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- /* -*- 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 FIX50_MESSAGECRACKER_H
- #define FIX50_MESSAGECRACKER_H
- #include "../SessionID.h"
- #include "../Exceptions.h"
- #include "../fix50/Message.h"
- namespace FIX50
- {
- class IOI;
- class Advertisement;
- class ExecutionReport;
- class OrderCancelReject;
- class News;
- class Email;
- class NewOrderSingle;
- class NewOrderList;
- class OrderCancelRequest;
- class OrderCancelReplaceRequest;
- class OrderStatusRequest;
- class AllocationInstruction;
- 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 MassQuoteAcknowledgement;
- class SecurityDefinitionRequest;
- class SecurityDefinition;
- class SecurityStatusRequest;
- class SecurityStatus;
- class TradingSessionStatusRequest;
- class TradingSessionStatus;
- class MassQuote;
- class BusinessMessageReject;
- class BidRequest;
- class BidResponse;
- class ListStrikePrice;
- class RegistrationInstructions;
- class RegistrationInstructionsResponse;
- class OrderMassCancelRequest;
- class OrderMassCancelReport;
- class NewOrderCross;
- class CrossOrderCancelReplaceRequest;
- class CrossOrderCancelRequest;
- class SecurityTypeRequest;
- class SecurityTypes;
- class SecurityListRequest;
- class SecurityList;
- class DerivativeSecurityListRequest;
- class DerivativeSecurityList;
- class NewOrderMultileg;
- class MultilegOrderCancelReplace;
- class TradeCaptureReportRequest;
- class TradeCaptureReport;
- class OrderMassStatusRequest;
- class QuoteRequestReject;
- class RFQRequest;
- class QuoteStatusReport;
- class QuoteResponse;
- class Confirmation;
- class PositionMaintenanceRequest;
- class PositionMaintenanceReport;
- class RequestForPositions;
- class RequestForPositionsAck;
- class PositionReport;
- class TradeCaptureReportRequestAck;
- class TradeCaptureReportAck;
- class AllocationReport;
- class AllocationReportAck;
- class ConfirmationAck;
- class SettlementInstructionRequest;
- class AssignmentReport;
- class CollateralRequest;
- class CollateralAssignment;
- class CollateralResponse;
- class CollateralReport;
- class CollateralInquiry;
- class NetworkCounterpartySystemStatusRequest;
- class NetworkCounterpartySystemStatusResponse;
- class UserRequest;
- class UserResponse;
- class CollateralInquiryAck;
- class ConfirmationRequest;
- class ContraryIntentionReport;
- class SecurityDefinitionUpdateReport;
- class SecurityListUpdateReport;
- class AdjustedPositionReport;
- class AllocationInstructionAlert;
- class ExecutionAcknowledgement;
- class TradingSessionList;
- class TradingSessionListRequest;
- 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 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 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 AllocationInstruction&, 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 MassQuoteAcknowledgement&, 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( const RegistrationInstructions&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const RegistrationInstructionsResponse&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const OrderMassCancelRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const OrderMassCancelReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const NewOrderCross&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CrossOrderCancelReplaceRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CrossOrderCancelRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SecurityTypeRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SecurityTypes&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SecurityListRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SecurityList&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const DerivativeSecurityListRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const DerivativeSecurityList&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const NewOrderMultileg&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const MultilegOrderCancelReplace&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const TradeCaptureReportRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const TradeCaptureReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const OrderMassStatusRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const QuoteRequestReject&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const RFQRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const QuoteStatusReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const