/// <summary>
/// The Init method is called to initialize the class
/// with a reference to the service container that it
/// needs in order to retrieve and initialize its own
/// service references.
/// </summary>
/// <param name="services">
/// The service container that contains the services
/// that the class needs to access.
/// </param>
public void Init(IVfxServices services)
{
_vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (_vxRegistry == null)
{
throw new ArgumentException("The service container doesn't include a reference to IVfxFixVxRegistry.");
}
_dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (_dxRegistry == null)
{
throw new ArgumentException("The service container doesn't include a reference to IVfxFixDxRegistry.");
}
}
/// <summary>
/// The Init method intialized the message assembler
/// with the services that are needed in order to create
/// instances of FIX messages. The assembler requires that
/// the IVfxFixVxRegistry and IVfxFixDxRegistry services be
/// available from the provided service container.
/// </summary>
/// <param name="services">
/// The service container that provides access to the services
/// that the assembler needs in order to construct messages.
/// </param>
public void Init(IVfxServices services)
{
_vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (_vxRegistry == null)
{
throw new ArgumentException("VfxFixAssembler requires the IVfxFixVxRegistry service.");
}
_dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (_dxRegistry == null)
{
throw new ArgumentException("VfxFixAssembler requires the IVfxFixDxRegistry service.");
}
}
/// <summary>
/// The Activate method starts all of the services that
/// have been instantiated by the engine.
/// </summary>
public void Activate(IVfxServices services)
{
this._mapServices.Clear();
// REC: Retrieve the engine configuration settings from
// the service container, by retrieving the reference to
// the IVfxSettings interface:
IVfxSettings configuration = services.GetService(typeof(IVfxSettings)) as IVfxSettings;
if (configuration != null)
{
// REC: Retrieve all of the session definitions from the
// application configuration document:
XPathNavigator xpn = configuration.Document.CreateNavigator();
XPathNodeIterator xpi = xpn.Select("/Engine/Sessions/Session");
while (xpi.MoveNext())
{
string sessionName = xpi.Current.GetAttribute("name", "");
if (!string.IsNullOrEmpty(sessionName))
{
string sessionType = xpi.Current.GetAttribute("type", "");
if (sessionType != null)
{
// REC: Create a new XML document that represents the
// service's specific configuration details:
XmlDocument svxConfiguration = new XmlDocument();
svxConfiguration.LoadXml(xpi.Current.OuterXml);
IVfxFixService service = null;
switch (sessionType)
{
case "FIX":
service = VfxFixServiceFactory.CreateService(services, svxConfiguration);
break;
case "FAST":
break;
}
this._mapServices.Add(sessionName, service);
}
}
}
}
foreach (string key in _mapServices.Keys)
{
IVfxFixService service = _mapServices[key];
service.Activate();
}
}
/// <summary>
/// The Activate method starts all of the services that
/// have been instantiated by the engine.
/// </summary>
public void Activate(IVfxServices services)
{
this._mapServices.Clear();
// REC: Retrieve the engine configuration settings from
// the service container, by retrieving the reference to
// the IVfxSettings interface:
IVfxSettings configuration = services.GetService(typeof(IVfxSettings)) as IVfxSettings;
if (configuration != null)
{
// REC: Retrieve all of the session definitions from the
// application configuration document:
XPathNavigator xpn = configuration.Document.CreateNavigator();
XPathNodeIterator xpi = xpn.Select("/Engine/Sessions/Session");
while (xpi.MoveNext())
{
string sessionName = xpi.Current.GetAttribute("name", "");
if (!string.IsNullOrEmpty(sessionName))
{
string sessionType = xpi.Current.GetAttribute("type", "");
if (sessionType != null)
{
// REC: Create a new XML document that represents the
// service's specific configuration details:
XmlDocument svxConfiguration = new XmlDocument();
svxConfiguration.LoadXml(xpi.Current.OuterXml);
IVfxFixService service = null;
switch (sessionType)
{
case "FIX":
service = VfxFixServiceFactory.CreateService(services, svxConfiguration);
break;
case "FAST":
break;
}
this._mapServices.Add(sessionName, service);
}
}
}
}
foreach (string key in _mapServices.Keys)
{
IVfxFixService service = _mapServices[key];
service.Activate();
}
}
/// <summary>
/// The Init method is invoked to initialize an instance of
/// the session class with the services, setttings, and handler
/// that it requires in order to be activated. All instances of
/// a session must be initialized before they can start managing
/// a FIX session for their owner.
