/// <summary>
/// Initiate a connection through QuickFix to the TT Fix Adapter
/// </summary>
/// <param name="cfg">configuration file name</param>
/// <param name="p">password</param>
/// <param name="r">reset sequence numbers - always true for this application</param>
/// <param name="c">the mainForm control</param>
public void initiate(string cfg, string p, bool r, Control c)
{
log.CreateLog(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType.ToString(), null);
try
{
_password = p;
_resetSession = r;
_control = c;
_settings = new QuickFix.SessionSettings(cfg);
_storeFactory = new QuickFix.FileStoreFactory(_settings);
_logFactory = new QuickFix.FileLogFactory(_settings);
_messageFactory = new QuickFix42.MessageFactory();
_initiator = new QuickFix.ThreadedSocketInitiator(this,
_storeFactory,
_settings,
_logFactory,
_messageFactory);
_initiator.start();
}
catch (Exception ex)
{ log.WriteLog(ex.ToString()); }
}
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)
{
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 void setup()
{
responder = new MockResponder();
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
application = new MockApplication();
settings = new QuickFix.SessionSettings();
config = new QuickFix.Dictionary();
config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false);
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
settings.Set(sessionID, config);
session = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
// must be set for an initiator
int heartBeatInterval = 10;
session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"),
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session2.SetResponder(responder);
session2.CheckLatency = false;
seqNum = 1;
}
public void Application_Startup(
object sender,
StartupEventArgs e,
ICustomFixStrategy strategy)
{
Trace.WriteLine("Application started.");
// FIX app settings and related
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(this.ConfigFile);
strategy.SessionSettings = settings;
// FIX application setup
QuickFix.MessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.LogFactory logFactory = new QuickFix.FileLogFactory(settings);
_qfapp = new QFApp(settings, strategy);
QuickFix.IInitiator initiator = new QuickFix.Transport.SocketInitiator(_qfapp, storeFactory, settings, logFactory);
_qfapp.Initiator = initiator;
// Window creation and context assignment
UIDemo.MainWindow mainWindow = new UIDemo.MainWindow();
mainWindow.DataContext = new MainWindowViewModel();
mainWindow.MessageView.DataContext = new MessageViewModel(_qfapp);
mainWindow.ExecutionView.DataContext = new ExecutionViewModel(_qfapp);
mainWindow.ConnectionView.DataContext = new ConnectionViewModel(_qfapp);
mainWindow.OrderView.DataContext = new OrderViewModel(_qfapp, strategy);
mainWindow.NewsSenderView.DataContext = new NewsSenderViewModel(_qfapp);
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
mainWindow.Show();
}
static void Main(string[] args)
{
System.Console.WriteLine("=============");
System.Console.WriteLine("This is only an example program.");
System.Console.WriteLine();
System.Console.WriteLine(" ! ! !");
System.Console.WriteLine(" DO NOT USE THIS ON A COMMERCIAL FIX INTERFACE!");
System.Console.WriteLine(" ! ! !");
System.Console.WriteLine();
System.Console.WriteLine("=============");
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings("market-data.cfg");
MarketDataApp application = new MarketDataApp(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);
}
}
public void Application_Startup(
object sender,
StartupEventArgs e,
ICustomFixStrategy strategy)
{
Trace.WriteLine("Application started.");
// FIX app settings and related
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(this.ConfigFile);
strategy.SessionSettings = settings;
// FIX application setup
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.FileLogFactory(settings);
_qfapp = new QFApp(settings, strategy);