QuoteResponse&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const Confirmation&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const PositionMaintenanceRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const PositionMaintenanceReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const RequestForPositions&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const RequestForPositionsAck&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const PositionReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const TradeCaptureReportRequestAck&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const TradeCaptureReportAck&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const AllocationReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const AllocationReportAck&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const ConfirmationAck&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SettlementInstructionRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const AssignmentReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CollateralRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CollateralAssignment&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CollateralResponse&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CollateralReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CollateralInquiry&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const NetworkCounterpartySystemStatusRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const NetworkCounterpartySystemStatusResponse&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const UserRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const UserResponse&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const CollateralInquiryAck&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const ConfirmationRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const ContraryIntentionReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SecurityDefinitionUpdateReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const SecurityListUpdateReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const AdjustedPositionReport&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const AllocationInstructionAlert&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const ExecutionAcknowledgement&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const TradingSessionList&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- virtual void onMessage( const TradingSessionListRequest&, const FIX::SessionID& )
- { throw FIX::UnsupportedMessageType(); }
- 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( 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( AllocationInstruction&, 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( MassQuoteAcknowledgement&, 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& ) {}
- virtual void onMessage( RegistrationInstructions&, const FIX::SessionID& ) {}
- virtual void onMessage( RegistrationInstructionsResponse&, const FIX::SessionID& ) {}
- virtual void onMessage( OrderMassCancelRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( OrderMassCancelReport&, const FIX::SessionID& ) {}
- virtual void onMessage( NewOrderCross&, const FIX::SessionID& ) {}
- virtual void onMessage( CrossOrderCancelReplaceRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( CrossOrderCancelRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( SecurityTypeRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( SecurityTypes&, const FIX::SessionID& ) {}
- virtual void onMessage( SecurityListRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( SecurityList&, const FIX::SessionID& ) {}
- virtual void onMessage( DerivativeSecurityListRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( DerivativeSecurityList&, const FIX::SessionID& ) {}
- virtual void onMessage( NewOrderMultileg&, const FIX::SessionID& ) {}
- virtual void onMessage( MultilegOrderCancelReplace&, const FIX::SessionID& ) {}
- virtual void onMessage( TradeCaptureReportRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( TradeCaptureReport&, const FIX::SessionID& ) {}
- virtual void onMessage( OrderMassStatusRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( QuoteRequestReject&, const FIX::SessionID& ) {}
- virtual void onMessage( RFQRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( QuoteStatusReport&, const FIX::SessionID& ) {}
- virtual void onMessage( QuoteResponse&, const FIX::SessionID& ) {}
- virtual void onMessage( Confirmation&, const FIX::SessionID& ) {}