/// </summary>
/// <param name="services">
/// The service container that contains the references to all of
/// the system services that an instance of the session needs.
/// </param>
/// <param name="handler">
/// The callback interface that the session directs all of its
/// events to as they occur.
/// </param>
public void Init(IVfxServices services, IVfxFixSessionHandler handler)
{
// REC: Retrieve the version registry that the session
// has been configured to use:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Retrieve the dictionary registry that the session
// has been configured to use:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
// REC: Retrieve the session database service from the
// set of services provided by the session's owner:
_fixDatabase = services.GetService(typeof(IVfxFixDatabase)) as IVfxFixDatabase;
// REC: Retrieve the session configuration from the
// service container for relevant settings:
IVfxSettings settings = services.GetService(typeof(IVfxSettings)) as IVfxSettings;
// REC: Temporary container to simplify accessing the
// session settings from the XML configuration document:
Dictionary <string, string> mapSettings = new Dictionary <string, string>();
XPathNavigator xpn = settings.Document.CreateNavigator();
XPathNodeIterator xpi;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Retrieve application layer details:
VfxFixVxRecord axDetails = vxRegistry.Get(_axVersion);
// REC: Adjust the session layer, if one has not been
// specified for the connection.
if (string.IsNullOrEmpty(this._sxVersion))
{
if (axDetails.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
}
// REC: Retrieve the session layer details:
VfxFixVxRecord sxDetails = vxRegistry.Get(_sxVersion);
// REC: Construct a local instance of a version definition
// registry so that the session relies only on the specific
// versions that have been specified for the service:
VfxFixVxRegistry localVxRegistry = new VfxFixVxRegistry();
// REC: Add the session layer to the local registry:
localVxRegistry.Add(this._sxVersion, sxDetails);
// REC: Add the application layer to the local registry:
localVxRegistry.Add(this._axVersion, axDetails);
// REC: Construct a new instance of the service container
// and populate it with the services for the session:
IVfxServices localServices = new VfxServices();
// REC: The session can use the global dictionaries:
localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
// REC: The session can use its own version registry:
localServices.AddService(typeof(IVfxFixVxRegistry), localVxRegistry);
// REC: Initialize the parser with the local services:
_fixParser.Init(localServices);
// REC: Configure the FIX session timer to fire every
// second for conducting timeout checks, etc.
_fixTimer.Interval = 1000;
// REC: Subscribe to the timer in order to determine if
// the session has timed out:
this._fixTimer.Elapsed += HandleElapsed_Timer;
// REC: Initialize the FIX message assembler:
_fixAssembler.Init(localServices);
// REC: Register required fields for messages:
this._fixBeginString = sxDetails.FixBs;
_fixAssembler.SetField(new FixField(8, this._fixBeginString));
_fixAssembler.SetField(new FixField(9, ""));
_fixAssembler.SetField(new FixField(98, "0"));
_fixAssembler.SetField(new FixField(108, "60"));
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Heartbeat']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
string fixTimeout = xpi.Current.GetAttribute("content", "").Trim();
// REC: The client sessions need to maintain their own
// reference to the heartbeat value:
this._fixTimeout = int.Parse(fixTimeout);
// REC: Assign the timeout value to the assembler so it
// becomes the default for any message that needs it:
_fixAssembler.SetField(new FixField(108, fixTimeout));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.SenderCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the SenderCompID for identification:
this._fixSenderCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(49, this._fixSenderCompID));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.TargetCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the TargetCompID for identification:
this._fixTargetCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(56, this._fixTargetCompID));
}
_fixAssembler.SetField(new FixField(10, ""));
// REC: The client session knows the FIX TargetCompID of the
// peer system in advance, unlike the server sessions, so we
// can construct the session id in the initialization code:
_sessionId = string.Format("{0}-{1}", _fixSenderCompID, _fixTargetCompID);
// REC: Maintain a reference to the supplied callback
// handler for issuing event notifications:
_handler = handler;
}
/// <summary>
/// The Init method intializes the parser and provides
/// it with a reference to a service container that has
/// references to the services that the parser requires
/// in order to parse messages. The parser requires that
/// the IVfxFixVxRegistry and IVfxFixDxRegistry services
/// be available from the service container, or it won't
/// be able to parse messages properly.
