Exemplo n.º 1
0
        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!");
        }
Exemplo n.º 2
0
        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!");
        }