static void Main(string[] args)
{
if (args.Length != 1)
{
Console.WriteLine("usage: executor_csharp FILE.");
return;
}
try
{
SessionSettings settings = new SessionSettings(args[0]);
Application application = new Application();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
ScreenLogFactory logFactory = new ScreenLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
SocketAcceptor acceptor
= new SocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);
acceptor.start();
Console.WriteLine("press <enter> to quit");
Console.Read();
acceptor.stop();
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
public static IMessageFactory CreateDefaultMessageFactory()
{
var factory = new DefaultMessageFactory();
AddDefaultResolvers(factory);
return(factory);
}
static void Main()
{
try
{
ClientInitiator app = new ClientInitiator();
SessionSettings settings = new SessionSettings(@"C:\Users\anhtv\Desktop\QuickFix\QuickFix\initiator.cfg");
QuickFix.Application application = new ClientInitiator();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
ScreenLogFactory logFactory = new ScreenLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
SocketInitiator initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
initiator.start();
Thread.Sleep(3000);
System.Collections.ArrayList list = initiator.getSessions();
SessionID sessionID = (SessionID)list[0];
Console.WriteLine("Press any key: ");
string x = Console.ReadLine();
QuickFix42.NewOrderSingle order = new QuickFix42.NewOrderSingle(new ClOrdID("Hello"), new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE), new Symbol("ABC"), new Side(Side.SELL), new TransactTime(DateTime.Now), new OrdType(OrdType.MARKET));
bool sent = Session.sendToTarget(order, sessionID);
Console.ReadLine();
initiator.stop();
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
Console.ReadLine();
}
}
static void Main(string[] args)
{
AppLogger = new PerDayFileLogSource(Directory.GetCurrentDirectory() + "\\Log", Directory.GetCurrentDirectory() + "\\Log\\Backup")
{
FilePattern = "Log.{0:yyyy-MM-dd}.log",
DeleteDays = 20
};
string path = ConfigurationManager.AppSettings["InitiatorPath"];
SessionSettings = new SessionSettings(path);
FileStoreFactory = new FileStoreFactory(SessionSettings);
ScreenLogFactory = new ScreenLogFactory(SessionSettings);
MessageFactory = new DefaultMessageFactory();
Program myProgram = new Program();
Initiator = new SocketInitiator(myProgram, FileStoreFactory, SessionSettings, ScreenLogFactory, MessageFactory);
Initiator.start();
Console.WriteLine("Initiator successfully started...");
Console.ReadKey();
}
public void Iniciar()
{
SessionSettings settings = new SessionSettings(this.ArquivoConfiguracao);
FileStoreFactory store = new FileStoreFactory(settings);
FileLogFactory logs = new FileLogFactory(settings);
MessageFactory msgs = new DefaultMessageFactory();
// Cria o socket
if (this.EhInitiator)
{
_socketInitiator =
new SocketInitiator(
this.AplicacaoFix, store, settings, logs, msgs);
_socketInitiator.start();
}
else
{
_socketAcceptor =
new SocketAcceptor(
this.AplicacaoFix, store, settings, logs, msgs);
_socketAcceptor.start();
}
// Envia mensagem para aplicação
this.AplicacaoFix.Iniciar();
}
public void Start(IFIXServices fixServices)
{
this.fixServices = fixServices;
this.settings = new SessionSettings(settingsPath);
this.storeFactory = new FileStoreFactory(this.settings);
this.logFactory = new FileLogFactory(this.settings);
this.messageFactory = new DefaultMessageFactory();
this.initiator = new SocketInitiator(this, this.storeFactory, this.settings, this.messageFactory);
this.initiator.start();
}
public void Start()
{
SessionSettings settings = new SessionSettings(ConfigFileName);
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
this.initiator = new SocketInitiator(this, storeFactory, settings, logFactory /*optional*/, messageFactory);
this.initiator.start();
}
public void GroupCreateTest_DefaultFix50Sp2()
{
DefaultMessageFactory dmf = new DefaultMessageFactory();
Group g44 = dmf.Create("FIX.4.4", "B", 33);
Assert.IsInstanceOf <QuickFix.FIX44.News.LinesOfTextGroup>(g44);
Group g50sp2 = dmf.Create("FIXT.1.1", "CD", QuickFix.Fields.Tags.NoAsgnReqs);
Assert.IsInstanceOf <QuickFix.FIX50SP2.StreamAssignmentReport.NoAsgnReqsGroup>(g50sp2);
