void StartEngine(bool initiator)
{
TestApplication application = new TestApplication(LogonCallback, LogoffCallback);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionSettings settings = new SessionSettings();
Dictionary defaults = new Dictionary();
defaults.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, _logPath);
// Put IP endpoint settings into default section to verify that that defaults get merged into
// session-specific settings not only for static sessions, but also for dynamic ones
defaults.SetString(SessionSettings.SOCKET_CONNECT_HOST, Host);
defaults.SetString(SessionSettings.SOCKET_CONNECT_PORT, ConnectPort.ToString());
defaults.SetString(SessionSettings.SOCKET_ACCEPT_HOST, Host);
defaults.SetString(SessionSettings.SOCKET_ACCEPT_PORT, AcceptPort.ToString());
settings.Set(defaults);
ILogFactory logFactory = new FileLogFactory(settings);
if (initiator)
{
defaults.SetString(SessionSettings.RECONNECT_INTERVAL, "1");
settings.Set(CreateSessionID(StaticInitiatorCompID), CreateSessionConfig(StaticInitiatorCompID, true));
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
_initiator.Start();
}
else
{
settings.Set(CreateSessionID(StaticAcceptorCompID), CreateSessionConfig(StaticAcceptorCompID, false));
_acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
_acceptor.Start();
}
}
public FixClient(string targetCompId = Const.TargetCompId, string senderCompId = Const.SenderCompId, string uri = Const.Uri, int port = Const.Port)
{
var s = new SessionSetting
{
TargetCompID = targetCompId,
SenderCompID = senderCompId,
FixConfiguration = new[]
{
"[DEFAULT]",
"ResetOnLogon=Y",
"FileStorePath=client",
"ConnectionType=initiator",
"ReconnectInterval=60",
"BeginString=FIX.4.4",
@"DataDictionary=ClientFIX44.xml",
"SSLEnable=N",
@"SSLProtocols=Tls",
"SSLValidateCertificates=N",
$"SocketConnectPort={port}",
"StartTime=00:00:00",
"EndTime=00:00:00",
"HeartBtInt=10",
"LogonTimeout=120",
$"SocketConnectHost={uri}",
"[SESSION]",
}
};
_log = new LogToConsole();
var settings = new SessionSettings(s.GetFixConfigAsReader());
var storeFactory = new MemoryStoreFactory();
var logFactory = new LykkeLogFactory(_log, false, false, false);
_socketInitiator = new SocketInitiator(this, storeFactory, settings, logFactory);
}
public void SetUp()
{
application = new ApplicationImpl();
SessionSettings settings = new SessionSettings("c:\\development\\quickfix\\test\\cfg\\at_client.cfg");
MessageStoreFactory messageStoreFactory =
new MemoryStoreFactory();
QuickFix42.MessageFactory messageFactory = new QuickFix42.MessageFactory();
initiator = new SocketInitiator
(application, messageStoreFactory, settings, messageFactory);
server = new Process();
server.StartInfo.FileName = "c:\\development\\quickfix\\test\\debug\\at\\at";
server.StartInfo.Arguments = "-f c:\\development\\quickfix\\test\\cfg\\at.cfg";
server.Start();
Thread quickFixThread = new Thread(RunThread);
quickFixThread.Start();
for (int i = 0; i < 50; ++i)
{
if (application.isLoggedOn())
{
break;
}
Thread.Sleep(1000);
}
if (!application.isLoggedOn())
{
throw new Exception();
}
}
public static void Run(bool isLive = false)
{
SessionSettings settings = new SessionSettings(YJYGlobal.GetConfigurationSetting("ayondoFixFeedCfgFilePath"));
myApp = new AyondoFixFeedApp(YJYGlobal.GetConfigurationSetting("ayondoFixFeedUsername"),
YJYGlobal.GetConfigurationSetting("ayondoFixFeedPassword"));
IMessageStoreFactory storeFactory =
new MemoryStoreFactory();
//new FileStoreFactory(settings);
//ILogFactory logFactory = new FileLogFactory(settings);
SocketInitiator initiator = new SocketInitiator(myApp, storeFactory, settings,
null
//logFactory
);
//var redisClient = YJYGlobal.BasicRedisClientManager.GetClient();
//var redisProdDefClient = redisClient.As<ProdDef>();
//var redisTickClient = redisClient.As<Tick>();
initiator.Start();
// This will *ONLY* bind to localhost, if you want to bind to all addresses
// use http://*:8080 to bind to all addresses.
