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2017-10-15 17:59:31 -04:00

525 lines
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C++

/* -*- C++ -*- */
/****************************************************************************
** 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.
**
****************************************************************************/
#ifndef FIX42_MESSAGECRACKER_H
#define FIX42_MESSAGECRACKER_H
#include "../SessionID.h"
#include "../Exceptions.h"
#include "../fix42/Message.h"
namespace FIX42
{
class Heartbeat;
class TestRequest;
class ResendRequest;
class Reject;
class SequenceReset;
class Logout;
class IOI;
class Advertisement;
class ExecutionReport;
class OrderCancelReject;
class Logon;
class News;
class Email;
class NewOrderSingle;
class NewOrderList;
class OrderCancelRequest;
class OrderCancelReplaceRequest;
class OrderStatusRequest;
class Allocation;
class ListCancelRequest;
class ListExecute;
class ListStatusRequest;
class ListStatus;
class AllocationInstructionAck;
class DontKnowTrade;
class QuoteRequest;
class Quote;
class SettlementInstructions;
class MarketDataRequest;
class MarketDataSnapshotFullRefresh;
class MarketDataIncrementalRefresh;
class MarketDataRequestReject;
class QuoteCancel;
class QuoteStatusRequest;
class QuoteAcknowledgement;
class SecurityDefinitionRequest;
class SecurityDefinition;
class SecurityStatusRequest;
class SecurityStatus;
class TradingSessionStatusRequest;
class TradingSessionStatus;
class MassQuote;
class BusinessMessageReject;
class BidRequest;
class BidResponse;
class ListStrikePrice;
class MessageCracker
{
public:
virtual ~MessageCracker() {}
virtual void onMessage( const Message&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( Message&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const Heartbeat&, const FIX::SessionID& )
{}
virtual void onMessage( const TestRequest&, const FIX::SessionID& )
{}
virtual void onMessage( const ResendRequest&, const FIX::SessionID& )
{}
virtual void onMessage( const Reject&, const FIX::SessionID& )
{}
virtual void onMessage( const SequenceReset&, const FIX::SessionID& )
{}
virtual void onMessage( const Logout&, const FIX::SessionID& )
{}
virtual void onMessage( const IOI&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const Advertisement&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const ExecutionReport&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const OrderCancelReject&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const Logon&, const FIX::SessionID& )
{}
virtual void onMessage( const News&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const Email&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const NewOrderSingle&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const NewOrderList&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const OrderCancelRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const OrderCancelReplaceRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const OrderStatusRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const Allocation&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const ListCancelRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const ListExecute&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const ListStatusRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const ListStatus&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const AllocationInstructionAck&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const DontKnowTrade&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const QuoteRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const Quote&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const SettlementInstructions&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const MarketDataRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const MarketDataSnapshotFullRefresh&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const MarketDataIncrementalRefresh&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const MarketDataRequestReject&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const