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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 TRADECLIENT_APPLICATION_H
#define TRADECLIENT_APPLICATION_H
#include "quickfix/Application.h"
#include "quickfix/MessageCracker.h"
#include "quickfix/Values.h"
#include "quickfix/Mutex.h"
#include "quickfix/fix40/NewOrderSingle.h"
#include "quickfix/fix40/ExecutionReport.h"
#include "quickfix/fix40/OrderCancelRequest.h"
#include "quickfix/fix40/OrderCancelReject.h"
#include "quickfix/fix40/OrderCancelReplaceRequest.h"
#include "quickfix/fix41/NewOrderSingle.h"
#include "quickfix/fix41/ExecutionReport.h"
#include "quickfix/fix41/OrderCancelRequest.h"
#include "quickfix/fix41/OrderCancelReject.h"
#include "quickfix/fix41/OrderCancelReplaceRequest.h"
#include "quickfix/fix42/NewOrderSingle.h"
#include "quickfix/fix42/ExecutionReport.h"
#include "quickfix/fix42/OrderCancelRequest.h"
#include "quickfix/fix42/OrderCancelReject.h"
#include "quickfix/fix42/OrderCancelReplaceRequest.h"
#include "quickfix/fix43/NewOrderSingle.h"
#include "quickfix/fix43/ExecutionReport.h"
#include "quickfix/fix43/OrderCancelRequest.h"
#include "quickfix/fix43/OrderCancelReject.h"
#include "quickfix/fix43/OrderCancelReplaceRequest.h"
#include "quickfix/fix43/MarketDataRequest.h"
#include "quickfix/fix44/NewOrderSingle.h"
#include "quickfix/fix44/ExecutionReport.h"
#include "quickfix/fix44/OrderCancelRequest.h"
#include "quickfix/fix44/OrderCancelReject.h"
#include "quickfix/fix44/OrderCancelReplaceRequest.h"
#include "quickfix/fix44/MarketDataRequest.h"
#include "quickfix/fix50/NewOrderSingle.h"
#include "quickfix/fix50/ExecutionReport.h"
#include "quickfix/fix50/OrderCancelRequest.h"
#include "quickfix/fix50/OrderCancelReject.h"
#include "quickfix/fix50/OrderCancelReplaceRequest.h"
#include "quickfix/fix50/MarketDataRequest.h"
#include <queue>
class Application :
public FIX::Application,
public FIX::MessageCracker
{
public:
void run();
private:
void onCreate( const FIX::SessionID& ) {}
void onLogon( const FIX::SessionID& sessionID );
void onLogout( const FIX::SessionID& sessionID );
void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
void toApp( FIX::Message&, const FIX::SessionID& )
throw( FIX::DoNotSend );
void fromAdmin( const FIX::Message&, const FIX::SessionID& )
throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, FIX::RejectLogon ) {}
void fromApp( const FIX::Message& message, const FIX::SessionID& sessionID )
throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, FIX::UnsupportedMessageType );
void onMessage( const FIX40::ExecutionReport&, const FIX::SessionID& );
void onMessage( const FIX40::OrderCancelReject&, const FIX::SessionID& );
void onMessage( const FIX41::ExecutionReport&, const FIX::SessionID& );
void onMessage( const FIX41::OrderCancelReject&, const FIX::SessionID& );
void onMessage( const FIX42::ExecutionReport&, const FIX::SessionID& );
void onMessage( const FIX42::OrderCancelReject&, const FIX::SessionID& );
void onMessage( const FIX43::ExecutionReport&, const FIX::SessionID& );
void onMessage( const FIX43::OrderCancelReject&, const FIX::SessionID& );
void onMessage( const FIX44::ExecutionReport&, const FIX::SessionID& );
void onMessage( const FIX44::OrderCancelReject&, const FIX::SessionID& );
void onMessage( const FIX50::ExecutionReport&, const FIX::SessionID& );
void onMessage( const FIX50::OrderCancelReject&, const FIX::SessionID& );
void queryEnterOrder();
void queryCancelOrder();
void queryReplaceOrder();
void queryMarketDataRequest();
FIX40::NewOrderSingle queryNewOrderSingle40();
FIX41::NewOrderSingle queryNewOrderSingle41();
FIX42::NewOrderSingle queryNewOrderSingle42();
FIX43::NewOrderSingle queryNewOrderSingle43();
FIX44::NewOrderSingle queryNewOrderSingle44();
FIX50::NewOrderSingle queryNewOrderSingle50();
FIX40::OrderCancelRequest queryOrderCancelRequest40();
FIX41::OrderCancelRequest queryOrderCancelRequest41();
FIX42::OrderCancelRequest queryOrderCancelRequest42();
FIX43::OrderCancelRequest queryOrderCancelRequest43();
FIX44::OrderCancelRequest queryOrderCancelRequest44();
FIX50::OrderCancelRequest queryOrderCancelRequest50();
FIX40::OrderCancelReplaceRequest queryCancelReplaceRequest40();
FIX41::OrderCancelReplaceRequest queryCancelReplaceRequest41();
FIX42::OrderCancelReplaceRequest queryCancelReplaceRequest42();
FIX43::OrderCancelReplaceRequest queryCancelReplaceRequest43();
FIX44::OrderCancelReplaceRequest queryCancelReplaceRequest44();
FIX50::OrderCancelReplaceRequest queryCancelReplaceRequest50();
FIX43::MarketDataRequest queryMarketDataRequest43();
FIX44::MarketDataRequest queryMarketDataRequest44();
FIX50::MarketDataRequest queryMarketDataRequest50();
void queryHeader( FIX::Header& header );
char queryAction();
int queryVersion();
bool queryConfirm( const std::string& query );
FIX::SenderCompID querySenderCompID();
FIX::TargetCompID queryTargetCompID();
FIX::TargetSubID queryTargetSubID();
FIX::ClOrdID queryClOrdID();
FIX::OrigClOrdID queryOrigClOrdID();
FIX::Symbol querySymbol();
FIX::Side querySide();
FIX::OrderQty queryOrderQty();
FIX::OrdType queryOrdType();
FIX::Price queryPrice();
FIX::StopPx queryStopPx();
FIX::TimeInForce queryTimeInForce();
};
#endif
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