}
static void Main(string[] args)
{
SessionID _DummySessionID = new SessionID("a", "b", "c");
IMessageFactory _defaultMsgFactory = new DefaultMessageFactory();
//string data = "8=FIXT.1.1"+Message.SOH+"9=735"+Message.SOH+"35=AE"+Message.SOH+"34=494"+Message.SOH+"1128=8"+Message.SOH+"49=RTNSFIXUAT"+Message.SOH+"56=YEPIRECUAT"+Message.SOH+"52=20151027-11:59:15"+Message.SOH+"552=1"+Message.SOH+"54=1"+Message.SOH+"37=Z0009WSGC4"+Message.SOH+"11=NOREF"+Message.SOH+"826=0"+Message.SOH+"78=1"+Message.SOH+"79=NOT SPECIFIED"+Message.SOH+"80=120.000000"+Message.SOH+"5967=91.070000"+Message.SOH+"5966=120.000000"+Message.SOH+"5968=91.040000"+Message.SOH+"453=5"+Message.SOH+"448=YPKB"+Message.SOH+"452=3"+Message.SOH+"447=D"+Message.SOH+"802=1"+Message.SOH+"523=YPKB"+Message.SOH+"803=5"+Message.SOH+"448=BARX"+Message.SOH+"452=1"+Message.SOH+"447=D"+Message.SOH+"802=1"+Message.SOH+"523=BARX"+Message.SOH+"803=5"+Message.SOH+"448=BARX"+Message.SOH+"452=16"+Message.SOH+"447=D"+Message.SOH+"802=1"+Message.SOH+"523=BARX"+Message.SOH+"803=5"+Message.SOH+"448=bcart7"+Message.SOH+"452=11"+Message.SOH+"447=D"+Message.SOH+"448=Barclays Capital"+Message.SOH+"452=12"+Message.SOH+"447=D"+Message.SOH+"571=10106232"+Message.SOH+"150=F"+Message.SOH+"17=Z0009WSGC4"+Message.SOH+"32=120.000000"+Message.SOH+"38=120.000000"+Message.SOH+"15=CAD"+Message.SOH+"31=1.317700"+Message.SOH+"555=2"+Message.SOH+"624=1"+Message.SOH+"637=1.317700"+Message.SOH+"1418=120.000000"+Message.SOH+"588=20151028"+Message.SOH+"587=0"+Message.SOH+"1073=0.0000"+Message.SOH+"1074=91.070000"+Message.SOH+"5190=1.317700"+Message.SOH+"624=2"+Message.SOH+"637=1.318062"+Message.SOH+"1418=120.000000"+Message.SOH+"588=20151130"+Message.SOH+"587=M1"+Message.SOH+"1073=3.6200"+Message.SOH+"1074=91.040000"+Message.SOH+"5190=1.317700"+Message.SOH+"60=20151027-11:59:14"+Message.SOH+"75=20151027"+Message.SOH+"1057=Y"+Message.SOH+"39=2"+Message.SOH+"460=4"+Message.SOH+"167=FOR"+Message.SOH+"65=SW"+Message.SOH+"55=USD/CAD"+Message.SOH+"10=076"+Message.SOH;
//var msg = new QuickFix.FIX50.TradeCaptureReport();
//var dd = new QuickFix.DataDictionary.DataDictionary();
//dd.Load(@"C:\Code\tfs\neerajkaushik\MarketConnect Gateway\Source\Source\QuickFix1.5\quickfixn-master\quickfixn-master\spec\fix\reuters.fix50sp1.xml");
//msg.FromString(data, false, dd, dd, _defaultMsgFactory);
//MessageCracker mc = new TestCracker();
//mc.Crack(msg, _DummySessionID);
//var grp = msg.GetGroup(1, Tags.NoLegs);
Console.WriteLine("=============");
Console.WriteLine("This is only an example program.");
Console.WriteLine("It's a simple server (e.g. Acceptor) app that will let clients (e.g. Initiators)");
Console.WriteLine("connect to it. It will accept and display any application-level messages that it receives.");
Console.WriteLine("Connecting clients should set TargetCompID to 'SIMPLE' and SenderCompID to 'CLIENT1' or 'CLIENT2'.");
Console.WriteLine("Port is 5001.");
Console.WriteLine("(see simpleacc.cfg for configuration details)");
Console.WriteLine("=============");
try
{
SessionSettings settings = new SessionSettings("acceptor.cfg");
Application executorApp = new Executor();
MessageStoreFactory storeFactory = new FileStoreFactory(settings);
LogFactory logFactory = new FileLogFactory(settings);
ThreadedSocketAcceptor acceptor = new ThreadedSocketAcceptor(executorApp, storeFactory, settings, logFactory);
acceptor.Start();
Console.WriteLine("press <enter> to quit");
Console.Read();
acceptor.Stop();
}
catch (System.Exception e)
{
Console.WriteLine("==FATAL ERROR==");
Console.WriteLine(e.ToString());
Console.WriteLine("press <enter> to quit");
Console.Read();
}
}
public void GroupCreateTest()
{
DefaultMessageFactory dmf = new DefaultMessageFactory();
Group g44 = dmf.Create("FIX.4.4", "B", 33);
Assert.IsInstanceOf <QuickFix.FIX44.News.LinesOfTextGroup>(g44);
Group g50 = dmf.Create("FIXT.1.1", "B", 33);
Assert.IsInstanceOf <QuickFix.FIX50.News.NoLinesOfTextGroup>(g50);
}
public static NewOrderSingle CrearNewOrderSinglePorString(string fixString)
{
var defaultMsgFactory = new DefaultMessageFactory();
var dataDictionary = new QuickFix.DataDictionary.DataDictionary();
//https://www.tradingtechnologies.com/xtrader-help/apis/fix-adapter/fix-adapter-resources/