- virtual void onMessage( PositionMaintenanceRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( PositionMaintenanceReport&, const FIX::SessionID& ) {}
- virtual void onMessage( RequestForPositions&, const FIX::SessionID& ) {}
- virtual void onMessage( RequestForPositionsAck&, const FIX::SessionID& ) {}
- virtual void onMessage( PositionReport&, const FIX::SessionID& ) {}
- virtual void onMessage( TradeCaptureReportRequestAck&, const FIX::SessionID& ) {}
- virtual void onMessage( TradeCaptureReportAck&, const FIX::SessionID& ) {}
- virtual void onMessage( AllocationReport&, const FIX::SessionID& ) {}
- virtual void onMessage( AllocationReportAck&, const FIX::SessionID& ) {}
- virtual void onMessage( ConfirmationAck&, const FIX::SessionID& ) {}
- virtual void onMessage( SettlementInstructionRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( AssignmentReport&, const FIX::SessionID& ) {}
- virtual void onMessage( CollateralRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( CollateralAssignment&, const FIX::SessionID& ) {}
- virtual void onMessage( CollateralResponse&, const FIX::SessionID& ) {}
- virtual void onMessage( CollateralReport&, const FIX::SessionID& ) {}
- virtual void onMessage( CollateralInquiry&, const FIX::SessionID& ) {}
- virtual void onMessage( NetworkCounterpartySystemStatusRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( NetworkCounterpartySystemStatusResponse&, const FIX::SessionID& ) {}
- virtual void onMessage( UserRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( UserResponse&, const FIX::SessionID& ) {}
- virtual void onMessage( CollateralInquiryAck&, const FIX::SessionID& ) {}
- virtual void onMessage( ConfirmationRequest&, const FIX::SessionID& ) {}
- virtual void onMessage( ContraryIntentionReport&, const FIX::SessionID& ) {}
- virtual void onMessage( SecurityDefinitionUpdateReport&, const FIX::SessionID& ) {}
- virtual void onMessage( SecurityListUpdateReport&, const FIX::SessionID& ) {}
- virtual void onMessage( AdjustedPositionReport&, const FIX::SessionID& ) {}
- virtual void onMessage( AllocationInstructionAlert&, const FIX::SessionID& ) {}
- virtual void onMessage( ExecutionAcknowledgement&, const FIX::SessionID& ) {}
- virtual void onMessage( TradingSessionList&, const FIX::SessionID& ) {}
- virtual void onMessage( TradingSessionListRequest&, 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 == "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 == "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 AllocationInstruction&)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 MassQuoteAcknowledgement&)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
- if( msgTypeValue == "o" )
- onMessage( (const RegistrationInstructions&)message, sessionID );
- else
- if( msgTypeValue == "p" )
- onMessage( (const RegistrationInstructionsResponse&)message, sessionID );
- else
- if( msgTypeValue == "q" )
- onMessage( (const OrderMassCancelRequest&)message, sessionID );
- else
- if( msgTypeValue == "r" )
- onMessage( (const OrderMassCancelReport&)message, sessionID );
- else
- if( msgTypeValue == "s" )
- onMessage( (const NewOrderCross&)message, sessionID );
- else
- if( msgTypeValue == "t" )
- onMessage( (const CrossOrderCancelReplaceRequest&)message, sessionID );
- else
- if( msgTypeValue == "u" )
- onMessage( (const CrossOrderCancelRequest&)message, sessionID );
- else
- if( msgTypeValue == "v" )
- onMessage( (const SecurityTypeRequest&)message, sessionID );
- else
- if( msgTypeValue == "w" )
- onMessage( (const SecurityTypes&)message, sessionID );
- else
- if( msgTypeValue == "x" )
- onMessage( (const SecurityListRequest&)message, sessionID );
- else
- if( msgTypeValue == "y" )
- onMessage( (const SecurityList&)message, sessionID );
- else
- if( msgTypeValue == "z" )
- onMessage( (const DerivativeSecurityListRequest&)message, sessionID );
- else
- if( msgTypeValue == "AA" )
- onMessage( (const DerivativeSecurityList&)message, sessionID );
- else
- if( msgTypeValue == "AB" )
- onMessage( (const NewOrderMultileg&)message, sessionID );
- else
- if( msgTypeValue == "AC" )
- onMessage( (const MultilegOrderCancelReplace&)message, sessionID );
- else
- if( msgTypeValue == "AD" )
- onMessage( (const TradeCaptureReportRequest&)message, sessionID );
- else
- if( msgTypeValue == "AE" )
- onMessage( (const TradeCaptureReport&)message, sessionID );
- else
- if( msgTypeValue == "AF" )
- onMessage( (const OrderMassStatusRequest&)message, sessionID );
- else
- if( msgTypeValue == "AG" )
- onMessage( (const QuoteRequestReject&)message, sessionID );