/// </summary>
/// <param name="context">
/// The service container that contains the services that
/// are needed by an instance of the parser.
/// </param>
public void Init(IVfxServices context)
{
// REC: Attempt to retrieve the reference to the
// version registry from the container:
_vxRegistry = context.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (_vxRegistry == null)
{
throw new ArgumentException("VfxFixParser: service IVfxFixVxRegistry must be provided.");
}
// REC: Create a local instance of the version matcher
// and initialize it with the provided registry:
_vxMatcher = new VfxFixVxMatcher();
_vxMatcher.Init(_vxRegistry);
// REC: Attempt to retrieve the reference to the
// dictionary registry from the container:
_dxRegistry = context.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (_dxRegistry == null)
{
throw new ArgumentException("VfxFixParser: service IVfxFixDxRegistry must be provided.");
}
}
void IVfxFixSession.Init(IVfxServices services, IVfxFixSessionHandler handler)
{
// REC: Maintain a reference to the set of configuration settings
// that are supplied to the session instance:
_localServices = services;
// REC: Retrieve the version registry that the session
// has been configured to use:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Retrieve the dictionary registry that the session
// has been configured to use:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
// REC: Retrieve the session database service from the
// set of services provided by the session's owner:
_fixDatabase = services.GetService(typeof(IVfxFixDatabase)) as IVfxFixDatabase;
// REC: Retrieve the configuration settings and extract
// the FIX session and application layer versions:
IVfxSettings settings = this._localServices.GetService(typeof(IVfxSettings)) as IVfxSettings;
XPathNavigator xpn = settings.Document.CreateNavigator();
XPathNodeIterator xpi;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Retrieve application layer details:
VfxFixVxRecord axDetails = vxRegistry.Get(_axVersion);
// REC: Adjust the session layer, if it was not specified
// and the application layer is FIX 4.0-4.4:
if (string.IsNullOrEmpty(this._sxVersion))
{
if (axDetails.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
}
// REC: Retrieve the session layer details:
VfxFixVxRecord sxDetails = vxRegistry.Get(_sxVersion);
// REC: Construct a local instance of a version definition
// registry so that the session relies only on the specific
// versions that have been specified for the service:
VfxFixVxRegistry localVxRegistry = new VfxFixVxRegistry();
// REC: Add the session layer to the local registry:
localVxRegistry.Add(this._sxVersion, sxDetails);
// REC: Add the application layer to the local registry:
localVxRegistry.Add(this._axVersion, axDetails);
// REC: Construct a new service container and initialize
// it with the appropriate services:
IVfxServices localServices = new VfxServices();
localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
localServices.AddService(typeof(IVfxFixVxRegistry), localVxRegistry);
// REC: Initialize the parser with the local services:
_fixParser.Init(localServices);
// REC: Configure the FIX session timer to fire every
// second for conducting timeout checks, etc.