QuoteCancel&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const QuoteStatusRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const QuoteAcknowledgement&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const SecurityDefinitionRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const SecurityDefinition&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const SecurityStatusRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const SecurityStatus&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const TradingSessionStatusRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const TradingSessionStatus&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const MassQuote&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const BusinessMessageReject&, const FIX::SessionID& )
{}
virtual void onMessage( const BidRequest&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const BidResponse&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( const ListStrikePrice&, const FIX::SessionID& )
{ throw FIX::UnsupportedMessageType(); }
virtual void onMessage( Heartbeat&, const FIX::SessionID& ) {}
virtual void onMessage( TestRequest&, const FIX::SessionID& ) {}
virtual void onMessage( ResendRequest&, const FIX::SessionID& ) {}
virtual void onMessage( Reject&, const FIX::SessionID& ) {}
virtual void onMessage( SequenceReset&, const FIX::SessionID& ) {}
virtual void onMessage( Logout&, const FIX::SessionID& ) {}
virtual void onMessage( IOI&, const FIX::SessionID& ) {}
virtual void onMessage( Advertisement&, const FIX::SessionID& ) {}
virtual void onMessage( ExecutionReport&, const FIX::SessionID& ) {}
virtual void onMessage( OrderCancelReject&, const FIX::SessionID& ) {}
virtual void onMessage( Logon&, const FIX::SessionID& ) {}
virtual void onMessage( News&, const FIX::SessionID& ) {}
virtual void onMessage( Email&, const FIX::SessionID& ) {}
virtual void onMessage( NewOrderSingle&, const FIX::SessionID& ) {}
virtual void onMessage( NewOrderList&, const FIX::SessionID& ) {}
virtual void onMessage( OrderCancelRequest&, const FIX::SessionID& ) {}
virtual void onMessage( OrderCancelReplaceRequest&, const FIX::SessionID& ) {}
virtual void onMessage( OrderStatusRequest&, const FIX::SessionID& ) {}
virtual void onMessage( Allocation&, const FIX::SessionID& ) {}
virtual void onMessage( ListCancelRequest&, const FIX::SessionID& ) {}
virtual void onMessage( ListExecute&, const FIX::SessionID& ) {}
virtual void onMessage( ListStatusRequest&, const FIX::SessionID& ) {}
virtual void onMessage( ListStatus&, const FIX::SessionID& ) {}
virtual void onMessage( AllocationInstructionAck&, const FIX::SessionID& ) {}
virtual void onMessage( DontKnowTrade&, const FIX::SessionID& ) {}
virtual void onMessage( QuoteRequest&, const FIX::SessionID& ) {}
virtual void onMessage( Quote&, const FIX::SessionID& ) {}
virtual void onMessage( SettlementInstructions&, const FIX::SessionID& ) {}
virtual void onMessage( MarketDataRequest&, const FIX::SessionID& ) {}
virtual void onMessage( MarketDataSnapshotFullRefresh&, const FIX::SessionID& ) {}
virtual void onMessage( MarketDataIncrementalRefresh&, const FIX::SessionID& ) {}
virtual void onMessage( MarketDataRequestReject&, const FIX::SessionID& ) {}
virtual void onMessage( QuoteCancel&, const FIX::SessionID& ) {}
virtual void onMessage( QuoteStatusRequest&, const FIX::SessionID& ) {}
virtual void onMessage( QuoteAcknowledgement&, const FIX::SessionID& ) {}
virtual void onMessage( SecurityDefinitionRequest&, const FIX::SessionID& ) {}
virtual void onMessage( SecurityDefinition&, const FIX::SessionID& ) {}
virtual void onMessage( SecurityStatusRequest&, const FIX::SessionID& ) {}
virtual void onMessage( SecurityStatus&, const FIX::SessionID& ) {}
virtual void onMessage( TradingSessionStatusRequest&, const FIX::SessionID& ) {}
virtual void onMessage( TradingSessionStatus&, const FIX::SessionID& ) {}
virtual void onMessage( MassQuote&, const FIX::SessionID& ) {}
virtual void onMessage( BusinessMessageReject&, const FIX::SessionID& ) {}
virtual void onMessage( BidRequest&, const FIX::SessionID& ) {}
virtual void onMessage( BidResponse&, const FIX::SessionID& ) {}