- else
- if( msgTypeValue == "AH" )
- onMessage( (const RFQRequest&)message, sessionID );
- else
- if( msgTypeValue == "AI" )
- onMessage( (const QuoteStatusReport&)message, sessionID );
- else
- if( msgTypeValue == "AJ" )
- onMessage( (const QuoteResponse&)message, sessionID );
- else
- if( msgTypeValue == "AK" )
- onMessage( (const Confirmation&)message, sessionID );
- else
- if( msgTypeValue == "AL" )
- onMessage( (const PositionMaintenanceRequest&)message, sessionID );
- else
- if( msgTypeValue == "AM" )
- onMessage( (const PositionMaintenanceReport&)message, sessionID );
- else
- if( msgTypeValue == "AN" )
- onMessage( (const RequestForPositions&)message, sessionID );
- else
- if( msgTypeValue == "AO" )
- onMessage( (const RequestForPositionsAck&)message, sessionID );
- else
- if( msgTypeValue == "AP" )
- onMessage( (const PositionReport&)message, sessionID );
- else
- if( msgTypeValue == "AQ" )
- onMessage( (const TradeCaptureReportRequestAck&)message, sessionID );
- else
- if( msgTypeValue == "AR" )
- onMessage( (const TradeCaptureReportAck&)message, sessionID );
- else
- if( msgTypeValue == "AS" )
- onMessage( (const AllocationReport&)message, sessionID );
- else
- if( msgTypeValue == "AT" )
- onMessage( (const AllocationReportAck&)message, sessionID );
- else
- if( msgTypeValue == "AU" )
- onMessage( (const ConfirmationAck&)message, sessionID );
- else
- if( msgTypeValue == "AV" )
- onMessage( (const SettlementInstructionRequest&)message, sessionID );
- else
- if( msgTypeValue == "AW" )
- onMessage( (const AssignmentReport&)message, sessionID );
- else
- if( msgTypeValue == "AX" )
- onMessage( (const CollateralRequest&)message, sessionID );
- else
- if( msgTypeValue == "AY" )
- onMessage( (const CollateralAssignment&)message, sessionID );
- else
- if( msgTypeValue == "AZ" )
- onMessage( (const CollateralResponse&)message, sessionID );
- else
- if( msgTypeValue == "BA" )
- onMessage( (const CollateralReport&)message, sessionID );
- else
- if( msgTypeValue == "BB" )
- onMessage( (const CollateralInquiry&)message, sessionID );
- else
- if( msgTypeValue == "BC" )
- onMessage( (const NetworkCounterpartySystemStatusRequest&)message, sessionID );
- else
- if( msgTypeValue == "BD" )
- onMessage( (const NetworkCounterpartySystemStatusResponse&)message, sessionID );
- else
- if( msgTypeValue == "BE" )
- onMessage( (const UserRequest&)message, sessionID );
- else
- if( msgTypeValue == "BF" )
- onMessage( (const UserResponse&)message, sessionID );
- else
- if( msgTypeValue == "BG" )
- onMessage( (const CollateralInquiryAck&)message, sessionID );
- else
- if( msgTypeValue == "BH" )
- onMessage( (const ConfirmationRequest&)message, sessionID );
- else
- if( msgTypeValue == "BO" )
- onMessage( (const ContraryIntentionReport&)message, sessionID );
- else
- if( msgTypeValue == "BP" )
- onMessage( (const SecurityDefinitionUpdateReport&)message, sessionID );
- else
- if( msgTypeValue == "BK" )
- onMessage( (const SecurityListUpdateReport&)message, sessionID );
- else
- if( msgTypeValue == "BL" )
- onMessage( (const AdjustedPositionReport&)message, sessionID );
- else
- if( msgTypeValue == "BM" )
- onMessage( (const AllocationInstructionAlert&)message, sessionID );
- else
- if( msgTypeValue == "BN" )
- onMessage( (const ExecutionAcknowledgement&)message, sessionID );
- else
- if( msgTypeValue == "BJ" )
- onMessage( (const TradingSessionList&)message, sessionID );
- else
- if( msgTypeValue == "BI" )
- onMessage( (const TradingSessionListRequest&)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 == "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 == "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( (AllocationInstruction&)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( (MassQuoteAcknowledgement&)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
- if( msgTypeValue == "o" )
- onMessage( (RegistrationInstructions&)message, sessionID );
- else
- if( msgTypeValue == "p" )
- onMessage( (RegistrationInstructionsResponse&)message, sessionID );
- else
- if( msgTypeValue == "q" )
- onMessage( (OrderMassCancelRequest&)message, sessionID );
- else
- if( msgTypeValue == "r" )
- onMessage( (OrderMassCancelReport&)message, sessionID );
- else
- if( msgTypeValue == "s" )
- onMessage( (NewOrderCross&)message, sessionID );
- else
- if( msgTypeValue == "t" )
- onMessage( (CrossOrderCancelReplaceRequest&)message, sessionID );
- else
- if( msgTypeValue == "u" )
- onMessage( (CrossOrderCancelRequest&)message, sessionID );
- else
