public MarketIncrementalProcessor(ChannelUMDFState state, ChannelUMDFConfig config, MonitorConfig monitorConfig) :
base(config.MDIncrementalHost, config.MDIncrementalPorta, config.TemplateFile, config.ChannelID, config.LocalInterfaceAddress)
{
this.channelConfig = config;
this.channelState = state;
this.processorType = ProcessorType.MarketIncremental;
this.monitorConfig = monitorConfig;
ProcessamentoMensagensEnabled = false;
ProcessamentoMensagensLockObject = new object();
ReplayLockObject = new object();
logger = LogManager.GetLogger("MarketIncrementalProcessor-" + config.ChannelID);
MDSUtils.AddAppender("MarketIncrementalProcessor-" + config.ChannelID, logger.Logger);
//if (int.Parse(channelConfig.ChannelID) <= 10)
// tcpReplayBMF = TCPReplayBMF.GetInstance(this, channelConfig, config.TemplateFile, qUdpPkt, ReplayLockObject);
//else
// tcpReplayBovespa = new TCPReplayBovespa(this, channelConfig, config.TemplateFile, qUdpPkt, ReplayLockObject);
//if (channelConfig.IsPuma)
// tcpReplayBMF = TCPReplayBMF.GetInstance(this, channelConfig, config.TemplateFile, qUdpPktReplay, ReplayLockObject);
//else
// tcpReplayBovespa = new TCPReplayBovespa(this, channelConfig, config.TemplateFile, qUdpPktReplay, ReplayLockObject);
fixInitiator = new FixInitiator(this, channelConfig, config.TemplateFile, qUdpPktReplay, ReplayLockObject);
}
public MarketRecoveryProcessor(ChannelUMDFState state, ChannelUMDFConfig config, MonitorConfig monitorConfig) :
base(config.MDRecoveryHost, config.MDRecoveryPorta, config.MDRecoveryHostSec,
config.MDRecoveryPortaSec, config.TemplateFile, config.ChannelID, config.LocalInterfaceAddress)
{
this.channelConfig = config;
this.channelState = state;
this.processorType = ProcessorType.MarketRecovery;
this.monitorConfig = monitorConfig;
logger = LogManager.GetLogger("MarketRecoveryProcessor-" + config.ChannelID);
MDSUtils.AddAppender("MarketRecoveryProcessor-" + config.ChannelID, logger.Logger);
}
public SecurityListProcessor(ChannelUMDFState state, ChannelUMDFConfig config, MonitorConfig monitorConfig) :
base(config.SecurityListHost, config.SecurityListPorta, config.SecurityListHostSec,
config.SecurityListPortaSec, config.TemplateFile, config.ChannelID, config.LocalInterfaceAddress)
{
this.channelConfig = config;
this.channelState = state;
this.processorType = ProcessorType.SecurityList;
this.monitorConfig = monitorConfig;
logger = LogManager.GetLogger("SecurityList-" + config.ChannelID);
MDSUtils.AddAppender("SecurityList-" + config.ChannelID, logger.Logger);
}
public FixInitiator(MarketIncrementalProcessor mktIncProc, ChannelUMDFConfig channelUmdfConfig, string templateFile, Queue <UdpPacket> qUdpPkt, Object replayLockObject)
{
logger = LogManager.GetLogger("FixInitiator-" + channelUmdfConfig.ChannelID);
MDSUtils.AddAppender("FixInitiator-" + channelUmdfConfig.ChannelID, logger.Logger);
XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();
registry = UmdfUtils.loadTemplates(templateFile);
context = new Context();
context.TemplateRegistry = registry;
_mktIncProc = mktIncProc;
_channelUmdfConfig = channelUmdfConfig;
if (!listaChannelQueues.ContainsKey(channelUmdfConfig.ChannelID))
{
listaChannelQueues.Add(channelUmdfConfig.ChannelID, new ListChannelQueues(qUdpPkt, replayLockObject));
}
logger.Info("Start(): iniciando sessao FIX...");
try
{
// Cria sessao FIX
_session = new QuickFix.SessionID(
_channelUmdfConfig.TCPConfig.BeginString,
_channelUmdfConfig.TCPReplayConfig.SenderCompID,
_channelUmdfConfig.TCPReplayConfig.SubID,
_channelUmdfConfig.TCPReplayConfig.TargetCompID,
_channelUmdfConfig.TCPReplayConfig.SubID);
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetLong("SocketConnectPort", _channelUmdfConfig.TCPReplayConfig.SocketConnectPort);
mainDic.SetLong("HeartBtInt", _channelUmdfConfig.TCPConfig.HeartBtInt);
mainDic.SetLong("ReconnectInterval", _channelUmdfConfig.TCPConfig.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", _channelUmdfConfig.TCPConfig.ResetOnLogon);
mainDic.SetBool("ResetOnLogout", _channelUmdfConfig.TCPConfig.ResetOnLogout);
mainDic.SetBool("ResetOnDisconnect", _channelUmdfConfig.TCPConfig.ResetOnDisconnect);
mainDic.SetBool("PersistMessages", _channelUmdfConfig.TCPConfig.PersistMessages);
mainDic.SetString("ConnectionType", _channelUmdfConfig.TCPConfig.ConnectionType);
mainDic.SetString("SocketConnectHost", _channelUmdfConfig.TCPReplayConfig.SocketConnectHost);
mainDic.SetString("FileStorePath", _channelUmdfConfig.TCPConfig.FileStorePath);
mainDic.SetString("FileLogPath", _channelUmdfConfig.TCPConfig.FileLogPath);
mainDic.SetString("StartTime", _channelUmdfConfig.TCPReplayConfig.StartTime);
mainDic.SetString("EndTime", _channelUmdfConfig.TCPReplayConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", _channelUmdfConfig.TCPConfig.BeginString);
sessDic.SetString("SenderCompID", _channelUmdfConfig.TCPReplayConfig.SenderCompID);
sessDic.SetString("SenderSubID", _channelUmdfConfig.TCPReplayConfig.SubID);
sessDic.SetString("TargetCompID", _channelUmdfConfig.TCPReplayConfig.TargetCompID);
sessDic.SetString("TargetSubID", _channelUmdfConfig.TCPReplayConfig.SubID);
sessDic.SetString("DataDictionary", _channelUmdfConfig.TCPConfig.DataDictionary);
sessDic.SetBool("UseDataDictionary", true);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
settings.Set(_session, sessDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
// Cria o socket
_initiator = new QuickFix.Transport.SocketInitiator(this, store, settings, log, message);
_initiator.Start();
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciado!");
}
public ChannelUDMF(ChannelUMDFConfig config, MonitorConfig monitorConfig)
{
channelState = new ChannelUMDFState();
channelConfig = config;
this.monitorConfig = monitorConfig;
}
public TCPReplayBovespa(MarketIncrementalProcessor mktIncProc, ChannelUMDFConfig channelConfig, string templateFile, Queue <UdpPacket> qUdpPkt, Object replayLockObject)
: base(mktIncProc, channelConfig, templateFile, qUdpPkt, replayLockObject)
{
}
public static TCPReplayBMF GetInstance(MarketIncrementalProcessor mktIncProc, ChannelUMDFConfig channelConfig, string templateFile, Queue <UdpPacket> qUdpPkt, Object replayLockObject)
{
if (_me == null)
{
lock (_mutex)
{
if (_me == null)
{
_me = new TCPReplayBMF(mktIncProc, channelConfig, templateFile, qUdpPkt, replayLockObject);
}
}
}
return(_me);
}