QuickFix.IInitiator initiator = new QuickFix.Transport.SocketInitiator(_qfapp, storeFactory, settings, logFactory);
_qfapp.Initiator = initiator;
// Window creation and context assignment
UIDemo.MainWindow mainWindow = new UIDemo.MainWindow();
mainWindow.DataContext = new MainWindowViewModel();
mainWindow.MessageView.DataContext = new MessageViewModel(_qfapp);
mainWindow.ExecutionView.DataContext = new ExecutionViewModel(_qfapp);
mainWindow.ConnectionView.DataContext = new ConnectionViewModel(_qfapp);
mainWindow.OrderView.DataContext = new OrderViewModel(_qfapp, strategy);
mainWindow.NewsSenderView.DataContext = new NewsSenderViewModel(_qfapp);
// Set the main UI dispatcher
SmartDispatcher.SetDispatcher(mainWindow.Dispatcher);
mainWindow.Show();
}
public void testGeneratedFileName()
{
var logDirectory = Path.Combine(TestContext.CurrentContext.TestDirectory, "log");
if (System.IO.Directory.Exists(logDirectory))
{
System.IO.Directory.Delete(logDirectory, true);
}
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, logDirectory);
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists(Path.Combine(logDirectory, "FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log")));
Assert.That(System.IO.File.Exists(Path.Combine(logDirectory, "FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log")));
}
public void testThrowsIfNoConfig()
{
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
Assert.Throws <QuickFix.ConfigError>(delegate { factory.Create(sessionID); });
}
public void testThrowsIfNoConfig()
{
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
Assert.Throws<QuickFix.ConfigError>(delegate { factory.Create(sessionID); });
}
public ClientApplication(
QuickFix.SessionSettings settings,
IFixMessageGenerator messageGenerator,
IFixStrategy strategy,
IMessageSink messageSink)
{
_messageGenerator = messageGenerator;
_strategy = strategy;
_messageSink = messageSink;
ActiveSessionID = null;
MySessionSettings = settings;
}
/*
*
* instrument quickfix_id => list of fixconnectors
*/
static public void OnStartUp(NinjaTrader.Strategy.FixConnector fixConnector)
{
lock (locker_)
{
// adding anyway
s_fixConnectors.Add(fixConnector);
try
{
// start ?
if (string.IsNullOrEmpty(ConfigFileName))
{
if (string.IsNullOrEmpty(fixConnector.ConfigFileName))
{
// cannot start
s_fixConnectors.Warn(Name, "No config file name set to start QuickFix server. FixConnector enqueued but inactive for now ...");
return;
}
// a configfile is set, let's spin that shit
ConfigFileName = fixConnector.ConfigFileName;
s_fixConnectors.Info(Name, "[OnStartUp] Creating FIX session with file " + ConfigFileName);
QuickFix.SessionSettings sessionSettings = new QuickFix.SessionSettings(ConfigFileName);
s_fixConnectors.Info(Name, "[OnStartUp] Creating socket acceptor");
m_acceptor = new QuickFix.ThreadedSocketAcceptor(
m_app = new NinjaTrader_FixBridge.QuickFixApp(s_fixConnectors),
new QuickFix.FileStoreFactory(sessionSettings),
sessionSettings,
new QuickFix.FileLogFactory(sessionSettings)
);
sessionSettings = null;
s_fixConnectors.Info(Name, "[OnStartUp] Starting FixBridge ...");
m_acceptor.Start();
s_fixConnectors.Info(Name, "[OnStartUp] FixBridge started !");
}
}
catch (Exception e)
{
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.Message + ", source:" + e.Source);
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.ToString());
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.StackTrace);
s_fixConnectors.Error(Name, "[OnStartUp] => destroying FIX layer");
KillFix();
throw e;
}
}
}
public void setup()
{
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.ODBC_STORE_CONNECTION_STRING, "DSN=FIXSIM");
settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
factory = new QuickFix.ODBCStoreFactory(settings);
store = (QuickFix.ODBCStore)factory.Create(sessionID);
}
// Cannot be autogenerated.
#endregion
#region {protected} Instance constructor.
/// <summary>
/// todo.1 {name1} should ideally be taken from a configuration object.
