forgefix 0.3.0

/****************************************************************************
** Copyright (c) 2001-2014
**
** This file is part of the QuickFIX FIX Engine
**
** This file may be distributed under the terms of the quickfixengine.org
** license as defined by quickfixengine.org and appearing in the file
** LICENSE included in the packaging of this file.
**
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
**
** See http://www.quickfixengine.org/LICENSE for licensing information.
**
** Contact ask@quickfixengine.org if any conditions of this licensing are
** not clear to you.
**
****************************************************************************/

#ifdef _MSC_VER
#pragma warning( disable : 4503 4355 4786 )
#else
#include "config.h"
#endif

#include "Application.h"
#include "quickfix/Session.h"

#include "quickfix/fix40/ExecutionReport.h"
#include "quickfix/fix41/ExecutionReport.h"
#include "quickfix/fix42/ExecutionReport.h"
#include "quickfix/fix43/ExecutionReport.h"
#include "quickfix/fix44/ExecutionReport.h"
#include "quickfix/fix50/ExecutionReport.h"

void Application::onCreate( const FIX::SessionID& sessionID ) {}
void Application::onLogon( const FIX::SessionID& sessionID ) {}
void Application::onLogout( const FIX::SessionID& sessionID ) {}
void Application::toAdmin( FIX::Message& message,
                           const FIX::SessionID& sessionID ) {}
void Application::toApp( FIX::Message& message,
                         const FIX::SessionID& sessionID )
throw( FIX::DoNotSend ) {}

void Application::fromAdmin( const FIX::Message& message,
                             const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, FIX::RejectLogon ) {}

void Application::fromApp( const FIX::Message& message,
                           const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, FIX::UnsupportedMessageType )
{ crack( message, sessionID ); }

void Application::onMessage( const FIX40::NewOrderSingle& message,
                             const FIX::SessionID& sessionID )
{
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::OrderQty orderQty;
  FIX::Price price;
  FIX::ClOrdID clOrdID;
  FIX::Account account;

  message.get( ordType );

  if ( ordType != FIX::OrdType_LIMIT )
    throw FIX::IncorrectTagValue( ordType.getField() );

  message.get( symbol );
  message.get( side );
  message.get( orderQty );
  message.get( price );
  message.get( clOrdID );

  FIX40::ExecutionReport executionReport = FIX40::ExecutionReport
      ( FIX::OrderID( genOrderID() ),
        FIX::ExecID( genExecID() ),
        FIX::ExecTransType( FIX::ExecTransType_NEW ),
        FIX::OrdStatus( FIX::OrdStatus_FILLED ),
        symbol,
        side,
        orderQty,
        FIX::LastShares( orderQty ),
        FIX::LastPx( price ),
        FIX::CumQty( orderQty ),
        FIX::AvgPx( price ) );

  executionReport.set( clOrdID );

  if( message.isSet(account) )
    executionReport.setField( message.get(account) );

  try
  {
    FIX::Session::sendToTarget( executionReport, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}
}

void Application::onMessage( const FIX41::NewOrderSingle& message,
                             const FIX::SessionID& sessionID )
{
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::OrderQty orderQty;
  FIX::Price price;
  FIX::ClOrdID clOrdID;
  FIX::Account account;

  message.get( ordType );

  if ( ordType != FIX::OrdType_LIMIT )
    throw FIX::IncorrectTagValue( ordType.getField() );

  message.get( symbol );
  message.get( side );
  message.get( orderQty );
  message.get( price );
  message.get( clOrdID );

  FIX41::ExecutionReport executionReport = FIX41::ExecutionReport
      ( FIX::OrderID( genOrderID() ),
        FIX::ExecID( genExecID() ),
        FIX::ExecTransType( FIX::ExecTransType_NEW ),
        FIX::ExecType( FIX::ExecType_FILL ),
        FIX::OrdStatus( FIX::OrdStatus_FILLED ),
        symbol,
        side,
        orderQty,
        FIX::LastShares( orderQty ),
        FIX::LastPx( price ),
        FIX::LeavesQty( 0 ),
        FIX::CumQty( orderQty ),
        FIX::AvgPx( price ) );

  executionReport.set( clOrdID );

  if( message.isSet(account) )
    executionReport.setField( message.get(account) );

  try
  {
    FIX::Session::sendToTarget( executionReport, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}
}

void Application::onMessage( const FIX42::NewOrderSingle& message,
                             const FIX::SessionID& sessionID )
{
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::OrderQty orderQty;
  FIX::Price price;
  FIX::ClOrdID clOrdID;
  FIX::Account account;

  message.get( ordType );

  if ( ordType != FIX::OrdType_LIMIT )
    throw FIX::IncorrectTagValue( ordType.getField() );

  message.get( symbol );
  message.get( side );
  message.get( orderQty );
  message.get( price );
  message.get( clOrdID );

