/// <summary>
/// The GetDictionaryFromField method is invoked to attempt
/// to determine which dictionary associated with a specific
/// version definition contains a specific FIX field.
/// </summary>
/// <param name="version">
/// The FIX version definition to search.
/// </param>
/// <param name="tag">
/// The FIX tag of the element to search for.
/// </param>
/// <returns>
/// The first dictionary in the version definition that has
/// a field definition that matches the specified tag.
/// </returns>
public FixDictionary GetDictionaryFromField(string version, int tag)
{
FixDictionary result = null;
if (_vxRegistry != null)
{
VfxFixVxRecord vxDetails = _vxRegistry.Get(version);
if (vxDetails != null)
{
if (_dxRegistry != null)
{
foreach (VfxFixVersion_Dictionary_Reference dxEntry in vxDetails.Dictionaries)
{
FixDictionary dxInstance = _dxRegistry.GetEntry(dxEntry.Name);
if (dxInstance != null)
{
if (dxInstance.Fields.GetElement(tag) != null)
{
result = dxInstance;
break;
}
}
}
}
}
}
return(result);
}
/// <summary>
/// The Init method is invoked to initialize an instance
/// of the matcher with a version definition registry that
/// it can use to lookup information about vesions as it is
/// matching messages.
/// </summary>
/// <param name="registry">
/// The version definition registry that the matcher is to
/// use when looking up version information.
/// </param>
public void Init(IVfxFixVxRegistry registry)
{
// REC: Iterate over all of the version definitions
// in the registry and construct corresponding match
// entries for the matcher:
foreach (VfxFixVxRecord vxRecord in registry)
{
// REC: The version name:
string vxName = vxRecord.Name;
MatchEntry matchEntry = new MatchEntry();
matchEntry.Name = vxName;
VfxFixVxRecord vxDetails = registry.Get(vxName);
foreach (VfxFixVersion_Rule vxRule in vxDetails.Rules)
{
matchEntry.Rules.Add(vxRule);
}
if (!_mapLayers.ContainsKey(vxDetails.Layer))
{
_mapLayers.Add(vxDetails.Layer, new List <MatchEntry>());
}
_mapLayers[vxDetails.Layer].Add(matchEntry);
}
}
/// <summary>
/// The HandleIpc_EventOpened method is invoked in response
/// to the IPC endpoint establishing a connection to the peer
/// system that the service is interacting with.
/// </summary>
/// <param name="sender">
/// The VfxIpcEndpoint that dispatched the event.
/// </param>
/// <param name="args">
/// The details associated with the event.
/// </param>
private void HandleIpc_EventOpened(object sender, VfxIpcEventArgs args)
{
lock (_synch)
{
// REC: The IPC session is now established.
_ipcEstablished = true;
// REC: Adjust the service's current status:
_serviceStatus = VfxFixServiceStatus.Service_Status_Opened;
// REC: Dispatch the update to the service's subscribers:
EventHandler <VfxFixServiceEventArgs> tmpDispatch_Update = EventDispatch;
if (tmpDispatch_Update != null)
{
VfxFixServiceEventArgs tmpArgs = new VfxFixServiceEventArgs(VfxFixServiceEventTypes.Event_Service_Updated, _serviceStatus);
tmpDispatch_Update(this, tmpArgs);
}
// REC: Retrieve the version definition from the version
// definition registry and determine what kind of session
// needs to be created in order to handle the connection:
IVfxFixVxRegistry vxRegistry = this._localServices.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Create a new instance of a FIX session to handle
// the communication between the server and the peer:
IVfxFixSession fixSession = null;
// REC: Check the version definition in order to tell if
// this is a FIX 4.x or FIX 5.x service:
VfxFixVxRecord vxRecord = vxRegistry.Get(this._sxVersion);
if (vxRecord.Layer.ToLower().CompareTo("combined") == 0)
{
fixSession = new VfxFix4xClientSession();
}
else
{
fixSession = new VfxFix5xClientSession();
}
_fixSession = fixSession;
// REC: Initialize the session:
_fixSession.Init(this._localServices, this);
// REC: Construct an instance of the session wrapper
// for the FIX application and bind it to the session
// implementation that has been created:
_appSession = new VfxFixClientSession(_fixSession);
// REC: Notify the FIX session implementation that it
// has been connected to a peer system:
_fixSession.HandleConnect();
}
}
/// <summary>
/// The HandleIpcDispatch_EventOpened event handler is invoked in
/// response to a new session being established between a peer
/// system and the endpoint associated with the service.
