Repeating Group Sample

Source code

using System;
using System.Diagnostics;
using System.IO;
using NLog.Extensions.Logging;
using OnixS.Fix;

namespace RepeatingGroup
{
    static class RepeatingGroupSample
    {

        /// <summary>
        /// The main entry point for the application.
        /// </summary>
        static int Main()
        {
            try
            {
                var settings = new EngineSettings()
                {
                    LicenseStore = GetLicenseStoreFolder(),
                    LoggerProvider = new NLogLoggerProvider()
                };
                Engine.Init(settings);

                Message marketDataRequest = CreateMarketDataRequestMessage();

                Log("Created FIX message in the native (tag=value) format:\n\n" + marketDataRequest);

                Log("\nThe same message in human-readable format:\n\n" + marketDataRequest.ToString(' ', FixStringFormat.TagName));

                ProcessMarketDataRequestMessage(marketDataRequest);

                Message order = CreateMessageWithNestedRepeatingGroups();

                ProcessMessageWithNestedRepeatingGroups(order);

                Engine.Shutdown();
            }
            catch(Exception ex)
            {
                Log("Exception: " + ex);

                return 1;
            }
            finally
            {
                // From https://github.com/NLog/NLog/wiki/Tutorial:
                // NET Application running on Mono / Linux are required to stop threads / timers before entering application shutdown phase.
                // Failing to do this will cause unhandled exceptions and segmentation faults, and other unpredictable behavior.
                NLog.LogManager.Shutdown(); // Flush and close down internal threads and timers
            }

            return 0;
        }

        /// <summary>
        /// Creates a Market Data Request (MsgType=V) message.
        /// </summary>
        static Message CreateMarketDataRequestMessage()
        {
            var request = new Message(OnixS.Fix.Fix44.MsgType.MarketDataRequest, Engine.Instance.MessageInfoDictionaryManager[ProtocolVersion.Fix44]);

            request.Set(OnixS.Fix.Fix44.Tag.MDReqID, "1")
                   .Set(OnixS.Fix.Fix44.Tag.SubscriptionRequestType, OnixS.Fix.Fix44.SubscriptionRequestType.SnapshotUpdate)
                   .Set(OnixS.Fix.Fix44.Tag.MarketDepth, "0")
                   .Set(OnixS.Fix.Fix44.Tag.MDUpdateType, OnixS.Fix.Fix44.MDUpdateType.Full);

            Group entryTypes = request.SetGroup(OnixS.Fix.Fix44.Tag.NoMDEntryTypes, 3);
            entryTypes.Set(OnixS.Fix.Fix44.Tag.MDEntryType, 0, OnixS.Fix.Fix44.MDEntryType.Bid);
            entryTypes.Set(OnixS.Fix.Fix44.Tag.MDEntryType, 1, OnixS.Fix.Fix44.MDEntryType.Offer);
            entryTypes.Set(OnixS.Fix.Fix44.Tag.MDEntryType, 2, OnixS.Fix.Fix44.MDEntryType.Trade);

            Group symbols = request.SetGroup(OnixS.Fix.Fix44.Tag.NoRelatedSym, 2);
            symbols.Set(OnixS.Fix.Fix44.Tag.Symbol, 0, "EUR/USD");
            symbols.Set(OnixS.Fix.Fix44.Tag.Symbol, 1, "GPS/USD");

            request.Validate();

            return request;
        }

        static void ProcessMarketDataRequestMessage(Message request)
        {
            Debug.Assert(OnixS.Fix.Fix44.MsgType.MarketDataRequest == request.Type);

            Group marketDataEntryTypes = request.GetGroup(OnixS.Fix.Fix44.Tag.NoMDEntryTypes);

            Console.WriteLine("\nProcessing " + request.ToString(' ') + "\n");

            for(int index = 0; index < marketDataEntryTypes.NumberOfInstances; ++index)
            {
                Console.WriteLine("Market Data Entry # " + index + " : MDEntryType = " + marketDataEntryTypes.Get(OnixS.Fix.Fix44.Tag.MDEntryType, index));
            }
        }

        static Message CreateMessageWithNestedRepeatingGroups()
        {
            var order = new Message(OnixS.Fix.Fix44.MsgType.NewOrderSingle, Engine.Instance.MessageInfoDictionaryManager[ProtocolVersion.Fix50]);

            order.Set(OnixS.Fix.Fix44.Tag.ClOrdID, "ClOrdID value");
            Group partiesGroup = order.SetGroup(OnixS.Fix.Fix44.Tag.NoPartyIDs, 1);

            partiesGroup.Set(OnixS.Fix.Fix44.Tag.PartyID, 0, "Party ID value");

            // Nested repeating group:
            Group subIDs = partiesGroup.SetGroup(OnixS.Fix.Fix44.Tag.NoPartySubIDs, 0, 3);
            subIDs.Set(OnixS.Fix.Fix44.Tag.PartySubID, 0, "PartySubID value0");
            subIDs.Set(OnixS.Fix.Fix44.Tag.PartySubID, 1, "PartySubID value1");
            subIDs.Set(OnixS.Fix.Fix44.Tag.PartySubID, 2, "PartySubID value2");

            Console.WriteLine("\n\nMessage with nested repeating group:\n" + order);

            return order;
        }

        static void ProcessMessageWithNestedRepeatingGroups(Message order)
        {
            Debug.Assert(OnixS.Fix.Fix44.MsgType.NewOrderSingle == order.Type);

            Group partiesGroup = order.GetGroup(OnixS.Fix.Fix44.Tag.NoPartyIDs);

            Console.WriteLine("\nProcessing " + order.ToString(' ') + "\n");

            for (int index = 0; index < partiesGroup.NumberOfInstances; ++index)
            {
                Group partiesSubGroup = partiesGroup.GetGroup(OnixS.Fix.Fix44.Tag.NoPartySubIDs, index);

                for (int nestedIndex = 0; nestedIndex < partiesSubGroup.NumberOfInstances; ++nestedIndex)
                {
                    Console.WriteLine("Parties SubGroup # " + nestedIndex +
                        " : PartySubID = " + partiesSubGroup.Get(OnixS.Fix.Fix44.Tag.PartySubID, nestedIndex));
                }
            }
        }

        private static string GetLicenseStoreFolder()
        {
            string path = Path.Join(AppContext.BaseDirectory, "../../../../../license");

            if (Directory.Exists(path))
                return path;

            // expecting it run after dotnet publish using default paths
            return Path.Join(AppContext.BaseDirectory, "../../../../../../license");
        }

        private static void Log(string msg)
        {
            Console.Out.WriteLine(msg);
        }
    }
}