static void Main(string[] args)
{
//SessionSettings settings = new SessionSettings("config.txt");
SessionSettings settings = new SessionSettings();
settings.Set(defaults);
settings.Set(new SessionID("FIX.4.4", Guid.NewGuid().ToString(), "DERIBITSERVER"), new Dictionary("SESSION", new System.Collections.Generic.Dictionary <string, string>()
{
{ "BeginString", "FIX.4.4" },
// {"SenderCompID",Guid.NewGuid().ToString() },
// {"ConnectionType","initiator" }
}));
// settings.Set(session);
DerbitFixClient application = new DerbitFixClient();
IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
ILogFactory logFactory = new 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.QuerySecurityListRequest();
application.Run();
initiator.Stop();
}
public void Stop()
{
try
{
logger.Info("FixInitiator Stop(): Finalizando FixInitiator");
_running = false;
_finalizarSinalizado = true;
logger.Info("FixInitiator Stop(): Finalizando SocketInitiator");
if (_socketInitiator != null)
{
_socketInitiator.Stop();
_socketInitiator = null;
}
logger.Info("FixInitiator Stop(): Finalizando Thread thToDb");
if (_thToDb.IsAlive)
{
_thToDb.Abort();
_thToDb = null;
}
}
catch (Exception ex)
{
logger.Error("Erro ao parar o Fix Initiator DropCopy", ex);
}
}
static void Main(string[] args)
{
Console.WriteLine("=============");
Console.WriteLine("This is for evaluating new QF/n builds and features.");
Console.WriteLine("It's designed to communicate with PilotAcceptor44.");
Console.WriteLine("=============");
if (args.Length != 1)
{
System.Console.WriteLine("usage: PilotInitiator44.exe CONFIG_FILENAME");
System.Environment.Exit(2);
}
string file = args[0];
try
{
QuickFix.SessionSettings settings = new QuickFix.SessionSettings(file);
PilotInit44App myApp = new PilotInit44App();
QuickFix.IMessageStoreFactory storeFactory = new QuickFix.FileStoreFactory(settings);
QuickFix.ILogFactory logFactory = new QuickFix.FileLogFactory(settings);
QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(myApp, storeFactory, settings, logFactory);
initiator.Start();
myApp.Run();
initiator.Stop();
}
catch (System.Exception e)
{
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
}
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint)
{
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser();
socket_ = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
session_ = session;
}
private void btn_start_fix_Click(object sender, EventArgs e)
{
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 SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings)
{
isDisconnectRequested_ = false;
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser();
session_ = session;
socketSettings_ = socketSettings;
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings)
{
isDisconnectRequested_ = false;
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser();
socket_ = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
socket_.NoDelay = socketSettings.SocketNodelay;
session_ = session;
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings)
{
_log.Info("initialising SocketInitiatorThread");
isDisconnectRequested_ = false;
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser();
session_ = session;
socketSettings_ = socketSettings;
}
public void Connect(IApplication application)
{
var settings = new SessionSettings("session.config");
var myApp = application;
var storeFactory = new FileStoreFactory(settings);
var logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(myApp, storeFactory, settings, logFactory);
initiator.Start();
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings)
{
isDisconnectRequested_ = false;
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser();
socket_ = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
socket_.NoDelay = socketSettings.SocketNodelay;
session_ = session;
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings, Encoding encoding)