/// </summary>
/// <param name="sender">
/// The IPC endpoint that dispatched the event.
/// </param>
/// <param name="args">
/// The details of the event being dispatched.
/// </param>
private void HandleIpcDispatch_EventOpened(object sender, VfxIpcEventArgs args)
{
// REC: Create a new instance of a FIX session to handle
// the communication between the server and the peer:
IVfxFixSession fixSession = null;
// REC: Retrieve the version definition from the version
// definition registry and determine what kind of session
// needs to be created in order to handle the connection:
IVfxFixVxRegistry vxRegistry = this._localServices.GetService(typeof(IVfxFixVxRegistry)) as IVfxFixVxRegistry;
// REC: Check the version definition in order to tell if
// this is a FIX 4.x or FIX 5.x service:
VfxFixVxRecord vxRecord = vxRegistry.Get(this._sxVersion);
if (vxRecord.Layer.ToLower().CompareTo("combined") == 0)
{
fixSession = new VfxFix4xServerSession();
}
else
{
fixSession = new VfxFix5xServerSession();
}
// REC: Initialize the session:
fixSession.Init(_localServices, this);
// REC: Create an entry for the session in the
// local session map:
_mapFixSessions.Add(fixSession.InstanceId, fixSession);
// REC: Bind the FIX session to the IPC session:
_mapFixToIpc.Add(fixSession.InstanceId, args.Token);
// REC: Bind the IPC session to the FIX session:
_mapIpcToFix.Add(args.Token, fixSession.InstanceId);
// REC: Create the application session container
// that will be passed to the app implementation
// when events are generated on the session:
VfxFixServerSession appSession = new VfxFixServerSession(fixSession);
// REC: Create a binding between the FIX session
// and the application session so that events from
// the FIX session can be correlated to the correct
// application session when events are dispatched to
// the user's FIX application instance:
_mapAppSessions.Add(fixSession.InstanceId, appSession);
// REC: Inform the session that a peer system
// has been connected to it:
fixSession.HandleConnect();
}
/// <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;
}
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 PopulateHdrElements method populates the header section
/// of a FIX message with the header elements from the specified
/// version of the FIX protocol.
/// </summary>
/// <param name="version">
/// The version of the FIX protocol that is used to populate the
/// header elements of the message.
/// </param>
/// <param name="msg">
/// The FIX message instance that is to be populated with all of
/// the header elements from the specific FIX version.
/// </param>
private void PopulateHdrElements(string version, FixMessage msg)
{
VfxFixVxRecord vxDetails = _vxRegistry.Get(version);
if (vxDetails != null)
{
// REC: Ensure that there is at least one FIX dictionary
// assigned to the specified version definition:
if (vxDetails.Dictionaries.Count > 0)
{
FixDictionary dxEntry = _dxRegistry.GetEntry(vxDetails.Dictionaries[0].Name);
if (dxEntry != null)
{
FixDxCollection hdrElements = dxEntry.Resolve(dxEntry.Header);
if (hdrElements != null)
{
// REC: Create the sort ordering for the elements
// and populate any fields and groups that have been
// registered with the assembler:
Collection <int> ordering = new Collection <int>();
foreach (IFixDxElement dxElement in hdrElements)
{
ordering.Add(dxElement.Tag);
if (dxElement is FixDxResolvedField)
{
if (_mapFields.ContainsKey(dxElement.Tag))
{
msg.Header.SetField(_mapFields[dxElement.Tag]);
}
}
else
{
if (_mapGroups.ContainsKey(dxElement.Tag))
{
msg.Header.AddGroup(_mapGroups[dxElement.Tag]);
}
}
}
// REC: Assign the sort ordering for the header
// elements to the message's header:
msg.Header.SetOrdering(ordering);
}
}
else
{
string error = string.Format("Dictionary \"{0}\" not registered.", vxDetails.Dictionaries[0]);
throw new ArgumentException(error);
}
}
else
{
string error = string.Format("The version \"{0}\" has no associated dictionaries.", version);
throw new ArgumentException(error);
}
}
else
{
string error = string.Format("The version \"{0}\" is not registered.", version);
throw new ArgumentException(error);
}
}
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);
}
}