_fixTimer.Interval = 1000;
// REC: Subscribe to the timer in order to determine if
// the session has timed out:
_fixTimer.Elapsed += HandleElapsed_Timer;
// REC: Construct the FIX BeginString using the major
// and minor version numbers from the primary dictionary
// that is assigned to the version:
FixDictionary dxPrimary = dxRegistry.GetEntry(sxDetails.Dictionaries[0].Name);
// REC: Construct the appropriate begin string, based on the
// major and minor version numbers of the dictionary:
this._fixBeginString = sxDetails.FixBs;
_fixAssembler.SetField(new FixField(8, this._fixBeginString));
// REC: Initialize the FIX message assembler:
_fixAssembler.Init(localServices);
// REC: Register required fields for messages:
_fixAssembler.SetField(new FixField(8, _fixBeginString));
_fixAssembler.SetField(new FixField(9, ""));
_fixAssembler.SetField(new FixField(98, "0"));
_fixAssembler.SetField(new FixField(10, ""));
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.SenderCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the SenderCompID for identification:
this._fixSenderCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(49, this._fixSenderCompID));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Reset']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
string resetSequence = xpi.Current.GetAttribute("content", "");
if (resetSequence.CompareTo("true") == 0)
{
this._resetSequence = true;
}
}
// REC: Maintain a reference to the supplied callback
// handler for issuing event notifications:
_handler = handler;
}
public void Init(IVfxServices services, XmlDocument settings)
{
// REC: The client service creates its own instance of a
// service container and populates it with references to
// both application and local service references:
_localServices = new VfxServices();
// REC: Maintain a reference to the configuration that is
// provided by the caller - this will be used to configure
// the sessions that are created when clients connect to an
// instance of the service:
_localServices.AddService(typeof(IVfxSettings), new VfxSettings(settings));
// REC: Retrieve the IVfxFixApp service and maintain a
// reference to it so that events from the FIX sessions
// can be routed to the user's application:
_application = services.GetService(typeof(IVfxFixApp)) as IVfxFixApp;
if (_application == null)
{
throw new ArgumentException("The IVfxFixApp service must be provided.");
}
// REC: Ensure that the FIX version registry has been provided
// in the service container that was supplied by the caller:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (vxRegistry == null)
{
throw new ArgumentException("The IVfxFixVxRegistry service is not available.");
}
// REC: Ensure that the FIX dictionary registry has been provided
// in the service container that was supplied by the caller:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (dxRegistry == null)
{
throw new ArgumentException("The IVfxFixDxRegistry service is not available.");
}
// REC: An XPathNavigator is used to retrieve all of the
// relevant settings from the corresponding configuration
// document that is provided by the settings instance:
XPathNavigator xpn = settings.CreateNavigator();
// REC: An XPathNodeIterator is used to retrieve all of
// the relevant settings from the document. The instance
// is created by calling the 'Select' method of the path
// navigator that is created from the settings:
XPathNodeIterator xpi = null;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Attempt to retrieve the version information that
// corresponds to the configured application layer:
VfxFixVxRecord vxRecord = vxRegistry.Get(this._axVersion);
if(vxRecord == null)
{
throw new ArgumentException("The specified application layer could not be resolved.");
}
// REC: If the session layer version of the protocol
// has not been specified, this may indicate that the
// application version is FIX 4.0-4.4. If that is the
// case, then we can default the session layer to the
// same version as the application layer:
if(string.IsNullOrEmpty(this._sxVersion))
{
// REC: The layer "combined" is set on version definitions
// to indicate that both the session layer and application
// layer are defined within the same dictionary:
if(vxRecord.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
else
{
// REC: If the application layer does not resolve to
// an instance of a version definition that represents
// a version of FIX earlier than 5.0, then the service
// cannot be configured based on the app layer:
throw new ArgumentException("The session layer must be specified...");
}
}
// REC: Retrieve the endpoint configuration from the session
// configuration and use it to create a new instance of that
// type of endpoint:
xpi = xpn.Select("/Session/Endpoint");
if ((xpi.Count == 1) && (xpi.MoveNext()))
{
XmlDocument epxConfiguration = new XmlDocument();
epxConfiguration.LoadXml(xpi.Current.OuterXml);
this._endpoint = VfxEndpointFactory.Create(epxConfiguration);
}
this._endpoint.EventDispatch += HandleIpcDispatch;
this._localServices.AddService(typeof(IVfxFixVxRegistry), vxRegistry);
this._localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
// REC: Retrieve the session database configuration from
// the configuration settings:
xpi = xpn.Select("/Session/Database");
if ((xpi.Count == 1) && (xpi.MoveNext()))
{
XmlDocument dbxConfiguration = new XmlDocument();
dbxConfiguration.LoadXml(xpi.Current.OuterXml);
