public OKCMarketFIXAPI(string keyfile, string symbol, bool orderbook, bool livetrade)
{
SessionSettings settings = new SessionSettings("config/quickfix-client.cfg");
var storeFactory = new FileStoreFactory(settings);
var logFactory = new ScreenLogFactory(settings);
Initiator = new QuickFix.Transport.SocketInitiator(this, storeFactory, settings, logFactory);
Initiator.Start();
OrderCancelCallback = null;
OrderSubmitCallback = null;
AccountUtil.ReadKeyFile(keyfile);
TradeSymbolString = symbol;
TradeSymbol = new Symbol(symbol);
OKTradingRequest.TradeSymbol = TradeSymbol;
OKMarketDataRequest.TradeSymbol = TradeSymbol;
CurrentOrders = new List <Order>();
if (orderbook)
{
CurrentOrderBook = new OrderBook();
}
LastTrade = null;
TrackOrderBook = orderbook;
TrackLiveTrade = livetrade;
}
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);
}
}
static void Main(string[] args)
{
if (args.Length != 1)
{
System.Console.WriteLine("usage: TradeClient.exe CONFIG_FILENAME");
System.Environment.Exit(2);
}
string file = args[0];
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
TradeClientApp application = new TradeClientApp();
QuickFix.MessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.LogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
application.Run();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
Environment.Exit(1);
}
static void Main(string[] args)
{
if (args.Length != 1)
{
System.Console.WriteLine("usage: TradeClient.exe CONFIG_FILENAME");
System.Environment.Exit(2);
}
string file = args[0];
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
TradeClientApp application = new TradeClientApp();
QuickFix.MessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.LogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
application.Run();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
Environment.Exit(1);
}
public void Start()
{
if (initiator.IsStopped)
{
initiator.Start();
}
}
static void Main(string[] args)
{
Console.WriteLine("=============");
Console.WriteLine();
Console.WriteLine(" ! ! !");
Console.WriteLine(" Test for NASDAQ UMS");
Console.WriteLine(" ! ! !");
Console.WriteLine();
Console.WriteLine("=============");
string file = "./tradeclient.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.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
application.Initiator = initiator;
initiator.Start();
application.Run();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
Environment.Exit(1);
}
public static void Main2(string[] args)
{
BTCCFIXClientApp app = new BTCCFIXClientApp();
string sessionFile = Environment.CurrentDirectory + "/session_client.txt";
SessionSettings settings = new SessionSettings(sessionFile);
IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
ILogFactory logFactory = new FileLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
initiator.Start();
BTCCMarketDataRequest btccDataRequest = new BTCCMarketDataRequest();
System.Threading.Thread.Sleep(5000);
//request full snapshot
MarketDataRequest dataRequest = btccDataRequest.marketDataFullSnapRequest("BTCCNY");
bool ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCBTC");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
System.Threading.Thread.Sleep(15000);
//request incremental request
dataRequest = btccDataRequest.marketDataIncrementalRequest("BTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCBTC");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
System.Threading.Thread.Sleep(40000);
//unsubscribe incremental request
dataRequest = btccDataRequest.unsubscribeIncrementalRequest("BTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCBTC");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
}
public void initFix()
{
settings = new QuickFix.SessionSettings(@"c:\s2trading\zmqhubresource\tradeclient.cfg");
myApp = new FixClient();
FileStoreFactory storeFactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory(settings);
initiator = new QuickFix.Transport.SocketInitiator(myApp, storeFactory, settings, logFactory);
initiator.Start();
}
// Used for Getting Data from the Exchange Server and saving it to an excel file
private void bStartApp_Click(object sender, EventArgs e)
{
try
{
timer1.Enabled = true;
timer4.Enabled = true;
initiator.Start();
Thread.Sleep(1000);
if (initiator.IsLoggedOn)
{
application.StartExcel(dataFile);
}
}
catch (Exception error)
{
logger.Error(error.Message);
logger.Error(error.StackTrace);
}
}
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");
System.Environment.Exit(2);
}
string file = args[0];
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
TradeClientApp application = new TradeClientApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.ODBCStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
//QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
//QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(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);
}
Environment.Exit(1);
}
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");
System.Environment.Exit(2);
}
string file = args[0];
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
