public void CheckSumTest()
{
string str1 = "8=FIX.4.2\x01" + "9=45\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" +
"52=20000426-12:05:06\x01" + "56=ISLD\x01";
int chksum = 0;
foreach (char c in str1)
chksum += (int)c;
chksum %= 256;
str1 += "10=218\x01"; // checksum field
Message msg = new Message();
try
{
msg.FromString(str1, true, null, null, _defaultMsgFactory);
}
catch (InvalidMessage e)
{
Assert.Fail("Unexpected exception (InvalidMessage): " + e.Message);
}
Assert.That(msg.CheckSum(), Is.EqualTo(chksum));
}
public void TestParsePerformance()
{
string fix = GenRandomFIXString();
HiPerfTimer timer = new HiPerfTimer();
timer.Start();
const int numMsgs = 50000;
for (int i = 0; i < numMsgs; i++)
{
Message m = new Message();
MakeMessage(m, fix);
}
timer.Stop();
Console.WriteLine("Total per second: " + ((1 / timer.Duration) * numMsgs).ToString());
// Test message creation latency.
timer.Start();
Message newMsg = new Message();
MakeMessage(newMsg, fix);
timer.Stop();
Console.WriteLine(
String.Format("Latency for parsing one FIX message in microseconds: {0}", (timer.Duration * 1000000).ToString()));
}
public void MakeMessage(Message m, string fix)
{
idx = 0; prevIdx = 0;
// Handle first field differently, no SOH at start.
StringField sf = new StringField(0);
idx = fix.IndexOf('\x01');
if (idx != -1)
{
field = fix.Substring(prevIdx, (idx - prevIdx));
tagIndex = field.IndexOf('=');
sf.Tag = IntParse(field.Substring(0, tagIndex));
sf.Obj = field.Substring(tagIndex + 1);
m.setField(sf);
}
else return;
while (idx != -1)
{
prevIdx = idx;
idx = fix.IndexOf('\x01', prevIdx + 1);
if (idx == -1) break;
StringField sf2 = new StringField(0);
field = fix.Substring(prevIdx + 1, (idx - prevIdx) - 1);
tagIndex = field.IndexOf('=');
sf2.Tag = IntParse(field.Substring(0, tagIndex));
sf2.Obj = field.Substring(tagIndex + 1);
m.setField(sf2);
}
}
public Message Create(string beginString, string msgType)
{
IMessageFactory f = null;
// FIXME: This is a hack. FIXT11 could mean 50 or 50sp1 or 50sp2.
// We need some way to choose which 50 version it is.
// Choosing 50 here is not adequate.
if (beginString.Equals(FixValues.BeginString.FIXT11))
{
if (!Message.IsAdminMsgType(msgType))
f = _factories[FixValues.BeginString.FIX50];
}
if(f != null)
return f.Create(beginString, msgType);
if (_factories.ContainsKey(beginString) == false)
{
Message m = new Message();
m.Header.SetField(new StringField(QuickFix.Fields.Tags.MsgType, msgType));
return m;
}
f = _factories[beginString];
return f.Create(beginString, msgType);
}
public void ToAdmin(Message message, SessionID sessionID)
{
if (message.Header.GetField(Tags.MsgType) == MsgType.LOGON)
{
message.SetField(new QuickFix.Fields.Username("batman"));
message.SetField(new QuickFix.Fields.Password("gotham123"));
}
}
public void fromAdmin(Message message, SessionID sessionID)
{
if (!isTimerAdjusted)
{
SendingTime sendingTime = new SendingTime();
message.getHeader().getField(sendingTime);
Utils.AdjustTime(sendingTime.getValue());
isTimerAdjusted = true;
}
}
public void FromApp(Message message, SessionID sessionID)
{
OnMessage(message, sessionID);
string msgType = message.Header.GetString(Tags.MsgType);
switch (msgType) {
case "8":
OnExecutionReport((QuickFix.FIX42.ExecutionReport)message);
break;
}
}
public void Crack(Message message, SessionID sessionID)
{
Type messageType = message.GetType();
MethodInfo handler = null;
if (_handlerMethods.TryGetValue(messageType, out handler))
handler.Invoke(this, new object[] { message, sessionID });
else
throw new UnsupportedMessageType();
}
public void FromApp(Message message, SessionID sessionID)
{
string msgType = message.Header.GetString(Tags.MsgType);
switch (msgType) {
case "V":
