public void SetGetBool() { QuickFix.Dictionary d = new QuickFix.Dictionary(); d.SetBool("BOOLKEY1", true); d.SetBool("BOOLKEY2", false); d.SetString("BADBOOLKEY2", "YO"); Assert.That(d.GetBool("BOOLKEY1"), Is.True); Assert.That(d.GetBool("BOOLKEY2"), Is.False); Assert.Throws <ConfigError>(delegate { d.GetBool("BOOLKEY3"); }); Assert.Throws <ConfigError>(delegate { d.GetBool("BADBOOLKEY2"); }); }
public void SetGetBool() { QuickFix.Dictionary d = new QuickFix.Dictionary(); d.SetBool("BOOLKEY1", true); d.SetBool("BOOLKEY2", false); d.SetString("BADBOOLKEY2", "YO"); Assert.That(d.GetBool("BOOLKEY1"), Is.True); Assert.That(d.GetBool("BOOLKEY2"), Is.False); Assert.Throws<ConfigError>(delegate { d.GetBool("BOOLKEY3"); }); Assert.Throws<ConfigError>(delegate { d.GetBool("BADBOOLKEY2"); }); }
public bool StartSession(string strHostName, int nPort, string strSenderCompID, string strTargetCompID, string strPassword) { try { if (!IsPortOpen(strHostName, nPort, new TimeSpan(0, 0, 10))) { return(false); } string strAppDirPath = Path.GetDirectoryName(System.Windows.Forms.Application.ExecutablePath); QuickFix.Dictionary dicConfig = new QuickFix.Dictionary(); dicConfig.SetString("ConnectionType", "initiator"); dicConfig.SetDay("StartDay", DayOfWeek.Sunday); dicConfig.SetString("StartTime", "00:00:00"); dicConfig.SetDay("EndDay", DayOfWeek.Saturday); dicConfig.SetString("EndTime", "00:00:00"); dicConfig.SetDouble("HeartBtInt", 20); dicConfig.SetDouble("ReconnectInterval", 10); dicConfig.SetBool("ResetOnLogout", true); dicConfig.SetBool("ResetOnLogon", true); dicConfig.SetBool("ResetOnDisconnect", true); dicConfig.SetBool("ResetSeqNumFlag", true); dicConfig.SetDouble("EncryptMethod", 0); dicConfig.SetBool("CheckLatency", false); dicConfig.SetString("FileStorePath", strAppDirPath + "/Store/Ctrader_Price"); dicConfig.SetString("FileLogPath", strAppDirPath + "/Log"); dicConfig.SetBool("UseDataDictionary", true); dicConfig.SetString("DataDictionary", strAppDirPath + "/Settings/FIX44-OneZero.xml"); dicConfig.SetBool("ScreenLogShowIncoming", false); dicConfig.SetBool("ScreenLogShowOutgoing", false); dicConfig.SetString("Password", strPassword); SessionID quoteSessionID = new SessionID("FIX.4.4", strSenderCompID, strTargetCompID); QuickFix.Dictionary dicQuoteSession = new QuickFix.Dictionary(); dicQuoteSession.SetString("SocketConnectHost", strHostName); dicQuoteSession.SetDouble("SocketConnectPort", nPort); settings = new SessionSettings(); settings.Set(dicConfig); settings.Set(quoteSessionID, dicQuoteSession); FileStoreFactory storeFactory = new FileStoreFactory(settings); ScreenLogFactory logFactory = new ScreenLogFactory(settings); initiator = new SocketInitiator(this, storeFactory, settings, logFactory); initiator.Start(); return(true); } catch (System.Exception e) { Console.WriteLine(e.Message); return(false); } }
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 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 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!"); }