dataDictionary.Load(AppDomain.CurrentDomain.BaseDirectory + "\\FIX42.xml");
var mensaje = new NewOrderSingle();
mensaje.FromString(fixString, false, dataDictionary, dataDictionary, defaultMsgFactory);
return(mensaje);
}
public static void Initialize(string settingsFilePath, Router router, FixSessionStatusChangedDelegate sessionStatus)
{
_FixSessionStatusChangedDelegate = sessionStatus;
_router = router;
SessionSettings settings = new SessionSettings(settingsFilePath);
ClientApp application = new ClientApp();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
//logFactory = new ScreenLogFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
}
public void GroupCreateTest_Fix50()
{
DefaultMessageFactory dmf = new DefaultMessageFactory(QuickFix.FixValues.ApplVerID.FIX50);
Group g44 = dmf.Create("FIX.4.4", "B", 33);
Assert.IsInstanceOf <QuickFix.FIX44.News.LinesOfTextGroup>(g44);
Group g50 = dmf.Create("FIXT.1.1", "B", 33);
Assert.IsInstanceOf <QuickFix.FIX50.News.NoLinesOfTextGroup>(g50);
Group g50sp2 = dmf.Create("FIXT.1.1", "CD", QuickFix.Fields.Tags.NoAsgnReqs);
Assert.IsNull(g50sp2);
}
static void Main(string[] args)
{
SessionSettings settings = new SessionSettings(@"C:\acceptor.cfg");
Startup application = new Startup();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
ScreenLogFactory logFactory = new ScreenLogFactory(settings);
IMessageFactory messageFactory = new DefaultMessageFactory();
ThreadedSocketAcceptor server = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);
server.Start();
Console.WriteLine("####### Server Socket Fix Start ...press <enter> to quit");
Console.Read();
server.Stop();
}
static SocketInitiator StartSocketInitiator(String configFile)
{
ClientInitiator app = new ClientInitiator();
SessionSettings settings = new SessionSettings(configFile);
QuickFix.Application application = new ClientInitiator();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
ScreenLogFactory logFactory = new ScreenLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
SocketInitiator initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
initiator.start();
Thread.Sleep(3000);
return(initiator);
}
public void TestCreateMessage()
{
//Given the following implementation of a message to be serialized and added to a DefaultMessage implementation
const string originalMessage = "I am a message to be transfered";
var originalMessageBytes = new byte[10];
var serializerMock = Substitute.For<ISerializer<byte[]>>();
serializerMock.Serialize(Arg.Any<string>()).Returns(originalMessageBytes);
var messageFactory = new DefaultMessageFactory(serializerMock);
//When we call the CreateMessage method and get the returned DefaultMessage
var message = messageFactory.CreateMessage(originalMessage);
//Then the results should be the same as what we expect it to be.
message.MessageType.Should().Be("String");
message.MessageContents.Should().BeSameAs(originalMessageBytes);
message.MessageContentSize.Should().Be(originalMessageBytes.Length);
}
static void OpenFixConn()
{
try
{
string fixClientConf = Environment.CurrentDirectory + @"\" + SystemConfigurations.GetAppSetting("FixClientConfPath");
SessionSettings settings = new SessionSettings(fixClientConf);
OnConnectionChanged d = new OnConnectionChanged(FixConnChanged);
_app = new ClientApp(d);
//_app.OnStatusChanged+=
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
_initiator = new SocketInitiator(_app, storeFactory, settings, logFactory, messageFactory);
_initiator.start();
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public void TestCreateMessage()
{
//Given the following implementation of a message to be serialized and added to a DefaultMessage implementation
const string originalMessage = "I am a message to be transfered";
var originalMessageBytes = new byte[10];
var serializerMock = Substitute.For <ISerializer <byte[]> >();
serializerMock.Serialize(Arg.Any <string>()).Returns(originalMessageBytes);
var messageFactory = new DefaultMessageFactory(serializerMock);
//When we call the CreateMessage method and get the returned DefaultMessage
var message = messageFactory.CreateMessage(originalMessage);
//Then the results should be the same as what we expect it to be.