{
isDisconnectRequested_ = false;
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser(encoding);
session_ = session;
socketSettings_ = socketSettings;
_messageEncoding = encoding;
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings)
{
isDisconnectRequested_ = false;
initiator_ = initiator;
session_ = session;
socketEndPoint_ = socketEndPoint;
parser_ = new Parser();
if (socketEndPoint.AddressFamily == AddressFamily.InterNetwork)
socket_ = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
else
{
socket_ = new Socket(AddressFamily.InterNetworkV6, SocketType.Stream, ProtocolType.Tcp);
socket_.SetSocketOption(SocketOptionLevel.IPv6, (SocketOptionName)23, 10);
}
socket_.NoDelay = socketSettings.SocketNodelay;
session_ = session;
}
public FixInitiatorDropCopy(FixSessionItem config)
{
_config = config;
_bConectadoBolsa = false;
_socketInitiator = null;
_finalizarSinalizado = false;
_intCanal = _config.Operador;
_running = false;
#if _CQUEUE
_queueToDB = new ConcurrentQueue <TODropCopyDB>();
#else
_queueToDB = new Queue <TODropCopyDB>();
#endif
//_db = new DbDropCopy();
_rulesMsg = new MessageProcessor();
}
protected override void OnLoad(EventArgs e)
{
base.OnLoad(e);
// FIX app settings and related
var settings = new SessionSettings("C:\\initiator.cfg");
// FIX application setup
MessageStoreFactory storeFactory = new FileStoreFactory(settings);
LogFactory logFactory = new FileLogFactory(settings);
_client = new FixClient50Sp2(settings);
IInitiator initiator = new SocketInitiator(_client, storeFactory, settings, logFactory);
_client.Initiator = initiator;
_client.OnProgress += _client_OnProgress;
_client.LogonEvent += ClientLogonEvent;
_client.MessageEvent += ClientMessageEvent;
_client.LogoutEvent += ClientLogoutEvent;
_client.OnMarketDataIncrementalRefresh += Client_OnMarketDataIncrementalRefresh;
}
public void Start()
{
try
{
logger.Info("FixInitiatorDropCopy Start(): Iniciando FixInitiatorDropCopy....");
_running = true;
// Buscar Application Path para compor diretorios de dicionario e afins(Substring(6) para retirar 'file:\')
string path = Path.GetDirectoryName(Assembly.GetAssembly(typeof(FixInitiatorDropCopy)).CodeBase).Substring(6);
//logger.Info("Application Path: " + path);
// Cria sessao que será usada para mandar as mensagens
_session = new SessionID(_config.BeginString, _config.SenderCompID, _config.TargetCompID);
// Cria dicionario da configuracao
Dictionary mainDic = new Dictionary();
mainDic.SetLong("SocketConnectPort", _config.SocketPort);
mainDic.SetLong("HeartBtInt", _config.HeartBtInt);
mainDic.SetLong("ReconnectInterval", _config.ReconnectInterval);
mainDic.SetBool("ResetOnLogon", _config.ResetSeqNum);
mainDic.SetBool("PersistMessages", _config.PersistMessages);
// Ver
// ret.setString("ConnectionType", ConnectionType.ToLower());
mainDic.SetString("ConnectionType", _config.ConnectionType.ToLower());
mainDic.SetString("SocketConnectHost", _config.Host);
mainDic.SetString("FileStorePath", path + Path.DirectorySeparatorChar + _config.FileStorePath);
//string = path + Path.DirectorySeparatorChar + info.DataDictionary;
logger.Debug("FileLogPath: " + path + Path.DirectorySeparatorChar + _config.FileLogPath);
mainDic.SetString("FileLogPath", path + Path.DirectorySeparatorChar + _config.FileLogPath);
mainDic.SetString("DebugFileLogPath", path + Path.DirectorySeparatorChar + _config.DebugFileLogPath);
mainDic.SetString("StartTime", _config.StartTime);
mainDic.SetString("EndTime", _config.EndTime);
mainDic.SetString("ConnectionType", "initiator");
Dictionary sessDic = new Dictionary();
sessDic.SetString("BeginString", _config.BeginString);
sessDic.SetString("SenderCompID", _config.SenderCompID);
sessDic.SetString("TargetCompID", _config.TargetCompID);
sessDic.SetString("DataDictionary", path + Path.DirectorySeparatorChar + _config.DataDictionary);
sessDic.SetBool("UseDataDictionary", _config.UseDataDictionary);