/// </summary>
protected TFixInitiatorApplicationBase
(string name1,
QuickFix.SessionSettings fixSessionSettings
) :
base(name1)
{
//Name = name1;
FixSocketInitiator_ =
new QuickFix.Transport.SocketInitiator
(this,
Common.Core.StaticData.TStaticSingletonObjectContainer <QuickFix.MemoryStoreFactory> .Object,
fixSessionSettings,
this,//new TFixLogger(name1),
Common.Core.StaticData.TStaticSingletonObjectContainer <QuickFix.DefaultMessageFactory> .Object
);
}
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);
}
public void testLogRotation()
{
string logDir = "log";
if (System.IO.Directory.Exists(logDir))
System.IO.Directory.Delete(logDir, true);
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, logDir);
int NumLogsToRotate = 5;
config.SetString(QuickFix.SessionSettings.FILE_LOG_ROTATE_NUM_TO_KEEP, NumLogsToRotate.ToString());
config.SetString(QuickFix.SessionSettings.FILE_LOG_ROTATE_ON_NEW_SESSION, "Y");
settings.Set(sessionID, config);
string timeStampMinute = System.DateTime.UtcNow.ToString("MMddyyyy-HHmm");
for (int i = 0; i < NumLogsToRotate; i++)
{
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists(logDir+"/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists(logDir+"/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
log.Dispose();
}
Assert.That(System.IO.Directory.GetFiles(logDir,
String.Format("FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log.{0}*",timeStampMinute),
System.IO.SearchOption.TopDirectoryOnly)
.Count().Equals(NumLogsToRotate-1));
Assert.That(System.IO.Directory.GetFiles(logDir,
String.Format("FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log.{0}*", timeStampMinute),
System.IO.SearchOption.TopDirectoryOnly)
.Count().Equals(NumLogsToRotate-1));
}
public void setup()
{
if (System.IO.Directory.Exists("store"))
System.IO.Directory.Delete("store", true);
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_STORE_PATH, "store");
settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
factory = new QuickFix.FileStoreFactory(settings);
store = (QuickFix.FileStore)factory.Create(sessionID);
}
public void setup()
{
if (System.IO.Directory.Exists("store"))
{
System.IO.Directory.Delete("store", true);
}
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_STORE_PATH, "store");
settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
factory = new QuickFix.FileStoreFactory(settings);
store = (QuickFix.FileStore)factory.Create(sessionID);
}
public static ClientApplication Create(string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
// FIX app settings and related
var settings = new QuickFix.SessionSettings(configFilepath);
strategy.SessionSettings = settings;
// FIX application setup
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.FileLogFactory(settings);
var app = new ClientApplication(settings, messageGenerator, strategy, messageSink);
var initiator =
new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
app.Initiator = initiator;
return app;
}
static void Main(string[] args)
{
Console.WriteLine("=============");
Console.WriteLine("This is only an example program, meant to run against the Executor or SimpleAcceptor example programs.");
Console.WriteLine();
Console.WriteLine(" ! ! !");
Console.WriteLine(" DO NOT USE THIS ON A COMMERCIAL FIX INTERFACE! It won't work and it's a bad idea!");
Console.WriteLine(" ! ! !");
Console.WriteLine();
Console.WriteLine("=============");
if (args.Length != 1)
{
System.Console.WriteLine("usage: TradeClient.exe CONFIG_FILENAME");
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_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);
}
public static ClientApplication Create(string configFilepath,
IFixStrategy strategy,
IFixMessageGenerator messageGenerator,
IMessageSink messageSink)
{
// FIX app settings and related
var settings = new QuickFix.SessionSettings(configFilepath);
strategy.SessionSettings = settings;
// FIX application setup
var storeFactory = new QuickFix.FileStoreFactory(settings);
var logFactory = new QuickFix.FileLogFactory(settings);
var app = new ClientApplication(settings, messageGenerator, strategy, messageSink);
var initiator =
new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
app.Initiator = initiator;
return(app);
}
public UnitTestContext()
{
QuickFix.Dictionary config = CreateConfig();