TradeClientApp application = new TradeClientApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(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);
}
Environment.Exit(1);
}
static void Main(string[] args)
{
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("config/quickfix-client.cfg");
MyQuickFixApp application = new MyQuickFixApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
Console.ReadKey();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
Console.ReadKey();
}
Environment.Exit(1);
}
static void Main(string[] args)
{
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("config_ssl.cfg");
MarketDataApp application = new MarketDataApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
System.Threading.Thread.Sleep(TimeSpan.MaxValue);
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
Console.ReadLine();
}
Environment.Exit(1);
}
static void Main(string[] args)
{
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("config/quickfix-client.cfg");
MyQuickFixApp application = new MyQuickFixApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
Console.ReadKey();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
Console.ReadKey();
}
Environment.Exit(1);
}
static void Main(string[] args)
{
string file = "client.cfg";
try {
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
Client application = new Client();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
//QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings);
// 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);
}
Environment.Exit(1);
}
static void Main(string[] args)
{
try
{
//OmsFix44Client application = new OmsFix44Client(new REST.V1.CoinApiRestClient("API_KEY"));
OmsFix50Client application = new OmsFix50Client(new REST.V1.CoinApiRestClient("API_KEY"));
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("FixSettings.cfg");
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
System.Threading.Thread.Sleep(Int32.MaxValue);
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
Console.ReadLine();
}
Environment.Exit(1);
}
static void Main(string[] args)
{
string file = "client.cfg";
try {
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
Client application = new Client();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
//QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings);
// 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);
}
Environment.Exit(1);
}
static void Main(string[] args)
{
Console.WriteLine("== CharEncoding Initiator startup");
try
{
SessionSettings settings = new QuickFix.SessionSettings("initiator.cfg");
CEInitiatorApp application = new CEInitiatorApp();
IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(application, storeFactory, settings, logFactory);
initiator.Start();
application.ListenOnConsole();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
Environment.Exit(1);
}
private void connectButton_Click(object sender, EventArgs e)
{
string file = "c:/FIX/tradeclientIB.cfg";
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
QuickFix.IApplication myApp = new MyQuickFixApp();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.ScreenLogFactory(settings);
//QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(myApp, storeFactory, settings, logFactory);
_Initiator = new QuickFix.Transport.SocketInitiator(myApp, storeFactory, settings, logFactory);
MyQuickFixApp.UpdateEvent += new MyQuickFixApp.OnUpdateEvent(AddLogItem);
_Initiator.Start();
}
catch (System.Exception err)
{
Console.WriteLine(err.Message);
Console.WriteLine(err.StackTrace);
MessageBox.Show(err.ToString());
}
}
/// <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());
}
}
public static void Main2(string[] args)
{
BTCCFIXClientApp app = new BTCCFIXClientApp();
string sessionFile = Environment.CurrentDirectory+"/session_client.txt";
SessionSettings settings = new SessionSettings(sessionFile);
IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
ILogFactory logFactory = new FileLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
initiator.Start();
BTCCMarketDataRequest btccDataRequest = new BTCCMarketDataRequest();
System.Threading.Thread.Sleep(5000);
//request full snapshot
MarketDataRequest dataRequest = btccDataRequest.marketDataFullSnapRequest("BTCCNY");
bool ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCBTC");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
System.Threading.Thread.Sleep(15000);
//request incremental request
dataRequest = btccDataRequest.marketDataIncrementalRequest("BTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCBTC");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
System.Threading.Thread.Sleep(40000);
//unsubscribe incremental request
dataRequest = btccDataRequest.unsubscribeIncrementalRequest("BTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCCNY");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCBTC");
ret = Session.SendToTarget(dataRequest, app.m_sessionID);
Console.WriteLine("SendToTarget ret={0}", ret);
}
private void button2_Click(object sender, EventArgs e)
{
initiator.Start();
button2.Enabled = false;
}
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 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 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!");
}