virtual void onMessage( ListStrikePrice&, const FIX::SessionID& ) {}
public:
void crack( const Message& message,
const FIX::SessionID& sessionID )
{
const std::string& msgTypeValue
= message.getHeader().getField( FIX::FIELD::MsgType );
if( msgTypeValue == "0" )
onMessage( (const Heartbeat&)message, sessionID );
else
if( msgTypeValue == "1" )
onMessage( (const TestRequest&)message, sessionID );
else
if( msgTypeValue == "2" )
onMessage( (const ResendRequest&)message, sessionID );
else
if( msgTypeValue == "3" )
onMessage( (const Reject&)message, sessionID );
else
if( msgTypeValue == "4" )
onMessage( (const SequenceReset&)message, sessionID );
else
if( msgTypeValue == "5" )
onMessage( (const Logout&)message, sessionID );
else
if( msgTypeValue == "6" )
onMessage( (const IOI&)message, sessionID );
else
if( msgTypeValue == "7" )
onMessage( (const Advertisement&)message, sessionID );
else
if( msgTypeValue == "8" )
onMessage( (const ExecutionReport&)message, sessionID );
else
if( msgTypeValue == "9" )
onMessage( (const OrderCancelReject&)message, sessionID );
else
if( msgTypeValue == "A" )
onMessage( (const Logon&)message, sessionID );
else
if( msgTypeValue == "B" )
onMessage( (const News&)message, sessionID );
else
if( msgTypeValue == "C" )
onMessage( (const Email&)message, sessionID );
else
if( msgTypeValue == "D" )
onMessage( (const NewOrderSingle&)message, sessionID );
else
if( msgTypeValue == "E" )
onMessage( (const NewOrderList&)message, sessionID );
else
if( msgTypeValue == "F" )
onMessage( (const OrderCancelRequest&)message, sessionID );
else
if( msgTypeValue == "G" )
onMessage( (const OrderCancelReplaceRequest&)message, sessionID );
else
if( msgTypeValue == "H" )
onMessage( (const OrderStatusRequest&)message, sessionID );
else
if( msgTypeValue == "J" )
onMessage( (const Allocation&)message, sessionID );
else
if( msgTypeValue == "K" )
onMessage( (const ListCancelRequest&)message, sessionID );
else
if( msgTypeValue == "L" )
onMessage( (const ListExecute&)message, sessionID );
else
if( msgTypeValue == "M" )
onMessage( (const ListStatusRequest&)message, sessionID );
else
if( msgTypeValue == "N" )
onMessage( (const ListStatus&)message, sessionID );
else
if( msgTypeValue == "P" )
onMessage( (const AllocationInstructionAck&)message, sessionID );
else
if( msgTypeValue == "Q" )
onMessage( (const DontKnowTrade&)message, sessionID );
else
if( msgTypeValue == "R" )
onMessage( (const QuoteRequest&)message, sessionID );
else
if( msgTypeValue == "S" )
onMessage( (const Quote&)message, sessionID );
else
if( msgTypeValue == "T" )
onMessage( (const SettlementInstructions&)message, sessionID );
else
if( msgTypeValue == "V" )
onMessage( (const MarketDataRequest&)message, sessionID );
else
if( msgTypeValue == "W" )
onMessage( (const MarketDataSnapshotFullRefresh&)message, sessionID );
else
if( msgTypeValue == "X" )
onMessage( (const MarketDataIncrementalRefresh&)message, sessionID );
else
if( msgTypeValue == "Y" )
onMessage( (const MarketDataRequestReject&)message, sessionID );
else
if( msgTypeValue == "Z" )
onMessage( (const QuoteCancel&)message, sessionID );
else
if( msgTypeValue == "a" )
onMessage( (const QuoteStatusRequest&)message, sessionID );
else
if( msgTypeValue == "b" )
onMessage( (const QuoteAcknowledgement&)message, sessionID );
else
if( msgTypeValue == "c" )
onMessage( (const SecurityDefinitionRequest&)message, sessionID );
else
if( msgTypeValue == "d" )
onMessage( (const SecurityDefinition&)message, sessionID );
else
if( msgTypeValue == "e" )
onMessage( (const SecurityStatusRequest&)message, sessionID );
else
if( msgTypeValue == "f" )
onMessage( (const SecurityStatus&)message, sessionID );
else
if( msgTypeValue == "g" )
onMessage( (const TradingSessionStatusRequest&)message, sessionID );
else
if( msgTypeValue == "h" )
onMessage( (const TradingSessionStatus&)message, sessionID );
else
if( msgTypeValue == "i" )
onMessage( (const MassQuote&)message, sessionID );
else
if( msgTypeValue == "j" )
onMessage( (const BusinessMessageReject&)message, sessionID );
else
if( msgTypeValue == "k" )
onMessage( (const BidRequest&)message, sessionID );
else
if( msgTypeValue == "l" )