message.MessageType.Should().Be("String");
message.MessageContents.Should().BeSameAs(originalMessageBytes);
message.MessageContentSize.Should().Be(originalMessageBytes.Length);
}
static void Main(string[] args)
{
try
{
SessionSettings settings = new SessionSettings(@"C:\Users\anhtv\Desktop\QuickFix\QuickFix\acceptor1.cfg");
FixServerApplication application = new FixServerApplication();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
ScreenLogFactory logFactory = new ScreenLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
SocketAcceptor acceptor = new SocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);
acceptor.start();
Console.WriteLine("press enter to quit");
Console.Read();
acceptor.stop();
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
}
private FixProxyServer()
{
quoteRequest = new QuoteRequest();
FileStoreFactory mesStoreFact;
DefaultMessageFactory mesFact;
SessionSettings sets;
try
{
sets = new SessionSettings(string.Format("{0}\\{1}",
ExecutablePath.ExecPath,
SessionSettingsParser.SessionSettingsFileName));
SessionSettingsParser.Init(string.Format("{0}\\{1}",
ExecutablePath.ExecPath,
SessionSettingsParser.SessionSettingsFileName));
app = new FixApplication();
app.processMessageFromBroker += MessageDispatcher.ProcessMessageFromBroker;
mesStoreFact = new FileStoreFactory(string.Format("{0}\\log",
ExecutablePath.ExecPath));
mesFact = new DefaultMessageFactory();
app.OnSessionLogon += AppOnSessionLogon;
}
catch (Exception ex)
{
Logger.Error("SocketInitiator pre-create error", ex);
throw;
}
try
{
initiator = new SocketInitiator(app, mesStoreFact, sets, mesFact);
}
catch (Exception ex)
{
Logger.Error("SocketInitiator create error", ex);
throw;
}
}
public bool Start(string user, string pw)
{
try
{
SessionSettings settings = new SessionSettings(_setpath);
Application application = this;
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
acceptor = new SocketAcceptor
(application, storeFactory, settings, logFactory /*optional*/, messageFactory);
acceptor.start();
_val = true;
return(true);
}
catch (Exception ex)
{
debug("exception starting server: " + ex.Message + ex.StackTrace);
_val = false;
}
return(false);
}
private void StartSendingMarketData()
{
StreamReader reader = new StreamReader(@"C:\Code\NigSEApplication\FIXT.1.1-PROD-XTRM.messages.current\log1.log");
DefaultMessageFactory defaultMessageFactory = new DefaultMessageFactory();
QuickFix.Message msg = new QuickFix.Message();
while (!reader.EndOfStream)
{
string line = reader.ReadLine();
string txt = "8=FIXT.1.19=00023635=W49=XTRM56=PROD34=452=20140820-07:26:00.726264=175=20140820262=*_148=MOBIL22=99762=EQTY268=5269=a326=1764=20140825269=s270=175.0000000269=u270=175.0000000269=x270=175.0000000269=y332=182.0000000333=106.000000010=143";
// line.Substring(line.IndexOf("8=") - 1).Trim();
msg.FromString(txt, false, null, null);
string msgtype = msg.Header.GetString(35);
if (msgtype == "W") //|| msgtype == "X")
{
QuickFix.Message newmsg = new Message(txt);
if (Session.LookupSession(_currentSessionId).IsLoggedOn)
{
Session.LookupSession(_currentSessionId).ValidateLengthAndChecksum = false;
Session.SendToTarget(newmsg, _currentSessionId);
}
else
{
break;
}
}
Thread.Sleep(100);
}
reader.Close();
}
public void IniciarServico()
{
logger.Info("IniciarServico(): iniciando Servidor FIX...");
// Carrega configurações
_config = GerenciadorConfig.ReceberConfig <ServidorFixConfig>();
// Cria dicionario da configuracao
Dictionary mainDic = new Dictionary();
if (_config.SocketAcceptPort > 0)
{
mainDic.SetLong("SocketAcceptPort", _config.SocketAcceptPort);
}
//mainDic.SetLong("SocketConnectPort", _config.SocketConnectPort);
mainDic.SetLong("HeartBtInt", _config.HeartBtInt);
mainDic.SetLong("ReconnectInterval", _config.ReconnectInterval);
//mainDic.SetBool("ResetOnLogon", _config.ResetSeqNum);
//mainDic.SetBool("PersistMessages", _config.PersistMessages);
// Ver
// ret.setString("ConnectionType", ConnectionType.ToLower());
//mainDic.SetString("SocketConnectHost", _config.Host);
mainDic.SetString("FileStorePath", _config.FileStorePath);
logger.Debug("FileLogPath: " + _config.FileLogPath);
mainDic.SetString("FileLogPath", _config.FileLogPath);
logger.Debug("DebugFileLogPath: " + _config.FileLogPath);
mainDic.SetString("DebugFileLogPath", _config.DebugFileLogPath);
mainDic.SetString("StartTime", _config.StartTime);
mainDic.SetString("EndTime", _config.EndTime);
mainDic.SetString("ConnectionType", "acceptor");
CamadaDeDados db = new CamadaDeDados();
List <SessionFixInfo> sessions = db.BuscarSessoesFIX();
// Configure the session settings
SessionSettings settings = new SessionSettings();
settings.Set(mainDic);
foreach (SessionFixInfo info in sessions)
{
Dictionary sessDic = new Dictionary();
//sessDic.SetString("BeginString", _config.BeginString);