// See http://msdn.microsoft.com/library/system.net.httplistener.aspx
// for more information.
string url = "http://*:39680";
var start = WebApp.Start(url);
Trace.Listeners.Remove("HostingTraceListener");//remove the trace listener that OWIN added
Console.WriteLine("Server running on {0}", url);
//Console.ReadLine();
//run tasks in NEW threads
_timerProdDefs = new Timer(SaveProdDefs, null, _intervalProdDefs, TimeSpan.FromMilliseconds(-1));
_timerProdDefRequest = new Timer(SendProdDefRequest, null, _intervalProdDefRequest, TimeSpan.FromMilliseconds(-1));
_timerQuotes = new Timer(SaveQuotes, null, _intervalQuotes, TimeSpan.FromMilliseconds(-1));
_timerRawTicks = new Timer(SaveRawTicks, null, _intervalRawTicks, TimeSpan.FromMilliseconds(-1));
_timerTicks = new Timer(SaveTicks, null, _intervalTicks, TimeSpan.FromMilliseconds(-1));
_timerKLines = new Timer(SaveKLine, null, _intervalKLine, TimeSpan.FromMilliseconds(-1));
_timerQuoteBroadcast = new Timer(QuoteBroadcast, null, _intervalQuoteBroadcast, TimeSpan.FromMilliseconds(-1));
while (true)
{
//System.Console.WriteLine("o hai");
System.Threading.Thread.Sleep(1000);
}
//initiator.Stop();
}
static void Main(string[] args)
{
if (args.Length != 1)
{
System.Console.WriteLine("usage: AcceptanceTest CONFIG_FILENAME");
System.Environment.Exit(2);
}
ILog debugLog = new ConsoleLog();//new FileLog("log", new SessionID("AT", "Application", "Debug"));
ThreadedSocketAcceptor acceptor = null;
try
{
ATApplication testApp = new ATApplication(debugLog);
testApp.StopMeEvent += new System.Action(delegate () { _stopMe = true; });
SessionSettings settings = new SessionSettings(args[0]);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
ILogFactory logFactory = null;
//if (settings.Get().Has("Verbose") && settings.Get().GetBool("Verbose"))
// logF = new FileLogFactory(settings);
acceptor = new ThreadedSocketAcceptor(testApp, storeFactory, settings, logFactory);
acceptor.Start();
while (true)
{
System.Threading.Thread.Sleep(1000);
// for tests of logout
if (_stopMe)
{
// this doesn't seem to work
// after stop, it doesn't seem to start up again
/*
acceptor.Stop();
Thread.Sleep(5 * 1000);
_stopMe = false;
acceptor.Start();
*/
}
}
}
catch (System.Exception e)
{
debugLog.OnEvent(e.ToString());
}
finally
{
if (acceptor != null)
acceptor.Stop();
}
}
public void ValidConfiguration()
{
IApplication app = new NullApplication();
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.HEARTBTINT, "30");
Assert.DoesNotThrow(delegate { factory.Create(sessionID, settings); });
}
public void TestTimeStampPrecisionSettings()
{
IApplication app = new NullApplication();
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.HEARTBTINT, "30");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Microsecond");
Session session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Microsecond);
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Micro");
session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Microsecond);
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Millisecond");
session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Millisecond);
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Milli");
session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Millisecond);
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Nanosecond");
session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Nanosecond);
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Nano");
session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Nanosecond);
settings.SetString(SessionSettings.TIMESTAMP_PRECISION, "Second");
session = factory.Create(sessionID, settings);
Assert.That(session.TimeStampPrecision == QuickFix.Fields.Converters.TimeStampPrecision.Second);
}
public void TestExtendedSettings()
{
IApplication app = new NullApplication();
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.SEND_REDUNDANT_RESENDREQUESTS, "Y");