- if( msgTypeValue == "v" )
- onMessage( (SecurityTypeRequest&)message, sessionID );
- else
- if( msgTypeValue == "w" )
- onMessage( (SecurityTypes&)message, sessionID );
- else
- if( msgTypeValue == "x" )
- onMessage( (SecurityListRequest&)message, sessionID );
- else
- if( msgTypeValue == "y" )
- onMessage( (SecurityList&)message, sessionID );
- else
- if( msgTypeValue == "z" )
- onMessage( (DerivativeSecurityListRequest&)message, sessionID );
- else
- if( msgTypeValue == "AA" )
- onMessage( (DerivativeSecurityList&)message, sessionID );
- else
- if( msgTypeValue == "AB" )
- onMessage( (NewOrderMultileg&)message, sessionID );
- else
- if( msgTypeValue == "AC" )
- onMessage( (MultilegOrderCancelReplace&)message, sessionID );
- else
- if( msgTypeValue == "AD" )
- onMessage( (TradeCaptureReportRequest&)message, sessionID );
- else
- if( msgTypeValue == "AE" )
- onMessage( (TradeCaptureReport&)message, sessionID );
- else
- if( msgTypeValue == "AF" )
- onMessage( (OrderMassStatusRequest&)message, sessionID );
- else
- if( msgTypeValue == "AG" )
- onMessage( (QuoteRequestReject&)message, sessionID );
- else
- if( msgTypeValue == "AH" )
- onMessage( (RFQRequest&)message, sessionID );
- else
- if( msgTypeValue == "AI" )
- onMessage( (QuoteStatusReport&)message, sessionID );
- else
- if( msgTypeValue == "AJ" )
- onMessage( (QuoteResponse&)message, sessionID );
- else
- if( msgTypeValue == "AK" )
- onMessage( (Confirmation&)message, sessionID );
- else
- if( msgTypeValue == "AL" )
- onMessage( (PositionMaintenanceRequest&)message, sessionID );
- else
- if( msgTypeValue == "AM" )
- onMessage( (PositionMaintenanceReport&)message, sessionID );
- else
- if( msgTypeValue == "AN" )
- onMessage( (RequestForPositions&)message, sessionID );
- else
- if( msgTypeValue == "AO" )
- onMessage( (RequestForPositionsAck&)message, sessionID );
- else
- if( msgTypeValue == "AP" )
- onMessage( (PositionReport&)message, sessionID );
- else
- if( msgTypeValue == "AQ" )
- onMessage( (TradeCaptureReportRequestAck&)message, sessionID );
- else
- if( msgTypeValue == "AR" )
- onMessage( (TradeCaptureReportAck&)message, sessionID );
- else
- if( msgTypeValue == "AS" )
- onMessage( (AllocationReport&)message, sessionID );
- else
- if( msgTypeValue == "AT" )
- onMessage( (AllocationReportAck&)message, sessionID );
- else
- if( msgTypeValue == "AU" )
- onMessage( (ConfirmationAck&)message, sessionID );
- else
- if( msgTypeValue == "AV" )
- onMessage( (SettlementInstructionRequest&)message, sessionID );
- else
- if( msgTypeValue == "AW" )
- onMessage( (AssignmentReport&)message, sessionID );
- else
- if( msgTypeValue == "AX" )
- onMessage( (CollateralRequest&)message, sessionID );
- else
- if( msgTypeValue == "AY" )
- onMessage( (CollateralAssignment&)message, sessionID );
- else
- if( msgTypeValue == "AZ" )
- onMessage( (CollateralResponse&)message, sessionID );
- else
- if( msgTypeValue == "BA" )
- onMessage( (CollateralReport&)message, sessionID );
- else
- if( msgTypeValue == "BB" )
- onMessage( (CollateralInquiry&)message, sessionID );
- else
- if( msgTypeValue == "BC" )
- onMessage( (NetworkCounterpartySystemStatusRequest&)message, sessionID );
- else
- if( msgTypeValue == "BD" )
- onMessage( (NetworkCounterpartySystemStatusResponse&)message, sessionID );
- else
- if( msgTypeValue == "BE" )
- onMessage( (UserRequest&)message, sessionID );
- else
- if( msgTypeValue == "BF" )
- onMessage( (UserResponse&)message, sessionID );
- else
- if( msgTypeValue == "BG" )
- onMessage( (CollateralInquiryAck&)message, sessionID );
- else
- if( msgTypeValue == "BH" )
- onMessage( (ConfirmationRequest&)message, sessionID );
- else
- if( msgTypeValue == "BO" )
- onMessage( (ContraryIntentionReport&)message, sessionID );
- else
- if( msgTypeValue == "BP" )
- onMessage( (SecurityDefinitionUpdateReport&)message, sessionID );
- else
- if( msgTypeValue == "BK" )
- onMessage( (SecurityListUpdateReport&)message, sessionID );
- else
- if( msgTypeValue == "BL" )
- onMessage( (AdjustedPositionReport&)message, sessionID );
- else
- if( msgTypeValue == "BM" )
- onMessage( (AllocationInstructionAlert&)message, sessionID );
- else
- if( msgTypeValue == "BN" )
- onMessage( (ExecutionAcknowledgement&)message, sessionID );
- else
- if( msgTypeValue == "BJ" )
- onMessage( (TradingSessionList&)message, sessionID );
- else
- if( msgTypeValue == "BI" )
- onMessage( (TradingSessionListRequest&)message, sessionID );
- else onMessage( message, sessionID );
- }
- };
- }
- #endif
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