public delegate int OrderGatewayGetRouteHandler(
	FIXMessage message,
	int defaultRoute
)

Public Delegate Function OrderGatewayGetRouteHandler ( _
	message As FIXMessage, _
	defaultRoute As Integer _
) As Integer

public delegate int OrderGatewayGetRouteHandler(
	FIXMessage^ message, 
	int defaultRoute
)

/** @delegate */
public delegate int OrderGatewayGetRouteHandler(
	FIXMessage message,
	int defaultRoute
)

Return Value

A special value of "-1" represents "invalid route".

This delegate is used by both default route handler (statically implemented by application) or Visual Lambda route handler (can be both static or dynamicaly customized during run-time).

The message parameter is the order (or order cancel/modification) message from buy side.

If OrderGatewayGetRouteHandler is used in Visual Lambda engine, multiple handlers can be "stacked" together. The handlers will be called in the same sequence they are defined in the GUI configuration tools. The return value of the previous handler will be the value of input defaultRoute parameter of the next handler.

It is recommended that the implementation return defaultRoute if it doesn't know how to generate the route. That will enable multiple handlers work together, with each handler only generating the route it is interested in.