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
App = new QFApp(settings);
Initiator = new MockInitiator();
App.Initiator = Initiator;
Session = new SessionThatTracksOutbound(
App,
new QuickFix.MemoryStoreFactory(),
sessionID,
new QuickFix.DataDictionaryProvider(),
new QuickFix.SessionSchedule(config),
0,
new QuickFix.ScreenLogFactory(settings),
new QuickFix.DefaultMessageFactory(),
"blah");
Session.MaxLatency = 120;
}
public UnitTestContext()
{
QuickFix.Dictionary config = CreateConfig();
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
settings.Set(sessionID, config);
App = new QFApp(settings);
Initiator = new MockInitiator();
App.Initiator = Initiator;
Session = new SessionThatTracksOutbound(
App,
new QuickFix.MemoryStoreFactory(),
sessionID,
new QuickFix.DataDictionaryProvider(),
new QuickFix.SessionSchedule(config),
0,
new QuickFix.ScreenLogFactory(settings),
new QuickFix.DefaultMessageFactory(),
"blah");
Session.MaxLatency = 120;
}
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);
}
public void testGeneratedFileName()
{
if (System.IO.Directory.Exists("log"))
System.IO.Directory.Delete("log", true);
QuickFix.SessionID sessionID = new QuickFix.SessionID("FIX.4.2", "SENDERCOMP", "TARGETCOMP");
QuickFix.SessionSettings settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, "log");
settings.Set(sessionID, config);
QuickFix.FileLogFactory factory = new QuickFix.FileLogFactory(settings);
log = (QuickFix.FileLog)factory.Create(sessionID);
log.OnEvent("some event");
log.OnIncoming("some incoming");
log.OnOutgoing("some outgoing");
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.event.current.log"));
Assert.That(System.IO.File.Exists("log/FIX.4.2-SENDERCOMP-TARGETCOMP.messages.current.log"));
}
/**
* Constructor. Send the constructed SessionSettings
*/
public ExampleApplication(QuickFix.SessionSettings settings)
{
this.settings = settings; // keep the passed settings locally
this.username = this.settings.get().getString("Username"); // extract the username from the settings
this.password = this.settings.get().getString("Password"); // extract the password from the settings
if (Convert.ToInt32(this.settings.getSessions().Count) > 1)
{
if (this.settings.getSessions()[0].ToString().Contains(_mdSession))
{
sessionID_md = (QuickFix.SessionID) this.settings.getSessions()[0];
sessionID = (QuickFix.SessionID) this.settings.getSessions()[1];
}
if (this.settings.getSessions()[1].ToString().Contains(_mdSession))
{
sessionID_md = (QuickFix.SessionID) this.settings.getSessions()[1];
sessionID = (QuickFix.SessionID) this.settings.getSessions()[0];
}
}
else
{
sessionID = (QuickFix.SessionID) this.settings.getSessions()[0];
}
}
private static void ThreadSafeRun()
{
#region
System.Threading.Monitor.Enter(Common.Core.Threading.TThreadingHelpers.MainLockable);
var fixSessionSettings = new QuickFix.SessionSettings(@".\Data\FixSessionConfiguration.ini");
var fixInitiatorApplication = new GdaxFixApiFacade.TFixInitiatorApplication(@"Test", fixSessionSettings);
//( (System.IDisposable) fixInitiatorApplication ).Dispose();
//fixInitiatorApplication.Dispose();
fixInitiatorApplication.LoggedInEvent += HandleFixInitiatorApplicationLoggedInEvent;
fixInitiatorApplication.LoggedOutEvent += HandleFixInitiatorApplicationLoggedOutEvent;
fixInitiatorApplication.ReceivedSessionFixMessageEvent += HandleFixInitiatorApplicationReceivedSessionFixMessageEvent;
fixInitiatorApplication.ReceivedApplicationFixMessageEvent += HandleFixInitiatorApplicationReceivedApplicationFixMessageEvent;
fixInitiatorApplication.ASyncRepeatedTryLogIn();
#endregion
#region
for (;;)
{
System.Threading.Monitor.Exit(Common.Core.Threading.TThreadingHelpers.MainLockable);
System.Threading.Thread.Sleep(1);
System.Threading.Monitor.Enter(Common.Core.Threading.TThreadingHelpers.MainLockable);
if (fixInitiatorApplication.IsLoggedIn)
{
break;
}
else
{
}
}
#endregion
#region
{
var newOrderSingleFixMessage = new QuickFix.FIX42.NewOrderSingle();
newOrderSingleFixMessage.ClOrdID =
new QuickFix.Fields.ClOrdID
//(System.Diagnostics.Stopwatch.GetTimestamp().ToString(System.Globalization.NumberFormatInfo.InvariantInfo));
(System.Guid.NewGuid().ToString(@"n" /*, System.Globalization.NumberFormatInfo.InvariantInfo*/));
newOrderSingleFixMessage.HandlInst = new QuickFix.Fields.HandlInst(QuickFix.Fields.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION);