OnMessage(((QuickFix.FIX42.MarketDataRequest)message), sessionID);
break;
case "D":
OnMessage(((QuickFix.FIX42.NewOrderSingle)message), sessionID);
break;
}
}
internal Message Build()
{
Message message = _msgFactory.Create(_beginString, _msgType.Obj);
message.FromString(
_msgStr,
_validateLengthAndChecksum,
_sessionDD,
_appDD,
_msgFactory);
_message = message;
return _message;
}
public void fromApp(Message message, SessionID sessionID)
{
try
{
crack(message, sessionID);
}
catch (UnsupportedMessageType exception)
{
Console.WriteLine("fromApp " + exception);
Console.WriteLine("fromApp " + message);
}
}
public override void fromAdmin(Message message, SessionID sessionID)
{
base.fromAdmin(message, sessionID);
if ((message is QuickFix42.Logout || message is QuickFix42.Reject) && message.isSetField(QuickFix.Text.FIELD))
{
Console.WriteLine(message.getString(QuickFix.Text.FIELD));
}
if (message is QuickFix42.Logout)
{
Disconnect();
}
}
public void FromApp(Message message, SessionID sessionID)
{
try
{
Crack(message, sessionID);
}
catch (Exception ex)
{
string s = "==Cracker exception==\n";
s += ex.ToString() + "\n";
s += ex.StackTrace;
Puts(s);
}
}
public void FromApp(Message message, SessionID sessionID)
{
Console.WriteLine("IN: " + message.ToString());
try
{
Crack(message, sessionID);
}
catch (Exception ex)
{
Console.WriteLine("==Cracker exception==");
Console.WriteLine(ex.ToString());
Console.WriteLine(ex.StackTrace);
}
}
public Message Create(string beginString, string msgType)
{
// TODO: if FIXT11 and non-admin message, use FIX50
if (_factories.ContainsKey(beginString) == false)
{
Message m = new Message();
m.Header.SetField(new StringField(QuickFix.Fields.Tags.MsgType, msgType));
return m;
}
IMessageFactory f = _factories[beginString];
return f.Create(beginString, msgType);
}
/// <summary>
/// Process ("crack") a FIX message and call the registered handlers for that type, if any
/// </summary>
/// <param name="message"></param>
/// <param name="sessionID"></param>
public void Crack(Message message, SessionID sessionID)
{
Type messageType = message.GetType();
Action<Message, SessionID> onMessage = null;
if (_callCache.TryGetValue(messageType, out onMessage))
{
onMessage(message, sessionID);
}
else
{
throw new UnsupportedMessageType();
}
}
protected void ProcessNOS(Message message, SessionID sessionID)
{
Message echo = new Message(message);
bool possResend = false;
if (message.Header.IsSetField(QuickFix.Fields.Tags.PossResend))
possResend = message.Header.GetBoolean(QuickFix.Fields.Tags.PossResend);
KeyValuePair<string, SessionID> pair = new KeyValuePair<string, SessionID>(message.GetField(QuickFix.Fields.Tags.ClOrdID), sessionID);
if (possResend && clOrdIDs_.Contains(pair))
return;
clOrdIDs_.Add(pair);
Session.SendToTarget(echo, sessionID);
}
public bool SendToTarget(Message message, SessionID sessionID)
{
try
{
return Session.SendToTarget(message, sessionID);
}
catch (SessionNotFound ex)
{
_messageCallback("==session not found exception!==");
_messageCallback(ex.ToString());
}
catch (Exception ex)
{
_messageCallback(ex.ToString());
}
return false;
}
public void FromApp(Message message, SessionID sessionID)
{
try
{
string msgType = message.Header.GetField(QuickFix.Fields.Tags.MsgType);
log_.OnEvent("Got message " + msgType);
Crack(message, sessionID);
}
catch (QuickFix.UnsupportedMessageType)
{
throw;
}
catch (System.Exception e)
{
log_.OnEvent("FromApp: " + e.ToString() + " while processing msg (" + message.ToString() + ")");
}
}
public void toAdmin(Message message, SessionID sessionID)
{
// This is only for the TT dev environment. The production FIX Adapter does not require a password
MsgType msgType = new MsgType();
