdID, const FIX::Symbol& symbol,
const FIX::Side& side, const std::string& message )
{
FIX::TargetCompID targetCompID( sender.getValue() );
FIX::SenderCompID senderCompID( target.getValue() );
FIX42::ExecutionReport fixOrder
( FIX::OrderID ( clOrdID.getValue() ),
FIX::ExecID ( m_generator.genExecutionID() ),
FIX::ExecTransType ( FIX::ExecTransType_NEW ),
FIX::ExecType ( FIX::ExecType_REJECTED ),
FIX::OrdStatus ( FIX::ExecType_REJECTED ),
symbol, side, FIX::LeavesQty( 0 ), FIX::CumQty( 0 ), FIX::AvgPx( 0 ) );
fixOrder.set( clOrdID );
fixOrder.set( FIX::Text( message ) );
try
{
FIX::Session::sendToTarget( fixOrder, senderCompID, targetCompID );
}
catch ( FIX::SessionNotFound& ) {}}