//sessDic.SetString("SenderCompID", _config.SenderCompID);
//sessDic.SetString("TargetCompID", _config.TargetCompID);
string dataDictionary;
switch (info.FixVersion)
{
case "5.0": dataDictionary = _config.DataDictionary50; break;
case "4.4": dataDictionary = _config.DataDictionary44; break;
case "4.2":
default:
dataDictionary = _config.DataDictionary42; break;
}
sessDic.SetString("DataDictionary", dataDictionary);
sessDic.SetBool("UseDataDictionary", true);
sessDic.SetBool("ResetOnLogon", info.ResetSeqNum != 0?true:false);
sessDic.SetBool("PersistMessages", info.PersistMessages != 0 ? true : false);
logger.InfoFormat("Criando sessao S:[{0}] T:[{1}] Ver:[{2}] Dic:[{3}] Rst:[{4}] Pers:[{5}] Begstr:[{6}]",
info.SenderCompID,
info.TargetCompID,
info.FixVersion,
dataDictionary,
info.ResetSeqNum,
info.PersistMessages,
info.BeginString
);
// Cria sessao que será usada para mandar as mensagens
_session =
new SessionID(info.BeginString,
info.SenderCompID,
info.TargetCompID);
settings.Set(_session, sessDic);
}
logger.Info("Iniciando gerenciador de limites...");
LimiteManager.GetInstance().Start();
logger.Info("Iniciando cron scheduler...");
_cron = new CronStyleScheduler();
_cron.Start();
logger.Info("Iniciando Executor FIX...");
_executorApp = Executor.GetInstance();
_executorApp.Start();
FileStoreFactory store = new FileStoreFactory(settings);
LogFactory logs = new FileLogFactory(settings);
IMessageFactory msgs = new DefaultMessageFactory();
logger.Info("Iniciando ThreadedSocketAcceptor...");
_socketAcceptor = new ThreadedSocketAcceptor(_executorApp, store, settings, logs, msgs);
_socketAcceptor.Start();
_status = ServicoStatus.EmExecucao;
logger.Info("IniciarServico(): ServidorFIX em execucao....");
}
public void Start()
{
try
{
logger.Info("FixInitiatorDropCopy Start(): Iniciando FixInitiatorDropCopy....");
_running = true;
// Buscar Application Path para compor diretorios de dicionario e afins(Substring(6) para retirar 'file:\')
string path = Path.GetDirectoryName(Assembly.GetAssembly(typeof(FixInitiatorDropCopy)).CodeBase).Substring(6);
//logger.Info("Application Path: " + path);
// Cria sessao que será usada para mandar as mensagens
_session = new SessionID(_config.BeginString, _config.SenderCompID, _config.TargetCompID);
// Cria dicionario da configuracao
Dictionary mainDic = new Dictionary();
mainDic.SetLong("SocketConnectPort", _config.SocketPort);
mainDic.SetLong("HeartBtInt", _config.HeartBtInt);
mainDic.SetLong("ReconnectInterval", _config.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", _config.ResetSeqNum);
mainDic.SetBool("PersistMessages", _config.PersistMessages);
// Ver
// ret.setString("ConnectionType", ConnectionType.ToLower());
mainDic.SetString("ConnectionType", _config.ConnectionType.ToLower());
mainDic.SetString("SocketConnectHost", _config.Host);
mainDic.SetString("FileStorePath", path + Path.DirectorySeparatorChar + _config.FileStorePath);
//string = path + Path.DirectorySeparatorChar + info.DataDictionary;
logger.Debug("FileLogPath: " + path + Path.DirectorySeparatorChar + _config.FileLogPath);
mainDic.SetString("FileLogPath", path + Path.DirectorySeparatorChar + _config.FileLogPath);
mainDic.SetString("DebugFileLogPath", path + Path.DirectorySeparatorChar + _config.DebugFileLogPath);
mainDic.SetString("StartTime", _config.StartTime);
mainDic.SetString("EndTime", _config.EndTime);
mainDic.SetString("ConnectionType", "initiator");
Dictionary sessDic = new Dictionary();
sessDic.SetString("BeginString", _config.BeginString);
sessDic.SetString("SenderCompID", _config.SenderCompID);
sessDic.SetString("TargetCompID", _config.TargetCompID);
sessDic.SetString("DataDictionary", path + Path.DirectorySeparatorChar + _config.DataDictionary);
sessDic.SetBool("UseDataDictionary", _config.UseDataDictionary);
// Configure the session settings
SessionSettings settings = new SessionSettings();
settings.Set(mainDic);
settings.Set(_session, sessDic);
//FileStoreFactory store = new FileStoreFactory(settings);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory logs = new FileLogFactory(settings);
IMessageFactory msgs = new DefaultMessageFactory();
logger.InfoFormat("Iniciando ThreadedSocketInitiator... SenderCompID: [{0}] TargetCompID: [{1}] SocketConnectHost:[{2}] SocketConnectPort:[{3}]",
_config.SenderCompID, _config.TargetCompID, _config.Host, _config.SocketPort);
_socketInitiator = new SocketInitiator(this, store, settings, logs, msgs);
_socketInitiator.Start();
// Thread para receber as mensagens de acceptors
_thToDb = new Thread(new ThreadStart(this._sendtoDb));
_thToDb.Start();
logger.Info("FixInitiatorDropCopy Start(): Fim de inicializacao FixInitiator....");
}
catch (Exception ex)
{
logger.Error("Erro ao inicializar Fix Initiator DropCopy", ex);
throw ex;
}
}
public void Start()
{
try
{