// Configure the session settings
SessionSettings settings = new SessionSettings();
settings.Set(mainDic);
settings.Set(_session, sessDic);
//FileStoreFactory store = new FileStoreFactory(settings);
MemoryStoreFactory store = new MemoryStoreFactory();
FileLogFactory logs = new FileLogFactory(settings);
IMessageFactory msgs = new DefaultMessageFactory();
logger.InfoFormat("Iniciando ThreadedSocketInitiator... SenderCompID: [{0}] TargetCompID: [{1}] SocketConnectHost:[{2}] SocketConnectPort:[{3}]",
_config.SenderCompID, _config.TargetCompID, _config.Host, _config.SocketPort);
_socketInitiator = new SocketInitiator(this, store, settings, logs, msgs);
_socketInitiator.Start();
// Thread para receber as mensagens de acceptors
_thToDb = new Thread(new ThreadStart(this._sendtoDb));
_thToDb.Start();
logger.Info("FixInitiatorDropCopy Start(): Fim de inicializacao FixInitiator....");
}
catch (Exception ex)
{
logger.Error("Erro ao inicializar Fix Initiator DropCopy", ex);
throw ex;
}
}
public SocketInitiatorThread(Transport.SocketInitiator initiator, Session session, IPEndPoint socketEndPoint, SocketSettings socketSettings)
: this(initiator, session, socketEndPoint, socketSettings, Encoding.UTF8)
{
}
private void btn_start_fix_Click(object sender, EventArgs e)
{
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 TearDown()
{
if (_listenSocket != null)
_listenSocket.Close();
if (_initiator != null)
_initiator.Stop(true);
if (_acceptor != null)
_acceptor.Stop(true);
_initiator = null;
_acceptor = null;
}
void StartEngine(bool initiator)
{
TestApplication application = new TestApplication(LogonCallback, LogoffCallback);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
ILogFactory logFactory = new ScreenLogFactory(false, false, false);
SessionSettings settings = new SessionSettings();
if (initiator)
{
Dictionary defaults = new Dictionary();
defaults.SetString(SessionSettings.RECONNECT_INTERVAL, "1");
settings.Set(defaults);
settings.Set(CreateSessionID(StaticInitiatorCompID), CreateSessionConfig(StaticInitiatorCompID, true));
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
_initiator.Start();
}
else
{
settings.Set(CreateSessionID(StaticAcceptorCompID), CreateSessionConfig(StaticAcceptorCompID, false));
_acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
_acceptor.Start();
}
}
void StartEngine(bool initiator)
{
TestApplication application = new TestApplication(LogonCallback, LogoffCallback);
IMessageStoreFactory storeFactory = new MemoryStoreFactory();
SessionSettings settings = new SessionSettings();
Dictionary defaults = new Dictionary();
defaults.SetString(QuickFix.SessionSettings.FILE_LOG_PATH, LogPath);
// Put IP endpoint settings into default section to verify that that defaults get merged into
// session-specific settings not only for static sessions, but also for dynamic ones
defaults.SetString(SessionSettings.SOCKET_CONNECT_HOST, Host);
defaults.SetString(SessionSettings.SOCKET_CONNECT_PORT, ConnectPort.ToString());
defaults.SetString(SessionSettings.SOCKET_ACCEPT_HOST, Host);
defaults.SetString(SessionSettings.SOCKET_ACCEPT_PORT, AcceptPort.ToString());
settings.Set(defaults);
ILogFactory logFactory = new FileLogFactory(settings);
if (initiator)
{
defaults.SetString(SessionSettings.RECONNECT_INTERVAL, "1");
settings.Set(CreateSessionID(StaticInitiatorCompID), CreateSessionConfig(StaticInitiatorCompID, true));
_initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
_initiator.Start();
}
else
{
settings.Set(CreateSessionID(StaticAcceptorCompID), CreateSessionConfig(StaticAcceptorCompID, false));
_acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory);
_acceptor.Start();
}
}
public void TearDown()
{
if (_listenSocket != null)
_listenSocket.Close();
if (_initiator != null)
_initiator.Stop(true);
if (_acceptor != null)
_acceptor.Stop(true);
_initiator = null;
_acceptor = null;
Thread.Sleep(500);
ClearLogs();
}