void RequestApplication::fromApp( const FIX::Message& message, const FIX::SessionID& sessionId )
throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, FIX::UnsupportedMessageType )
{
#ifndef NDEBUG
if ( message.getHeader().getField( FIX::FIELD::SenderCompID ).find( orderGeneratorId ) == std::string::npos )
{
dismantleFIX( "INBOUND", message.toString() ) ;
}
#endif
try
{
crack( message, sessionId );
}
catch( std::exception &e )
{
FIX42::Reject fixReject;
fixReject.setField( FIX::FIELD::RefSeqNum, message.getHeader().getField( FIX::FIELD::MsgSeqNum ) ) ;
fixReject.setField( FIX::FIELD::RefMsgType, message.getHeader().getField( FIX::FIELD::MsgType ) ) ;
// fixReject.setField( FIX::FIELD::RefTagID,
fixReject.setField( FIX::FIELD::Text, e.what() ) ;
// fixReject.setField( FIX::FIELD::SessionRejectReason ( sessionRejectReason ) ) ;
try
{
FIX::Session::sendToTarget ( fixReject, sessionId ) ;
}
catch ( FIX::SessionNotFound &e )
{
std::cout << "Error on Sending execution report " << e.what() << std::endl ;
}
}
}
void RequestApplication::toApp( FIX::Message&message, const FIX::SessionID& )
throw( FIX::DoNotSend )
{
#ifndef NDEBUG
if( message.getHeader().getField( FIX::FIELD::TargetCompID ).find( orderGeneratorId ) == std::string::npos )
{
dismantleFIX( "OUTBOUND", message.toString() ) ;
}
#endif
}