IVfxFixDatabase database = VfxFixDatabaseFactory.Create(services, dbxConfiguration);
this._localServices.AddService(typeof(IVfxFixDatabase), database);
}
}
void IVfxFixSession.Init(IVfxServices services, IVfxFixSessionHandler handler)
{
// REC: Maintain a reference to the set of configuration settings
// that are supplied to the session instance:
_localServices = services;
// REC: Retrieve the version registry that the session
// has been configured to use:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Retrieve the dictionary registry that the session
// has been configured to use:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
// REC: Retrieve the session database service from the
// set of services provided by the session's owner:
_fixDatabase = services.GetService(typeof(IVfxFixDatabase)) as IVfxFixDatabase;
// REC: Retrieve the configuration settings and extract
// the FIX session and application layer versions:
IVfxSettings settings = this._localServices.GetService(typeof(IVfxSettings)) as IVfxSettings;
XPathNavigator xpn = settings.Document.CreateNavigator();
XPathNodeIterator xpi;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Retrieve application layer details:
VfxFixVxRecord axDetails = vxRegistry.Get(_axVersion);
// REC: Adjust the session layer, if it was not specified
// and the application layer is FIX 4.0-4.4:
if (string.IsNullOrEmpty(this._sxVersion))
{
if (axDetails.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
}
// REC: Retrieve the session layer details:
VfxFixVxRecord sxDetails = vxRegistry.Get(_sxVersion);
// REC: Construct a local instance of a version definition
// registry so that the session relies only on the specific
// versions that have been specified for the service:
VfxFixVxRegistry localVxRegistry = new VfxFixVxRegistry();
// REC: Add the session layer to the local registry:
localVxRegistry.Add(this._sxVersion, sxDetails);
// REC: Add the application layer to the local registry:
localVxRegistry.Add(this._axVersion, axDetails);
// REC: Construct a new service container and initialize
// it with the appropriate services:
IVfxServices localServices = new VfxServices();
localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
localServices.AddService(typeof(IVfxFixVxRegistry), localVxRegistry);
// REC: Initialize the parser with the local services:
_fixParser.Init(localServices);
// REC: Configure the FIX session timer to fire every
// second for conducting timeout checks, etc.
_fixTimer.Interval = 1000;
// REC: Subscribe to the timer in order to determine if
// the session has timed out:
_fixTimer.Elapsed += HandleElapsed_Timer;
// REC: Construct the FIX BeginString using the major
// and minor version numbers from the primary dictionary
// that is assigned to the version:
FixDictionary dxPrimary = dxRegistry.GetEntry(sxDetails.Dictionaries[0].Name);
// REC: Construct the appropriate begin string, based on the
// major and minor version numbers of the dictionary:
this._fixBeginString = sxDetails.FixBs;
_fixAssembler.SetField(new FixField(8, this._fixBeginString));
// REC: Initialize the FIX message assembler:
_fixAssembler.Init(localServices);
// REC: Register required fields for messages:
_fixAssembler.SetField(new FixField(8, _fixBeginString));
_fixAssembler.SetField(new FixField(9, ""));
_fixAssembler.SetField(new FixField(98, "0"));
_fixAssembler.SetField(new FixField(10, ""));
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.SenderCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the SenderCompID for identification:
this._fixSenderCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(49, this._fixSenderCompID));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Reset']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
string resetSequence = xpi.Current.GetAttribute("content", "");
if (resetSequence.CompareTo("true") == 0)
{
this._resetSequence = true;
}
}
// REC: Maintain a reference to the supplied callback
// handler for issuing event notifications:
_handler = handler;
}
/// <summary>
/// The Init method intialized the message assembler
/// with the services that are needed in order to create
/// instances of FIX messages. The assembler requires that
/// the IVfxFixVxRegistry and IVfxFixDxRegistry services be
/// available from the provided service container.
/// </summary>
/// <param name="services">
/// The service container that provides access to the services
/// that the assembler needs in order to construct messages.
/// </param>
public void Init(IVfxServices services)
{
_vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (_vxRegistry == null)
{
throw new ArgumentException("VfxFixAssembler requires the IVfxFixVxRegistry service.");
}
_dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (_dxRegistry == null)
{
throw new ArgumentException("VfxFixAssembler requires the IVfxFixDxRegistry service.");
}
}
/// <summary>
/// The Init method is invoked to initialize an instance of
/// the session class with the services, setttings, and handler
/// that it requires in order to be activated. All instances of
/// a session must be initialized before they can start managing
/// a FIX session for their owner.
/// </summary>
/// <param name="services">
/// The service container that contains the references to all of
/// the system services that an instance of the session needs.
/// </param>
/// <param name="handler">
/// The callback interface that the session directs all of its
/// events to as they occur.
