public void Application_Startup(
object sender,
StartupEventArgs e,
ICustomFixStrategy strategy)
{
Trace.WriteLine("Application started.");
// FIX app settings and related
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(this.ConfigFile);
strategy.SessionSettings = settings;
// FIX application setup
QuickFix.MessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.LogFactory logFactory = new QuickFix.FileLogFactory(settings);
_qfapp = new QFApp(settings, strategy);
QuickFix.IInitiator initiator = new QuickFix.Transport.SocketInitiator(_qfapp, storeFactory, settings, logFactory);
_qfapp.Initiator = initiator;
// Window creation and context assignment
UIDemo.MainWindow mainWindow = new UIDemo.MainWindow();
mainWindow.DataContext = new MainWindowViewModel();
mainWindow.MessageView.DataContext = new MessageViewModel(_qfapp);
mainWindow.ExecutionView.DataContext = new ExecutionViewModel(_qfapp);
mainWindow.ConnectionView.DataContext = new ConnectionViewModel(_qfapp);
mainWindow.OrderView.DataContext = new OrderViewModel(_qfapp, strategy);
mainWindow.NewsSenderView.DataContext = new NewsSenderViewModel(_qfapp);
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
mainWindow.Show();
}
static void Main(string[] args)
{
System.Console.WriteLine("=============");
System.Console.WriteLine("This is only an example program.");
System.Console.WriteLine();
System.Console.WriteLine(" ! ! !");
System.Console.WriteLine(" DO NOT USE THIS ON A COMMERCIAL FIX INTERFACE!");
System.Console.WriteLine(" ! ! !");
System.Console.WriteLine();
System.Console.WriteLine("=============");
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("execution.cfg");
TradingApp application = new TradingApp(settings.Get().GetString("LogonName"), settings.Get().GetString("LogonPassword"));
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.FileLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
// this is a developer-test kludge. do not emulate.
application.MyInitiator = initiator;
initiator.Start();
application.Run();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
}
/**
* Login button
*/
private void btnLogin_Click(object sender, EventArgs e)
{
// disable the login button
toggleBtn(btnLogin, false);
// enable the logout button
toggleBtn(btnLogout, true);
try
{
// load the settings from file
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("fix.cfg");
// create a MessageStoreFactory from settings
QuickFix.MessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
// create a LogFactory from settings using a file instead of screen
QuickFix.LogFactory logFactory = new QuickFix.FileLogFactory(settings);
// create a MessageFactory
QuickFix.MessageFactory messageFactory = new QuickFix.DefaultMessageFactory();
// (re)initialize the application based on settings
app = new ExampleApplication(settings);
// set a listener for events
app.loginComplete += new ExampleApplication.LoginComplete(loginComplete);
app.messageRecieved += new ExampleApplication.MessageRecieved(processEvent);
// (re)initialize the initiator
initiator = new QuickFix.SocketInitiator(app, storeFactory, settings, logFactory, messageFactory);
// start, or login, to the API through the initiator
initiator.start();
// display the supporting windows
ratesWindow.Show();
tradeWindow.Show();
accountsWindow.Show();
}
catch (Exception evt) { Console.WriteLine(evt); }
}
public void Application_Startup(
object sender,
StartupEventArgs e,
ICustomFixStrategy strategy)
{
Trace.WriteLine("Application started.");
// FIX app settings and related
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(this.ConfigFile);
strategy.SessionSettings = settings;
// FIX application setup
QuickFix.MessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.LogFactory logFactory = new QuickFix.FileLogFactory(settings);
_qfapp = new QFApp(settings, strategy);
QuickFix.IInitiator initiator = new QuickFix.Transport.SocketInitiator(_qfapp, storeFactory, settings, logFactory);
_qfapp.Initiator = initiator;
// Window creation and context assignment
UIDemo.MainWindow mainWindow = new UIDemo.MainWindow();
mainWindow.DataContext = new MainWindowViewModel();
mainWindow.MessageView.DataContext = new MessageViewModel(_qfapp);
mainWindow.ExecutionView.DataContext = new ExecutionViewModel(_qfapp);
mainWindow.ConnectionView.DataContext = new ConnectionViewModel(_qfapp);
mainWindow.OrderView.DataContext = new OrderViewModel(_qfapp, strategy);
mainWindow.NewsSenderView.DataContext = new NewsSenderViewModel(_qfapp);
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
mainWindow.Show();
}
public void testGeneratedFileName()
{
if (System.IO.Directory.Exists("log"))
{
System.IO.Directory.Delete("log", true);
}
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, "log");
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
}
/// <summary>
/// Initiate a connection through QuickFix to the TT Fix Adapter
/// </summary>
/// <param name="cfg">configuration file name</param>
/// <param name="p">password</param>
/// <param name="r">reset sequence numbers - always true for this application</param>
/// <param name="c">the mainForm control</param>
public void initiate(string cfg, string p, bool r, Control c)
{
log.CreateLog(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType.ToString(), null);
try
{
_password = p;
_resetSession = r;
_control = c;
_settings = new QuickFix.SessionSettings(cfg);
_storeFactory = new QuickFix.FileStoreFactory(_settings);
_logFactory = new QuickFix.FileLogFactory(_settings);
_messageFactory = new QuickFix42.MessageFactory();
