Added composite logging

Allows use of multiple logging factories (e.g. console and file)

QuickFIXn/CompositeLog.cs

@@ -0,0 +1,40 @@
+
+namespace QuickFix
+{
+    /// <summary>
+    /// File log implementation
+    /// </summary>
+    internal class CompositeLog : ILog
+    {
+        private ILog[] logs_;
+
+        public CompositeLog(ILog[] logs)
+        {
+            logs_ = logs;
+        }   
+
+        public void Clear()
+        {
+            foreach (var log in logs_)
+              log.Clear();
+        }
+
+        public void OnIncoming(string msg)
+        {
+          foreach (var log in logs_)
+            log.OnIncoming(msg);
+        }
+
+        public void OnOutgoing(string msg)
+        {
+          foreach (var log in logs_)
+            log.OnOutgoing(msg);
+        }
+
+        public void OnEvent(string s)
+        {
+          foreach (var log in logs_)
+            log.OnEvent(s);
+        }
+    }
+}

QuickFIXn/CompositeLogFactory.cs

@@ -0,0 +1,28 @@
+using System.Collections.Generic;
+using System.Linq;
+
+namespace QuickFix
+{
+    /// <summary>
+    /// Allows multiple log factories to be used with QuickFIX/N. For example, you could log events to the console and also log all events and messages to a file.
+    /// </summary>
+    public class CompositeLogFactory : ILogFactory
+    {
+        private ILogFactory[] factories_;
+
+        public CompositeLogFactory(ILogFactory[] factories)
+        {
+            factories_ = factories;
+        }
+
+        /// <summary>
+        /// Creates a composite log
+        /// </summary>
+        /// <param name="sessionID">session ID for the message store</param>
+        /// <returns></returns>
+        public ILog Create(SessionID sessionID)
+        {
+            return new CompositeLog(factories_.Select(f => f.Create(sessionID)).ToArray());
+        }
+    }
+}

QuickFIXn/QuickFix.csproj

@@ -47,6 +47,8 @@
     </Reference>
   </ItemGroup>
   <ItemGroup>
+    <Compile Include="CompositeLogFactory.cs" />
+    <Compile Include="CompositeLog.cs" />
     <Compile Include="DataDictionary\IFieldMapSpec.cs" />
     <Compile Include="DataDictionary\IGroupSpec.cs" />
     <Compile Include="IAcceptor.cs" />