logger.Info("FixDropCopy Start(): Iniciando ThreadedSocketAcceptor....");
_running = true;
// Buscar Application Path para compor diretorios de dicionario e afins(Substring(6) para retirar 'file:\')
string path = Path.GetDirectoryName(Assembly.GetAssembly(typeof(FixAcceptor)).CodeBase).Substring(6);
logger.Info("Application Path: " + path);
_config = GerenciadorConfig.ReceberConfig <FixDropCopyConfig>();
// Cria dicionario da configuracao
Dictionary mainDic = new Dictionary();
if (_config.SocketAcceptPort > 0)
{
mainDic.SetLong("SocketAcceptPort", _config.SocketAcceptPort);
}
mainDic.SetLong("HeartBtInt", _config.HeartBtInt);
mainDic.SetLong("ReconnectInterval", _config.ReconnectInterval);
mainDic.SetString("FileStorePath", _config.FileStorePath);
logger.Debug("FileLogPath: " + _config.FileLogPath);
mainDic.SetString("FileLogPath", _config.FileLogPath);
logger.Debug("DebugFileLogPath: " + _config.FileLogPath);
mainDic.SetString("DebugFileLogPath", _config.DebugFileLogPath);
mainDic.SetString("StartTime", _config.StartTime);
mainDic.SetString("EndTime", _config.EndTime);
mainDic.SetString("ConnectionType", "acceptor");
// Configure the session settings
SessionSettings settings = new SessionSettings();
settings.Set(mainDic);
foreach (FixSessionItem info in _sessionsDropCopy)
{
Dictionary sessDic = new Dictionary();
string strdictionary = path + Path.DirectorySeparatorChar + info.DataDictionary;
sessDic.SetString("DataDictionary", strdictionary);
sessDic.SetBool("UseDataDictionary", info.UseDataDictionary);
sessDic.SetBool("ResetOnLogon", info.ResetSeqNum);
sessDic.SetBool("PersistMessages", info.PersistMessages);
logger.InfoFormat("Criando sessao DROPCOPY S:[{0}] T:[{1}] UseDic:[{2}] Dic:[{3}] Rst:[{4}] Pers:[{5}] Begstr:[{6}] FinancialLimit:[{7}] Port:[{8}] IdClient[{9}]",
info.SenderCompID,
info.TargetCompID,
info.UseDataDictionary,
strdictionary,
info.ResetSeqNum,
info.PersistMessages,
info.BeginString,
info.FinancialLimit,
info.Operador,
info.IdCliente
);
// Adicionar no dicionario para validacao de logon
// Atribui respectivo Initiator para cada sessao
SessionDropCopy ssDrop = new SessionDropCopy();
//FixInitiator aux = null;
//foreach (FixInitiator init in _lstInitiator)
//{
// if (init.Canal == info.Operador)
// {
// aux = init;
// break;
// }
//}
ssDrop.Config = info;
//ssDrop.Initiator = aux;
//ssDrop.CalcularLimite = info.FinancialLimit;
/*
*/
SessionID session = new SessionID(info.BeginString, info.TargetCompID, info.SenderCompID);
ssDrop.Sessao = session;
ssDrop.Start();
//_dicSessionsDropCopy.Add(session, ssDrop);
List <SessionDropCopy> lstDC = null;
if (_dicSessionsDropCopy.TryGetValue(info.Operador, out lstDC))
{
lstDC.Add(ssDrop);
}
else
{
List <SessionDropCopy> lst = new List <SessionDropCopy>();
lst.Add(ssDrop);
_dicSessionsDropCopy.Add(info.Operador, lst);
}
// Adicionar a sessao no initiator, para conseguir "referencia cruzada"
// Verificar se nao ocorre erros
//if (null != aux)
//{
// ssAcceptor.Initiator.AddSessionAcceptor(session, ssAcceptor);
//}
settings.Set(session, sessDic);
}
//FileStoreFactory store = new FileStoreFactory(settings);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory logs = new FileLogFactory(settings);
IMessageFactory msgs = new DefaultMessageFactory();
logger.Info("Iniciando ThreadedSocketAcceptor ...");
_socketDropCopy = new ThreadedSocketAcceptor(this, store, settings, logs, msgs);
_socketDropCopy.Start();
logger.Info("Start(): ThreadedSocketAcceptor em execucao....");
logger.Info("Start(): Iniciando thread de mensagens....");
// Thread para receber as mensagens de acceptors
_thDropCopy = new Thread(new ThreadStart(this.SendToDropCopy));
_thDropCopy.Priority = ThreadPriority.Normal;
_thDropCopy.Start();
logger.Info("Start(): thread de mensagens iniciada....");
logger.Info("FixDropCopy Start(): Fim de Inicializacao do ThreadedSocketAcceptor....");
}
catch (Exception ex)
{
logger.Error("Problemas no start da sessao FixDropCopy: " + ex.Message, ex);
throw ex;
}
}
public FixServerAcceptor(
TCPReplayConfig tcpReplayConfig,
Dictionary <string, SessionID> dctSessionsFixClients,
Dictionary <string, SessionID> dctSessionsFixChannels)
{
_tcpReplayConfig = tcpReplayConfig;
_dctSessionsFixClients = dctSessionsFixClients;
_dctSessionsFixChannels = dctSessionsFixChannels;
logger = LogManager.GetLogger("FixServerAcceptor");
MDSUtils.AddAppender("FixServerAcceptor", logger.Logger);
XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();
registry = UmdfUtils.loadTemplates(tcpReplayConfig.TemplateFile);
context = new Context();
context.TemplateRegistry = registry;
try
{
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetLong("SocketAcceptPort", tcpReplayConfig.SocketAcceptPort);
mainDic.SetBool("ResetOnLogon", tcpReplayConfig.ResetOnLogon);
mainDic.SetBool("ResetOnDisconnect", tcpReplayConfig.ResetOnDisconnect);