_initiator = new QuickFix.ThreadedSocketInitiator(this,
_storeFactory,
_settings,
_logFactory,
_messageFactory);
_initiator.start();
}
catch (Exception ex)
{ log.WriteLog(ex.ToString()); }
}
public void testThrowsIfNoConfig()
{
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
Assert.Throws <QuickFix.ConfigError>(delegate { factory.Create(sessionID); });
}
public void testThrowsIfNoConfig()
{
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
Assert.Throws<QuickFix.ConfigError>(delegate { factory.Create(sessionID); });
}
public void setup()
{
if(System.IO.Directory.Exists("log"))
System.IO.Directory.Delete("log",true);
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP","TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, "log");
settings = new QuickFix.SessionSettings();
settings.Set(sessionID,config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
}
public void testLogRotation()
{
string logDir = "log";
if (System.IO.Directory.Exists(logDir))
System.IO.Directory.Delete(logDir, true);
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, logDir);
int NumLogsToRotate = 5;
config.SetString(QuickFix.SessionSettings.FILE_LOG_ROTATE_NUM_TO_KEEP, NumLogsToRotate.ToString());
config.SetString(QuickFix.SessionSettings.FILE_LOG_ROTATE_ON_NEW_SESSION, "Y");
settings.Set(sessionID, config);
string timeStampMinute = System.DateTime.UtcNow.ToString("MMddyyyy-HHmm");
for (int i = 0; i < NumLogsToRotate; i++)
{
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists(logDir+"/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists(logDir+"/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
log.Dispose();
}
Assert.That(System.IO.Directory.GetFiles(logDir,
String.Format("FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log.{0}*",timeStampMinute),
System.IO.SearchOption.TopDirectoryOnly)
.Count().Equals(NumLogsToRotate-1));
Assert.That(System.IO.Directory.GetFiles(logDir,
String.Format("FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log.{0}*", timeStampMinute),
System.IO.SearchOption.TopDirectoryOnly)
.Count().Equals(NumLogsToRotate-1));
}
public void setup()
{
if (System.IO.Directory.Exists("log"))
{
System.IO.Directory.Delete("log", true);
}
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, "log");
settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
}
public static ClientApplication Create(string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
// FIX app settings and related
var settings = new QuickFix.SessionSettings(configFilepath);
strategy.SessionSettings = settings;
// FIX application setup
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.FileLogFactory(settings);
var app = new ClientApplication(settings, messageGenerator, strategy, messageSink);
var initiator =
new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
app.Initiator = initiator;
return app;
}
static void Main(string[] args)
{
Console.WriteLine("=============");
Console.WriteLine("This is only an example program, meant to run against the Executor or SimpleAcceptor example programs.");
Console.WriteLine();
Console.WriteLine(" ! ! !");
Console.WriteLine(" DO NOT USE THIS ON A COMMERCIAL FIX INTERFACE! It won't work and it's a bad idea!");
Console.WriteLine(" ! ! !");
Console.WriteLine();
Console.WriteLine("=============");
if (args.Length != 1)
{
System.Console.WriteLine("usage: TradeClient.exe CONFIG_FILENAME");
}
string file = "..\\Debug\\sample_initiator.cfg";
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
TradeClientApp application = new TradeClientApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.FileLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
application.MyInitiator = initiator;
initiator.Start();
application.Run();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
Environment.Exit(1);
}
public static ClientApplication Create(string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
// FIX app settings and related
var settings = new QuickFix.SessionSettings(configFilepath);
strategy.SessionSettings = settings;
// FIX application setup
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.FileLogFactory(settings);
var app = new ClientApplication(settings, messageGenerator, strategy, messageSink);
var initiator =
new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
app.Initiator = initiator;
return(app);
}
public void testGeneratedFileName()
{
if (System.IO.Directory.Exists("log"))
System.IO.Directory.Delete("log", true);
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, "log");
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
}
/// <summary>
/// Initiate a connection through QuickFix to the TT Fix Adapter
/// </summary>
/// <param name="cfg">configuration file name</param>
/// <param name="p">password</param>
/// <param name="r">reset sequence numbers - always true for this application</param>
/// <param name="c">the mainForm control</param>
public void initiate(string cfg, string p, bool r, Control c)
{
log.CreateLog(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType.ToString(), null);
try
{
_password = p;
_resetSession = r;
_control = c;
_settings = new QuickFix.SessionSettings(cfg);
_storeFactory = new QuickFix.FileStoreFactory(_settings);
_logFactory = new QuickFix.FileLogFactory(_settings);
_messageFactory = new QuickFix.FIX42.MessageFactory();
_initiator = new QuickFix.Transport.SocketInitiator(this,
_storeFactory,
_settings,
_logFactory,
_messageFactory);
_initiator.Start();
}
catch (Exception ex)
{
updateDisplay("QuickFIX Error");
log.WriteLog(ex.ToString());
}
}