/// </param>
public void Init(IVfxServices services, IVfxFixSessionHandler handler)
{
// REC: Retrieve the version registry that the session
// has been configured to use:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Retrieve the dictionary registry that the session
// has been configured to use:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
// REC: Retrieve the session database service from the
// set of services provided by the session's owner:
_fixDatabase = services.GetService(typeof(IVfxFixDatabase)) as IVfxFixDatabase;
// REC: Retrieve the session configuration from the
// service container for relevant settings:
IVfxSettings settings = services.GetService(typeof(IVfxSettings)) as IVfxSettings;
// REC: Temporary container to simplify accessing the
// session settings from the XML configuration document:
Dictionary<string, string> mapSettings = new Dictionary<string, string>();
XPathNavigator xpn = settings.Document.CreateNavigator();
XPathNodeIterator xpi = null;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Default']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axDefault = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Retrieve application layer details:
VfxFixVxRecord axDetails = vxRegistry.Get(_axVersion);
// REC: Adjust the session layer, if one has not been
// specified for the connection.
if (string.IsNullOrEmpty(this._sxVersion))
{
if (axDetails.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
}
// REC: Retrieve the session layer details:
VfxFixVxRecord sxDetails = vxRegistry.Get(_sxVersion);
// REC: Construct a local instance of a version definition
// registry so that the session relies only on the specific
// versions that have been specified for the service:
VfxFixVxRegistry localVxRegistry = new VfxFixVxRegistry();
// REC: Add the session layer to the local registry:
localVxRegistry.Add(this._sxVersion, sxDetails);
// REC: Add the application layer to the local registry:
localVxRegistry.Add(this._axVersion, axDetails);
// REC: Construct a new instance of the service container
// and populate it with the services for the session:
IVfxServices localServices = new VfxServices();
// REC: The session can use the global dictionaries:
localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
// REC: The session can use its own version registry:
localServices.AddService(typeof(IVfxFixVxRegistry), localVxRegistry);
// REC: Initialize the parser with the local services:
_fixParser.Init(localServices);
// REC: Configure the FIX session timer to fire every
// second for conducting timeout checks, etc.
_fixTimer.Interval = 1000;
// REC: Subscribe to the timer in order to determine if
// the session has timed out:
this._fixTimer.Elapsed += HandleElapsed_Timer;
// REC: Initialize the FIX message assembler:
_fixAssembler.Init(localServices);
// REC: Register required fields for messages:
this._fixBeginString = sxDetails.FixBs;
_fixAssembler.SetField(new FixField(8, this._fixBeginString));
_fixAssembler.SetField(new FixField(9, ""));
_fixAssembler.SetField(new FixField(98, "0"));
_fixAssembler.SetField(new FixField(108, "60"));
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Heartbeat']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
string fixTimeout = xpi.Current.GetAttribute("content", "").Trim();
// REC: The client sessions need to maintain their own
// reference to the heartbeat value:
this._fixTimeout = int.Parse(fixTimeout);
// REC: Assign the timeout value to the assembler so it
// becomes the default for any message that needs it:
_fixAssembler.SetField(new FixField(108, fixTimeout));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.SenderCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the SenderCompID for identification:
this._fixSenderCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(49, this._fixSenderCompID));
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.TargetCompID']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
// REC: The client sessions need to maintain an independent
// reference to the TargetCompID for identification:
this._fixTargetCompID = xpi.Current.GetAttribute("content", "");
// REC: Add the field to the assembler so that it gets put
// into each outgoing message:
_fixAssembler.SetField(new FixField(56, this._fixTargetCompID));
}
_fixAssembler.SetField(new FixField(10, ""));
// REC: The client session knows the FIX TargetCompID of the
// peer system in advance, unlike the server sessions, so we
// can construct the session id in the initialization code:
_sessionId = string.Format("{0}-{1}", _fixSenderCompID, _fixTargetCompID);
// REC: Maintain a reference to the supplied callback
// handler for issuing event notifications:
_handler = handler;
}
/// <summary>
/// The Init method is called to initialize the class
/// with a reference to the service container that it
/// needs in order to retrieve and initialize its own
/// service references.
/// </summary>
/// <param name="services">
/// The service container that contains the services
/// that the class needs to access.