mainDic.SetBool("PersistMessages", tcpReplayConfig.PersistMessages);
mainDic.SetString("ConnectionType", tcpReplayConfig.ConnectionType);
mainDic.SetString("FileStorePath", tcpReplayConfig.FileStorePath);
mainDic.SetString("FileLogPath", tcpReplayConfig.FileLogPath);
mainDic.SetString("StartTime", tcpReplayConfig.StartTime);
mainDic.SetString("EndTime", tcpReplayConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", tcpReplayConfig.BeginString);
sessDic.SetString("SenderCompID", tcpReplayConfig.SenderCompID);
sessDic.SetString("TargetCompID", tcpReplayConfig.TargetCompID);
sessDic.SetString("DataDictionary", tcpReplayConfig.DataDictionary);
sessDic.SetBool("UseDataDictionary", true);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
IEnumerable <int> rangeSenderSubID = Enumerable.Range(
tcpReplayConfig.SubIDStartSeq,
tcpReplayConfig.SubIDEndSeq);
foreach (int item in rangeSenderSubID)
{
string subID = tcpReplayConfig.SubIDPrefix + item.ToString("D3");
// Cria sessao FIX
SessionID sessionID = new QuickFix.SessionID(
tcpReplayConfig.BeginString,
tcpReplayConfig.SenderCompID,
subID,
tcpReplayConfig.TargetCompID,
subID);
sessDic.SetString("SenderSubID", subID);
sessDic.SetString("TargetSubID", subID);
settings.Set(sessionID, sessDic);
}
logger.InfoFormat("Start(): iniciando FIX ACCEPTOR na porta {0}...", tcpReplayConfig.SocketAcceptPort);
_acceptor = new ThreadedSocketAcceptor(this, store, settings, log, message);
_acceptor.Start();
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciada!");
}
public FixServerInitiator(
string channelsID,
TCPReplayConfig tcpReplayConfig,
Dictionary <string, SessionID> dctSessionsFixClients,
Dictionary <string, SessionID> dctSessionsFixChannels)
{
_tcpReplayConfig = tcpReplayConfig;
_dctSessionsFixClients = dctSessionsFixClients;
_dctSessionsFixChannels = dctSessionsFixChannels;
logger = LogManager.GetLogger("FixServerInitiator-" + tcpReplayConfig.ChannelID);
MDSUtils.AddAppender("FixServerInitiator-" + tcpReplayConfig.ChannelID, logger.Logger);
XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();
registry = UmdfUtils.loadTemplates(tcpReplayConfig.TemplateFile);
context = new Context();
context.TemplateRegistry = registry;
try
{
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetString("SocketConnectHost", tcpReplayConfig.SocketConnectHost);
mainDic.SetLong("SocketConnectPort", tcpReplayConfig.SocketConnectPort);
if (!String.IsNullOrEmpty(tcpReplayConfig.SocketConnectHost1))
{
mainDic.SetString("SocketConnectHost1", tcpReplayConfig.SocketConnectHost1);
mainDic.SetLong("SocketConnectPort1", tcpReplayConfig.SocketConnectPort1);
}
mainDic.SetLong("HeartBtInt", tcpReplayConfig.HeartBtInt);
mainDic.SetLong("ReconnectInterval", tcpReplayConfig.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", tcpReplayConfig.ResetOnLogon);
mainDic.SetBool("PersistMessages", tcpReplayConfig.PersistMessages);
mainDic.SetString("ConnectionType", tcpReplayConfig.ConnectionType);
mainDic.SetString("FileStorePath", tcpReplayConfig.FileStorePath);
mainDic.SetString("FileLogPath", tcpReplayConfig.FileLogPath);
mainDic.SetString("StartTime", tcpReplayConfig.StartTime);
mainDic.SetString("EndTime", tcpReplayConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", tcpReplayConfig.BeginString);
sessDic.SetString("SenderCompID", tcpReplayConfig.SenderCompID);
sessDic.SetString("TargetCompID", tcpReplayConfig.TargetCompID);
sessDic.SetString("DataDictionary", tcpReplayConfig.DataDictionary);
sessDic.SetBool("UseDataDictionary", true);
// Configure the session settings
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(mainDic);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory log = new FileLogFactory(settings);
IMessageFactory message = new DefaultMessageFactory();
// Cria sessao FIX
_sessionID = new QuickFix.SessionID(
tcpReplayConfig.BeginString,
tcpReplayConfig.SenderCompID,
tcpReplayConfig.TargetCompID);
settings.Set(_sessionID, sessDic);
string[] quebraChannelsID = channelsID.Split(",".ToCharArray());
foreach (string channel in quebraChannelsID)
{
dctSessionsFixChannels.Add(channel, _sessionID);
}
logger.InfoFormat("Start(): iniciando FIX com sessionID[{0}]...", _sessionID.ToString());
_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 iniciada!");
}
public virtual void IniciarServico()
{
logger.Info("IniciarServico(): iniciando canal Bovespa ....");
// Carrega configurações
_config = GerenciadorConfig.ReceberConfig <CanalNegociacaoConfig>();
// Cria sessao que será usada para mandar as mensagens
_session =
new SessionID(
new BeginString(_config.BeginString),
new SenderCompID(_config.SenderCompID),
new TargetCompID(_config.TargetCompID));
// Cria dicionario da configuracao
Dictionary mainDic = new Dictionary();
if (_config.SocketAcceptPort > 0)
{
mainDic.setLong("SocketAcceptPort", _config.SocketAcceptPort);