settings.SetString(SessionSettings.RESEND_SESSION_LEVEL_REJECTS, "Y");
settings.SetString(SessionSettings.MILLISECONDS_IN_TIMESTAMP, "Y");
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.HEARTBTINT, "30");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
settings.SetString(SessionSettings.ENABLE_LAST_MSG_SEQ_NUM_PROCESSED, "Y");
settings.SetString(SessionSettings.MAX_MESSAGES_IN_RESEND_REQUEST, "2500");
settings.SetString(SessionSettings.SEND_LOGOUT_BEFORE_TIMEOUT_DISCONNECT, "Y");
settings.SetString(SessionSettings.IGNORE_POSSDUP_RESEND_REQUESTS, "Y");
Session session = factory.Create(sessionID, settings);
Assert.That(session.SendRedundantResendRequests);
Assert.That(session.ResendSessionLevelRejects);
Assert.That(session.MillisecondsInTimeStamp);
settings.SetString(SessionSettings.SEND_REDUNDANT_RESENDREQUESTS, "N");
settings.SetString(SessionSettings.RESEND_SESSION_LEVEL_REJECTS, "N");
settings.SetString(SessionSettings.MILLISECONDS_IN_TIMESTAMP, "N");
session = factory.Create(sessionID, settings);
Assert.That(!session.SendRedundantResendRequests);
Assert.That(!session.ResendSessionLevelRejects);
Assert.That(!session.MillisecondsInTimeStamp);
Assert.That(session.EnableLastMsgSeqNumProcessed);
Assert.That(session.MaxMessagesInResendRequest, Is.EqualTo(2500));
Assert.That(session.SendLogoutBeforeTimeoutDisconnect);
Assert.That(session.IgnorePossDupResendRequests);
}
static void Main(string[] args)
{
Log.Logger = new LoggerConfiguration().WriteTo.File("serilogfile.txt").WriteTo.Console().Enrich.FromLogContext().CreateLogger();
var doc = new XmlDocument();
doc.Load("C:/FixGenium.xml");
var settings = new SessionSettings("fixconfig.ini");
var application = new EmptyQuickfixApp();
var storeFactory = new MemoryStoreFactory();
var logFactory = new FileLogFactory(settings);
var acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
acceptor.Start();
Console.WriteLine("Started");
Console.ReadLine();
}
void StartEngine(bool initiator)
{
TestApplication application = new TestApplication(LogonCallback, LogoffCallback);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
ILogFactory logFactory = new ScreenLogFactory(false, false, false);
SessionSettings settings = new SessionSettings();
if (initiator)
{
Dictionary defaults = new Dictionary();
defaults.SetString(SessionSettings.RECONNECT_INTERVAL, "1");
settings.Set(defaults);
settings.Set(CreateSessionID(StaticInitiatorCompID), CreateSessionConfig(StaticInitiatorCompID, true));
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
_initiator.Start();
}
else
{
settings.Set(CreateSessionID(StaticAcceptorCompID), CreateSessionConfig(StaticAcceptorCompID, false));
_acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
_acceptor.Start();
}
}
public void TestPersistMessages()
{
IApplication app = new NullApplication();
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionFactory factory = new SessionFactory(app, storeFactory);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
Dictionary settings = new Dictionary();
settings.SetString(SessionSettings.USE_DATA_DICTIONARY, "N");
settings.SetString(SessionSettings.CONNECTION_TYPE, "initiator");
settings.SetString(SessionSettings.HEARTBTINT, "30");
settings.SetString(SessionSettings.START_TIME, "12:00:00");
settings.SetString(SessionSettings.END_TIME, "12:00:00");
Session session = factory.Create(sessionID, settings);
//true by default
Assert.That(session.PersistMessages);
settings.SetBool(SessionSettings.PERSIST_MESSAGES, false);
session = factory.Create(sessionID, settings);
Assert.That(!session.PersistMessages);
}
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 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!");
}
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 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 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;
}
}