message.getHeader().getField(msgType);
TargetCompID targetCompID = new TargetCompID();
message.getHeader().getField(targetCompID);
if (msgType.ToString() == MsgType.Logon &&
(targetCompID.ToString() == "TTDEV9P" || targetCompID.ToString() == "TTDEV9O"))
{
const string password = "******";
RawData rawData = new RawData(password);
message.getHeader().setField(rawData);
}
// End TT Dev environment case
}
public void ToApp(Message message, SessionID sessionID)
{
try
{
bool possDupFlag = false;
if (message.Header.IsSetField(QuickFix.Fields.Tags.PossDupFlag))
{
possDupFlag = QuickFix.Fields.Converters.BoolConverter.Convert(
message.Header.GetField(QuickFix.Fields.Tags.PossDupFlag)); /// FIXME
}
if (possDupFlag)
throw new DoNotSend();
}
catch (FieldNotFoundException)
{ }
Console.WriteLine();
Console.WriteLine("OUT: " + message.ToString());
}
public void EnumeratorTest()
{
Message msg = new Message("8=FIX.4.2\x01" + "9=55\x01" + "35=0\x01" + "34=3\x01" + "49=TW\x01" + "52=20000426-12:05:06\x01" + "56=ISLD\x01" + "1=acct123\x01" + "10=123\x01");
int numHeaderFields = 0;
foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg.Header)
++numHeaderFields;
Assert.AreEqual(7, numHeaderFields);
int numTrailerFields = 0;
foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg.Trailer)
++numTrailerFields;
Assert.AreEqual(1, numTrailerFields);
int numBodyFields = 0;
foreach (KeyValuePair<int, QuickFix.Fields.IField> kvp in msg)
++numBodyFields;
Assert.AreEqual(1, numBodyFields);
}
static void Main( string[] args )
{
try
{
Message message = new Message("jh");
message.Dispose();
}
catch( InvalidMessage e )
{
Console.WriteLine( e.Message );
}
GC.Collect();
return;
if ( args.Length != 1 )
{
Console.WriteLine( "usage: executor_csharp FILE." );
return ;
}
try
{
SessionSettings settings = new SessionSettings( args[ 0 ] );
Application application = new Application();
FileStoreFactory storeFactory = new FileStoreFactory( settings );
ScreenLogFactory logFactory = new ScreenLogFactory( settings );
MessageFactory messageFactory = new DefaultMessageFactory();
SocketAcceptor acceptor
= new SocketAcceptor( application, storeFactory, settings, logFactory, messageFactory );
acceptor.start();
Console.WriteLine("press <enter> to quit");
Console.Read();
acceptor.stop();
}
catch ( Exception e )
{
Console.WriteLine( e );
}
}
public Message Create(string beginString, string msgType)
{
IMessageFactory f = null;
if (beginString.Equals(FixValues.BeginString.FIXT11))
{
if (!Message.IsAdminMsgType(msgType))
f = _factories[FixValues.BeginString.FIX50];
}
if(f != null)
return f.Create(beginString, msgType);
if (_factories.ContainsKey(beginString) == false)
{
Message m = new Message();
m.Header.SetField(new StringField(QuickFix.Fields.Tags.MsgType, msgType));
return m;
}
f = _factories[beginString];
return f.Create(beginString, msgType);
}
private void Trace(Message message)
{
var text = "\r\n" + string.Join(" | ", message.Select(f => f.Key + "=" + f.Value));
Log(text);
}
public void ToApp(Message message, SessionID sessionId)
{
Trace(message);
}
protected void GenerateBusinessMessageReject(Message message, int err, int field)
{
string msgType = message.Header.GetString(Tags.MsgType);
int msgSeqNum = message.Header.GetInt(Tags.MsgSeqNum);
string reason = FixValues.BusinessRejectReason.RejText[err];
Message reject;
if (this.SessionID.BeginString.CompareTo(FixValues.BeginString.FIX42) >= 0)
{
reject = msgFactory_.Create(this.SessionID.BeginString, MsgType.BUSINESS_MESSAGE_REJECT);
reject.SetField(new RefMsgType(msgType));
reject.SetField(new BusinessRejectReason(err));
}
else
{
reject = msgFactory_.Create(this.SessionID.BeginString, MsgType.REJECT);
char[] reasonArray = reason.ToLower().ToCharArray();