}
mainDic.setLong("SocketConnectPort", _config.SocketConnectPort);
mainDic.setLong("HeartBtInt", _config.HeartBtInt);
mainDic.setLong("ReconnectInterval", _config.ReconnectInterval);
mainDic.setBool("ResetOnLogon", _config.ResetSeqNum);
mainDic.setBool("PersistMessages", _config.PersistMessages);
// Ver
// ret.setString("ConnectionType", ConnectionType.ToLower());
mainDic.setString("SocketConnectHost", _config.Host);
mainDic.setString("FileStorePath", _config.FileStorePath);
logger.Debug("FileLogPath: " + _config.FileLogPath);
mainDic.setString("FileLogPath", _config.FileLogPath);
mainDic.setString("StartTime", _config.StartTime);
mainDic.setString("EndTime", _config.EndTime);
if (_config.Initiator)
{
mainDic.setString("ConnectionType", "initiator");
}
else
{
mainDic.setString("ConnectionType", "acceptor");
}
Dictionary sessDic = new Dictionary();
sessDic.setString("BeginString", _config.BeginString);
sessDic.setString("SenderCompID", _config.SenderCompID);
sessDic.setString("TargetCompID", _config.TargetCompID);
sessDic.setString("DataDictionary", _config.DataDictionary);
sessDic.setBool("UseDataDictionary", true);
// Configure the session settings
SessionSettings settings = new SessionSettings();
settings.set(mainDic);
settings.set(_session, sessDic);
FileStoreFactory store = new FileStoreFactory(settings);
FileLogFactory logs = new FileLogFactory(settings);
QuickFix.MessageFactory msgs = new DefaultMessageFactory();
// Cria o socket
if (_config.Initiator)
{
_socketInitiator = new SocketInitiator(this, store, settings, logs, msgs);
_socketInitiator.start();
}
else
{
_socketAcceptor = new SocketAcceptor(this, store, settings, logs, msgs);
_socketAcceptor.start();
}
_status = ServicoStatus.EmExecucao;
logger.Info("IniciarServico(): canal Bovespa em execucao....");
}
public DefaultMessageFactoryTest()
{
_fixture = new Fixture();
_generator = Substitute.For <IMessageIdGenerator>();
_factory = new DefaultMessageFactory(_generator);
}
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 ChannelTcpConflated(TCPConflatedConfig conflatedConfig)
{
logger = LogManager.GetLogger("ChannelTcpConflated-" + conflatedConfig.ChannelID);
MDSUtils.AddAppender("ChannelTcpConflated-" + conflatedConfig.ChannelID, logger.Logger);
_bKeepRunning = true;
machineGun = new MachineGunFixSplitter();
machineGun.UnderFIXMessageFire += new FIXMachineGunEventHandler(machineGun_UnderFIXMessageFire);
machineGun.Start();
thQueueProc = new Thread(new ThreadStart(queueProc));
thQueueProc.Start();
thSplitProc = new Thread(new ThreadStart(splitterThreadWork));
thSplitProc.Start();
_channelUmdfConfig = conflatedConfig;
//if (!listaChannelQueues.ContainsKey(conflatedConfig.ChannelID))
// listaChannelQueues.Add(conflatedConfig.ChannelID, new ListChannelQueues(qUdpPkt, replayLockObject));
logger.Info("Start(): iniciando sessao FIX...");
try
{
// Cria sessao FIX
_session = new QuickFix.SessionID(
conflatedConfig.BeginString,
conflatedConfig.SenderCompID,
conflatedConfig.TargetCompID);
// Cria dicionario da configuracao
QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
mainDic.SetLong("SocketConnectPort", conflatedConfig.ProxyPort);
mainDic.SetLong("HeartBtInt", conflatedConfig.HeartBtInt);
mainDic.SetLong("ReconnectInterval", conflatedConfig.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", conflatedConfig.ResetOnLogon);
mainDic.SetBool("ResetOnLogout", conflatedConfig.ResetOnLogout);
mainDic.SetBool("ResetOnDisconnect", conflatedConfig.ResetOnDisconnect);
mainDic.SetBool("PersistMessages", conflatedConfig.PersistMessages);
mainDic.SetString("ConnectionType", conflatedConfig.ConnectionType);
mainDic.SetString("SocketConnectHost", conflatedConfig.ProxyHost);
mainDic.SetString("FileStorePath", conflatedConfig.FileStorePath);
mainDic.SetString("FileLogPath", conflatedConfig.FileLogPath);
mainDic.SetString("StartTime", conflatedConfig.StartTime);
mainDic.SetString("EndTime", conflatedConfig.EndTime);
QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
sessDic.SetString("BeginString", conflatedConfig.BeginString);
sessDic.SetString("SenderCompID", conflatedConfig.SenderCompID);
sessDic.SetString("TargetCompID", conflatedConfig.TargetCompID);
sessDic.SetString("DataDictionary", conflatedConfig.DataDictionary);
sessDic.SetBool("CheckLatency", false);
sessDic.SetBool("UseDataDictionary", true);
sessDic.SetLong("SocketReceiveBufferSize", conflatedConfig.SocketReceiveBufferSize);
// 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, this, message);
_initiator.Start();
QuickFix.Session mySession = QuickFix.Session.LookupSession(_session);
QuickFix.Session.LookupSession(_session).ValidateLengthAndChecksum = false;
}
catch (Exception ex)
{
logger.Error("Start():" + ex.Message, ex);
}
logger.Info("Start(): Sessao FIX iniciado!");
}