newOrderSingleFixMessage.Symbol = new QuickFix.Fields.Symbol(@"BTC-USD");
newOrderSingleFixMessage.Side = new QuickFix.Fields.Side(QuickFix.Fields.Side.SELL);
newOrderSingleFixMessage.OrderQty =
new QuickFix.Fields.OrderQty
(0.01m);
//(0.1m);
//(99999.00m);
newOrderSingleFixMessage.OrdType =
new QuickFix.Fields.OrdType
//(QuickFix.Fields.OrdType.LIMIT);
(QuickFix.Fields.OrdType.MARKET);
//newOrderSingleFixMessage.Price =
// new QuickFix.Fields.Price
// //(0.01m);
// (10500.00m);
//newOrderSingleFixMessage.TimeInForce =
// new QuickFix.Fields.TimeInForce
// //(QuickFix.Fields.TimeInForce.GOOD_TILL_CANCEL);
// //(QuickFix.Fields.TimeInForce.IMMEDIATE_OR_CANCEL);
// (QuickFix.Fields.TimeInForce.FILL_OR_KILL);
fixInitiatorApplication.TrySendFixMessage(newOrderSingleFixMessage);
}
#endregion
#region
System.Threading.Thread.Sleep(4000);
#endregion
#region
//fixInitiatorApplication.AsyncLogOut();
fixInitiatorApplication.Dispose();
//( (System.IDisposable) fixInitiatorApplication ).Dispose();
System.Threading.Monitor.Exit(Common.Core.Threading.TThreadingHelpers.MainLockable);
#endregion
}
public void setup()
{
responder = new MockResponder();
sessionID = new QuickFix.SessionID("FIX.4.2", "SENDER", "TARGET");
application = new MockApplication();
settings = new QuickFix.SessionSettings();
QuickFix.Dictionary config = new QuickFix.Dictionary();
config.SetBool(QuickFix.SessionSettings.PERSIST_MESSAGES, false);
config.SetString(QuickFix.SessionSettings.CONNECTION_TYPE, "initiator");
config.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
config.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
settings.Set(sessionID, config);
session = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), sessionID,
new QuickFix.DataDictionaryProvider(),new QuickFix.SessionSchedule(config), 0, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session.SetResponder(responder);
session.CheckLatency = false;
// must be set for an initiator
int heartBeatInterval = 10;
session2 = new QuickFix.Session(application, new QuickFix.MemoryStoreFactory(), new QuickFix.SessionID("FIX.4.2", "OTHER_SENDER", "OTHER_TARGET"),
new QuickFix.DataDictionaryProvider(), new QuickFix.SessionSchedule(config), heartBeatInterval, new QuickFix.ScreenLogFactory(settings), new QuickFix.DefaultMessageFactory(), "blah");
session2.SetResponder(responder);
session2.CheckLatency = false;
seqNum = 1;
}
/// <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 QFApp(QuickFix.SessionSettings settings, ICustomFixStrategy strategy)
{
_strategy = strategy;
ActiveSessionID = null;
MySessionSettings = settings;
}
public QFApp(QuickFix.SessionSettings settings)
: this(settings, new NullFixStrategy())
{
}
/*
*
* instrument quickfix_id => list of fixconnectors
*/
public static void OnStartUp(NinjaTrader.Strategy.FixConnector fixConnector)
{
lock (locker_)
{
// adding anyway
s_fixConnectors.Add(fixConnector);
try
{
// start ?
if (string.IsNullOrEmpty(ConfigFileName))
{
if (string.IsNullOrEmpty(fixConnector.ConfigFileName))
{
// cannot start
s_fixConnectors.Warn(Name, "No config file name set to start QuickFix server. FixConnector enqueued but inactive for now ...");
return;
}
// a configfile is set, let's spin that shit
ConfigFileName = fixConnector.ConfigFileName;
s_fixConnectors.Info(Name, "[OnStartUp] Creating FIX session with file " + ConfigFileName);
QuickFix.SessionSettings sessionSettings = new QuickFix.SessionSettings(ConfigFileName);
s_fixConnectors.Info(Name, "[OnStartUp] Creating socket acceptor");
m_acceptor = new QuickFix.ThreadedSocketAcceptor(
m_app=new NinjaTrader_FixBridge.QuickFixApp(s_fixConnectors),
new QuickFix.FileStoreFactory(sessionSettings),
sessionSettings,
new QuickFix.FileLogFactory(sessionSettings)
);
sessionSettings = null;
s_fixConnectors.Info(Name, "[OnStartUp] Starting FixBridge ...");
m_acceptor.Start();
s_fixConnectors.Info(Name, "[OnStartUp] FixBridge started !");
}
}
catch (Exception e)
{
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.Message + ", source:" + e.Source);
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.ToString());
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.StackTrace);
s_fixConnectors.Error(Name, "[OnStartUp] => destroying FIX layer");
KillFix();
throw e;
}
}
}