/// </param>
public void Init(IVfxServices services)
{
_vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (_vxRegistry == null)
{
throw new ArgumentException("The service container doesn't include a reference to IVfxFixVxRegistry.");
}
_dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (_dxRegistry == null)
{
throw new ArgumentException("The service container doesn't include a reference to IVfxFixDxRegistry.");
}
}
public void Init(IVfxServices services, XmlDocument settings)
{
// REC: The client service creates its own instance of a
// service container and populates it with references to
// both application and local service references:
_localServices = new VfxServices();
// REC: Maintain a reference to the configuration that is
// provided by the caller - this will be used to configure
// the sessions that are created when clients connect to an
// instance of the service:
_localServices.AddService(typeof(IVfxSettings), new VfxSettings(settings));
// REC: Retrieve the IVfxFixApp service and maintain a
// reference to it so that events from the FIX sessions
// can be routed to the user's application:
_application = services.GetService(typeof(IVfxFixApp)) as IVfxFixApp;
if (_application == null)
{
throw new ArgumentException("The IVfxFixApp service must be provided.");
}
// REC: Ensure that the FIX version registry has been provided
// in the service container that was supplied by the caller:
IVfxFixVxRegistry vxRegistry = services.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
if (vxRegistry == null)
{
throw new ArgumentException("The IVfxFixVxRegistry service is not available.");
}
// REC: Ensure that the FIX dictionary registry has been provided
// in the service container that was supplied by the caller:
IVfxFixDxRegistry dxRegistry = services.GetService(typeof(IVfxFixDxRegistry)) as IVfxFixDxRegistry;
if (dxRegistry == null)
{
throw new ArgumentException("The IVfxFixDxRegistry service is not available.");
}
// REC: An XPathNavigator is used to retrieve all of the
// relevant settings from the corresponding configuration
// document that is provided by the settings instance:
XPathNavigator xpn = settings.CreateNavigator();
// REC: An XPathNodeIterator is used to retrieve all of
// the relevant settings from the document. The instance
// is created by calling the 'Select' method of the path
// navigator that is created from the settings:
XPathNodeIterator xpi = null;
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Sx.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._sxVersion = xpi.Current.GetAttribute("content", "").Trim();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Version']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axVersion = xpi.Current.GetAttribute("content", "").Trim();
}
// REC: Attempt to retrieve the version information that
// corresponds to the configured application layer:
VfxFixVxRecord vxRecord = vxRegistry.Get(this._axVersion);
if (vxRecord == null)
{
throw new ArgumentException("The specified application layer could not be resolved.");
}
// REC: If the session layer version of the protocol
// has not been specified, this may indicate that the
// application version is FIX 4.0-4.4. If that is the
// case, then we can default the session layer to the
// same version as the application layer:
if (string.IsNullOrEmpty(this._sxVersion))
{
// REC: The layer "combined" is set on version definitions
// to indicate that both the session layer and application
// layer are defined within the same dictionary:
if (vxRecord.Layer.ToLower().CompareTo("combined") == 0)
{
this._sxVersion = this._axVersion;
}
else
{
// REC: If the application layer does not resolve to
// an instance of a version definition that represents
// a version of FIX earlier than 5.0, then the service
// cannot be configured based on the app layer:
throw new ArgumentException("The session layer must be specified...");
}
}
// REC: Retrieve the endpoint configuration from the session
// configuration and use it to create a new instance of that
// type of endpoint:
xpi = xpn.Select("/Session/Endpoint");
if ((xpi.Count == 1) && (xpi.MoveNext()))
{
XmlDocument epxConfiguration = new XmlDocument();
epxConfiguration.LoadXml(xpi.Current.OuterXml);
this._endpoint = VfxEndpointFactory.Create(epxConfiguration);
}
this._endpoint.EventDispatch += HandleIpcDispatch;
this._localServices.AddService(typeof(IVfxFixVxRegistry), vxRegistry);
this._localServices.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
// REC: Retrieve the session database configuration from
// the configuration settings:
xpi = xpn.Select("/Session/Database");
if ((xpi.Count == 1) && (xpi.MoveNext()))
{
XmlDocument dbxConfiguration = new XmlDocument();
dbxConfiguration.LoadXml(xpi.Current.OuterXml);
IVfxFixDatabase database = VfxFixDatabaseFactory.Create(services, dbxConfiguration);
this._localServices.AddService(typeof(IVfxFixDatabase), database);
}
}