  FIX42::ExecutionReport executionReport = FIX42::ExecutionReport
      ( FIX::OrderID( genOrderID() ),
        FIX::ExecID( genExecID() ),
        FIX::ExecTransType( FIX::ExecTransType_NEW ),
        FIX::ExecType( FIX::ExecType_FILL ),
        FIX::OrdStatus( FIX::OrdStatus_FILLED ),
        symbol,
        side,
        FIX::LeavesQty( 0 ),
        FIX::CumQty( orderQty ),
        FIX::AvgPx( price ) );

  executionReport.set( clOrdID );
  executionReport.set( orderQty );
  executionReport.set( FIX::LastShares( orderQty ) );
  executionReport.set( FIX::LastPx( price ) );

  if( message.isSet(account) )
    executionReport.setField( message.get(account) );

  try
  {
    FIX::Session::sendToTarget( executionReport, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}
}

void Application::onMessage( const FIX43::NewOrderSingle& message,
                             const FIX::SessionID& sessionID )
{
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::OrderQty orderQty;
  FIX::Price price;
  FIX::ClOrdID clOrdID;
  FIX::Account account;

  message.get( ordType );

  if ( ordType != FIX::OrdType_LIMIT )
    throw FIX::IncorrectTagValue( ordType.getField() );

  message.get( symbol );
  message.get( side );
  message.get( orderQty );
  message.get( price );
  message.get( clOrdID );

  FIX43::ExecutionReport executionReport = FIX43::ExecutionReport
      ( FIX::OrderID( genOrderID() ),
        FIX::ExecID( genExecID() ),
        FIX::ExecType( FIX::ExecType_FILL ),
        FIX::OrdStatus( FIX::OrdStatus_FILLED ),
        side,
        FIX::LeavesQty( 0 ),
        FIX::CumQty( orderQty ),
        FIX::AvgPx( price ) );

  executionReport.set( clOrdID );
  executionReport.set( symbol );
  executionReport.set( orderQty );
  executionReport.set( FIX::LastQty( orderQty ) );
  executionReport.set( FIX::LastPx( price ) );

  if( message.isSet(account) )
    executionReport.setField( message.get(account) );

  try
  {
    FIX::Session::sendToTarget( executionReport, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}
}

void Application::onMessage( const FIX44::NewOrderSingle& message,
                             const FIX::SessionID& sessionID )
{
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::OrderQty orderQty;
  FIX::Price price;
  FIX::ClOrdID clOrdID;
  FIX::Account account;

  message.get( ordType );

  if ( ordType != FIX::OrdType_LIMIT )
    throw FIX::IncorrectTagValue( ordType.getField() );

  message.get( symbol );
  message.get( side );
  message.get( orderQty );
  message.get( price );
  message.get( clOrdID );

  FIX44::ExecutionReport executionReport = FIX44::ExecutionReport
      ( FIX::OrderID( genOrderID() ),
        FIX::ExecID( genExecID() ),
        FIX::ExecType( FIX::ExecType_FILL ),
        FIX::OrdStatus( FIX::OrdStatus_FILLED ),
        side,
        FIX::LeavesQty( 0 ),
        FIX::CumQty( orderQty ),
        FIX::AvgPx( price ) );

  executionReport.set( clOrdID );
  executionReport.set( symbol );
  executionReport.set( orderQty );
  executionReport.set( FIX::LastQty( orderQty ) );
  executionReport.set( FIX::LastPx( price ) );

  if( message.isSet(account) )
    executionReport.setField( message.get(account) );

  try
  {
    FIX::Session::sendToTarget( executionReport, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}
}

void Application::onMessage( const FIX50::NewOrderSingle& message,
                             const FIX::SessionID& sessionID )
{
  FIX::Symbol symbol;
  FIX::Side side;
  FIX::OrdType ordType;
  FIX::OrderQty orderQty;
  FIX::Price price;
  FIX::ClOrdID clOrdID;
  FIX::Account account;

  message.get( ordType );

  if ( ordType != FIX::OrdType_LIMIT )
    throw FIX::IncorrectTagValue( ordType.getField() );

  message.get( symbol );
  message.get( side );
  message.get( orderQty );
  message.get( price );
  message.get( clOrdID );

  FIX50::ExecutionReport executionReport = FIX50::ExecutionReport
      ( FIX::OrderID( genOrderID() ),
        FIX::ExecID( genExecID() ),
        FIX::ExecType( FIX::ExecType_FILL ),
        FIX::OrdStatus( FIX::OrdStatus_FILLED ),
        side,
        FIX::LeavesQty( 0 ),
        FIX::CumQty( orderQty ) );
  
  executionReport.set( clOrdID );
  executionReport.set( symbol );
  executionReport.set( orderQty );
  executionReport.set( FIX::LastQty( orderQty ) );
  executionReport.set( FIX::LastPx( price ) );
  executionReport.set( FIX::AvgPx( price ) );

  if( message.isSet(account) )
    executionReport.setField( message.get(account) );

  try
  {
    FIX::Session::sendToTarget( executionReport, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}
}