Cannot pass a GCHandle across AppDomains
I have implemented quickfix engine using asp.net and C#. and i am calling quickfix_net.dll which is written in unmanaged C++. but i am getting error like "Cannot pass a GCHandle across AppDomains" when calling quickfix_net.dll.
but the same thing is running in console application but not under IIS i.e asp.net
please anybody look into matter. thanks in advance
Following are my code:
SessionSettings settings = new SessionSettings(tradeClientPath);
ApplicationMessage application = new ApplicationMessage();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
SocketInitiator initiator = new SocketInitiator
(application, storeFactory, settings, logFactory, messageFactory);
initiator.start();
Message message = n开发者_JAVA技巧ew Message();
OrdType ordType = new OrdType(OrdType.MARKET);
QuickFix42.NewOrderSingle newOrderSingle = new QuickFix42.NewOrderSingle(new ClOrdID("1"), new HandlInst('1'), new Symbol("WAKEN\00110048=2")
, new Side(Side.BUY), new TransactTime(), new OrdType(OrdType.MARKET));
newOrderSingle.set(new OrderQty(10));
newOrderSingle.set(new TimeInForce(TimeInForce.DAY));
Message.Header header = newOrderSingle.getHeader();
header.setField(new SenderCompID("CLIENT1"));
header.setField(new TargetCompID("EXECUTOR"));
message = newOrderSingle;
**QuickFix.Session.sendToTarget(message);** // here i am getting exception
initiator.stop();
Web site reference is : http://www.quickfixengine.org/quickfix/doc/html/index.html
It's a known issue with QuickFix.Net, it only works in-proc. So basically there are not many options, short of changing FIX plugin.
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