reasonArray[0] = char.ToUpper(reasonArray[0]);
reason = new string(reasonArray);
}
InitializeHeader(reject);
reject.SetField(new RefSeqNum(msgSeqNum));
state_.IncrNextTargetMsgSeqNum();
reject.SetField(new Text(reason));
Log.OnEvent("Reject sent for Message: " + msgSeqNum + " Reason:" + reason);
SendRaw(reject, 0);
}
protected bool DoTargetTooLow(Message msg, int msgSeqNum)
{
bool possDupFlag = false;
if (msg.Header.IsSetField(Fields.Tags.PossDupFlag))
possDupFlag = msg.Header.GetBoolean(Fields.Tags.PossDupFlag);
if (!possDupFlag)
{
string err = "MsgSeqNum too low, expecting " + state_.GetNextTargetMsgSeqNum() + " but received " + msgSeqNum;
GenerateLogout(err);
throw new QuickFIXException(err);
}
return DoPossDup(msg);
}
public void fromAdmin(QuickFix.Message value, SessionID session)
{
// Console.WriteLine("Got message from Admin" + value.ToString());
}
//发送应用消息到网关（比如下单，撤单，查询相关消息等）
public void toApp(QuickFix.Message message, SessionID sessionID)
{
Fix.Out(message);
}
public void FromApp(Message msg, SessionID sessionID)
{
//Crack(msg, sessionID);
l.Info("FromApp: " + msg.Header.GetString(Tags.MsgType));
}
public void FromAdmin(Message msg, SessionID sessionID)
{
Console.WriteLine("FromAdmin: " + msg.Header.GetString(Tags.MsgType));
}
public void FromApp(Message message, SessionID sessionID)
{
Trace(message);
}
public void toApp(QuickFix.Message value, QuickFix.SessionID session)
{
// Console.WriteLine("Called toApp :" + value.ToString());
}
//从网关返回的Admin消息
public void fromAdmin(QuickFix.Message message, SessionID sessionID)
{
crack(message, sessionID);
Fix.Out(message);
}
protected bool SendMessageToSession(QuickFix.Message msg)
{
return(sessionList.Count > 0 && msg != null && Session.sendToTarget(msg, sessionList[0]));
}
public void ToAdmin(Message message, SessionID sessionID)
{
Trace(message);
}
public string BuildJSONFromString(string s, bool validateMsg = false, bool correctChks = true)
{
string sJSON = string.Empty;
DateTime?logTimeStamp = null;
int fixStart = s.IndexOf("8=FIX");
if (fixStart > 0)
{
string dateString = s.Substring(0, fixStart - 1);
dateString = dateString.TrimEnd('\x01', ':', ' ');
string format = "yyyyMMdd-HH:mm:ss.fff";
DateTime dateTime;
if (DateTime.TryParseExact(dateString, format, CultureInfo.InvariantCulture, DateTimeStyles.None, out dateTime))
{
logTimeStamp = dateTime;
}
s = s.Substring(fixStart);
}
var msg = new QuickFix.Message();
var chksTuple = new Tuple <string, string>(string.Empty, string.Empty);
string sOrigChks = null;
if (correctChks)
{
if (!Utils.VerifyChecksum(ref s, out chksTuple, fixChecksum: true))
{
sOrigChks = chksTuple.Item1;
}
}
//---------------------------------------------------------------------------------------
msg.FromString(s, validateMsg, sessionDataDictionary, dataDictionary, messageFactory);
//---------------------------------------------------------------------------------------
MsgType msgType = QuickFix.Message.IdentifyType(s);
//Very inefficient. Need to rewrite to build JSON myself.
sJSON = BuildJSON(msg, msgType, logTimeStamp, sOrigChks);
//sJSON = JsonConvert.SerializeObject(msg);
//string sJSON = JsonConvert.SerializeXmlNode(xElem.GetXmlNode());
//XElement xElem = BuildXML(msg, msgType, logTimeStamp, sOrigChks);
//=================================================================
return(sJSON);
//JTokenWriter writer = new JTokenWriter();
//writer.WriteStartObject();
//writer.WritePropertyName("name1");
//writer.WriteValue("value1");
//writer.WritePropertyName("name2");
//writer.WriteStartArray();
//writer.WriteValue(1);
//writer.WriteValue(2);
//writer.WriteEndArray();
//writer.WriteEndObject();
//JObject o = (JObject)writer.Token;
//return o.ToString();
}
