public void Run(string[] args)
{
// REC: Construct the service container that will be used
// to provide the engine with references to the services it
// will need to access when it starts:
IVfxServices services = new VfxServices();
// REC: Retrieve the current path to the executable:
string execPath = Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location);
// REC: Construct the complete path to the configuration
// settings file for the application:
string pathSettings = Path.Combine(execPath, "FixSessions.xml");
// REC: Attempt to load the application configuration into
// an instance of a new XML document:
XmlDocument configuration = new XmlDocument();
configuration.Load(pathSettings);
// REC: After the configuration file has been loaded, it must
// be added to the application's service container so that the
// engine can access it when it is started.
services.AddService(typeof(IVfxSettings), new VfxSettings(configuration));
// REC: The engine requires an IVfxFixApp implementation that
// it can direct callbacks to as FIX events occur:
services.AddService(typeof(IVfxFixApp), _fixApplication);
// REC: Construct the complete path to the versions file that
// contains the FIX version definitions for the application:
string pathVersions = Path.Combine(execPath, "FixVersions.xml");
// REC: Attempt to load the version definitions from the
// version definitions file associated with the app:
VfxFixVxRegistry vxRegistry = new VfxFixVxRegistry();
vxRegistry.Import(pathVersions);
//:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
// NOTE: You don't need to do this in your own apps, this is
// done here because our example code stores all of the files
// for the FIX dictionaries in a common directory, so the app
// walks backwards up the directory tree in order to find the
// folder that contains those files...
//-----------------------------------------------------------
string pathDictionaries = GetPathToExampleDictionaries();
// REC: Scan the dictionaries directory and import all of
// the dictionaries into a dictionary registry instance:
IVfxFixDxRegistry dxRegistry = new VfxFixDxRegistry();
foreach (string dxFile in Directory.GetFiles(pathDictionaries, "*.xml"))
{
// REC: Throughout the VersaFix system, dictionaries are
// referred to by their file name, sans extension:
string dxName = Path.GetFileNameWithoutExtension(dxFile);
// REC: Import the actual dictionary data:
FixDictionary dxEntry = FixDxImporter.Import(dxFile);
// REC: Create an entry for the imported dictionary
// in the dictionary registry:
if (dxEntry != null)
{
dxRegistry.CreateEntry(dxName, dxEntry);
}
}
// REC: The engine requires IVfxFixVxRegistry so that it can
// lookup information about configured FIX versions:
services.AddService(typeof(IVfxFixVxRegistry), vxRegistry);
// REC: The engine requires IVfxFixDxRegistry so that it can
// lookup information about configured FIX dictionaries:
services.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
// REC: If the initialization completed successfully, the
// engine can be activated. The application will now start
// establishing new FIX connections in acccordance with the
// application's configuration settings:
this._fixEngine.Activate(services);
// REC: Sophisticated shutdown logic ;-)
System.Console.ReadLine();
}
/// <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;
}
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 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 = 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();
}
xpi = xpn.Select("/Session/Protocol/Settings/Setting[@name='Fix.Session.Ax.Default']");
if ((xpi.Count > 0) && (xpi.MoveNext()))
{
this._axDefault = 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;
}
public void Run(string[] args)
{
// REC: Construct the service container that will be used
// to provide the engine with references to the services it
// will need to access when it starts:
IVfxServices services = new VfxServices();
// REC: Retrieve the current path to the executable:
string execPath = Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location);
// REC: Construct the complete path to the configuration
// settings file for the application:
string pathSettings = Path.Combine(execPath, "FixSessions.xml");
// REC: Attempt to load the application configuration into
// an instance of a new XML document:
XmlDocument configuration = new XmlDocument();
configuration.Load(pathSettings);
// REC: After the configuration file has been loaded, it must
// be added to the application's service container so that the
// engine can access it when it is started.
services.AddService(typeof(IVfxSettings), new VfxSettings(configuration));
// REC: The engine requires an IVfxFixApp implementation that
// it can direct callbacks to as FIX events occur:
services.AddService(typeof(IVfxFixApp), _fixApplication);
// REC: Construct the complete path to the versions file that
// contains the FIX version definitions for the application:
string pathVersions = Path.Combine(execPath, "FixVersions.xml");
// REC: Attempt to load the version definitions from the
// version definitions file associated with the app:
VfxFixVxRegistry vxRegistry = new VfxFixVxRegistry();
vxRegistry.Import(pathVersions);
//:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
// NOTE: You don't need to do this in your own apps, this is
// done here because our example code stores all of the files
// for the FIX dictionaries in a common directory, so the app
// walks backwards up the directory tree in order to find the
// folder that contains those files...
//-----------------------------------------------------------
string pathDictionaries = GetPathToExampleDictionaries();
// REC: Scan the dictionaries directory and import all of
// the dictionaries into a dictionary registry instance:
IVfxFixDxRegistry dxRegistry = new VfxFixDxRegistry();
foreach (string dxFile in Directory.GetFiles(pathDictionaries, "*.xml"))
{
// REC: Throughout the VersaFix system, dictionaries are
// referred to by their file name, sans extension:
string dxName = Path.GetFileNameWithoutExtension(dxFile);
// REC: Import the actual dictionary data:
FixDictionary dxEntry = FixDxImporter.Import(dxFile);
// REC: Create an entry for the imported dictionary
// in the dictionary registry:
if (dxEntry != null)
{
dxRegistry.CreateEntry(dxName, dxEntry);
}
}
// REC: The engine requires IVfxFixVxRegistry so that it can
// lookup information about configured FIX versions:
services.AddService(typeof(IVfxFixVxRegistry), vxRegistry);
// REC: The engine requires IVfxFixDxRegistry so that it can
// lookup information about configured FIX dictionaries:
services.AddService(typeof(IVfxFixDxRegistry), dxRegistry);
// REC: If the initialization completed successfully, the
// engine can be activated. The application will now start
// establishing new FIX connections in acccordance with the
// application's configuration settings:
this._fixEngine.Activate(services);
// REC: Sophisticated shutdown logic ;-)
System.Console.ReadLine();
}