onMessage( (const BidResponse&)message, sessionID );
else
if( msgTypeValue == "m" )
onMessage( (const ListStrikePrice&)message, sessionID );
else onMessage( message, sessionID );
}
void crack( Message& message,
const FIX::SessionID& sessionID )
{
FIX::MsgType msgType;
message.getHeader().getField(msgType);
std::string msgTypeValue = msgType.getValue();
if( msgTypeValue == "0" )
onMessage( (Heartbeat&)message, sessionID );
else
if( msgTypeValue == "1" )
onMessage( (TestRequest&)message, sessionID );
else
if( msgTypeValue == "2" )
onMessage( (ResendRequest&)message, sessionID );
else
if( msgTypeValue == "3" )
onMessage( (Reject&)message, sessionID );
else
if( msgTypeValue == "4" )
onMessage( (SequenceReset&)message, sessionID );
else
if( msgTypeValue == "5" )
onMessage( (Logout&)message, sessionID );
else
if( msgTypeValue == "6" )
onMessage( (IOI&)message, sessionID );
else
if( msgTypeValue == "7" )
onMessage( (Advertisement&)message, sessionID );
else
if( msgTypeValue == "8" )
onMessage( (ExecutionReport&)message, sessionID );
else
if( msgTypeValue == "9" )
onMessage( (OrderCancelReject&)message, sessionID );
else
if( msgTypeValue == "A" )
onMessage( (Logon&)message, sessionID );
else
if( msgTypeValue == "B" )
onMessage( (News&)message, sessionID );
else
if( msgTypeValue == "C" )
onMessage( (Email&)message, sessionID );
else
if( msgTypeValue == "D" )
onMessage( (NewOrderSingle&)message, sessionID );
else
if( msgTypeValue == "E" )
onMessage( (NewOrderList&)message, sessionID );
else
if( msgTypeValue == "F" )
onMessage( (OrderCancelRequest&)message, sessionID );
else
if( msgTypeValue == "G" )
onMessage( (OrderCancelReplaceRequest&)message, sessionID );
else
if( msgTypeValue == "H" )
onMessage( (OrderStatusRequest&)message, sessionID );
else
if( msgTypeValue == "J" )
onMessage( (Allocation&)message, sessionID );
else
if( msgTypeValue == "K" )
onMessage( (ListCancelRequest&)message, sessionID );
else
if( msgTypeValue == "L" )
onMessage( (ListExecute&)message, sessionID );
else
if( msgTypeValue == "M" )
onMessage( (ListStatusRequest&)message, sessionID );
else
if( msgTypeValue == "N" )
onMessage( (ListStatus&)message, sessionID );
else
if( msgTypeValue == "P" )
onMessage( (AllocationInstructionAck&)message, sessionID );
else
if( msgTypeValue == "Q" )
onMessage( (DontKnowTrade&)message, sessionID );
else
if( msgTypeValue == "R" )
onMessage( (QuoteRequest&)message, sessionID );
else
if( msgTypeValue == "S" )
onMessage( (Quote&)message, sessionID );
else
if( msgTypeValue == "T" )
onMessage( (SettlementInstructions&)message, sessionID );
else
if( msgTypeValue == "V" )
onMessage( (MarketDataRequest&)message, sessionID );
else
if( msgTypeValue == "W" )
onMessage( (MarketDataSnapshotFullRefresh&)message, sessionID );
else
if( msgTypeValue == "X" )
onMessage( (MarketDataIncrementalRefresh&)message, sessionID );
else
if( msgTypeValue == "Y" )
onMessage( (MarketDataRequestReject&)message, sessionID );
else
if( msgTypeValue == "Z" )
onMessage( (QuoteCancel&)message, sessionID );
else
if( msgTypeValue == "a" )
onMessage( (QuoteStatusRequest&)message, sessionID );
else
if( msgTypeValue == "b" )
onMessage( (QuoteAcknowledgement&)message, sessionID );
else
if( msgTypeValue == "c" )
onMessage( (SecurityDefinitionRequest&)message, sessionID );
else
if( msgTypeValue == "d" )
onMessage( (SecurityDefinition&)message, sessionID );
else
if( msgTypeValue == "e" )
onMessage( (SecurityStatusRequest&)message, sessionID );
else
if( msgTypeValue == "f" )
onMessage( (SecurityStatus&)message, sessionID );
else
if( msgTypeValue == "g" )
onMessage( (TradingSessionStatusRequest&)message, sessionID );
else
if( msgTypeValue == "h" )
onMessage( (TradingSessionStatus&)message, sessionID );
else
if( msgTypeValue == "i" )
onMessage( (MassQuote&)message, sessionID );
else
if( msgTypeValue == "j" )
onMessage( (BusinessMessageReject&)message, sessionID );
else
if( msgTypeValue == "k" )
onMessage( (BidRequest&)message, sessionID );
else
if( msgTypeValue == "l" )
onMessage( (BidResponse&)message, sessionID );
else
if( msgTypeValue == "m" )
onMessage( (ListStrikePrice&)message, sessionID );
else onMessage( message, sessionID );
}
};
}
#endif