12

我需要一个简单的示例来说明如何初始化会话并发送一条 FIX 消息。我有这个初始代码：

SessionSettings settings = new SessionSettings( new FileInputStream("fix.cfg"));

Application application = new Application(settings);
MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory( true, true, true);
MessageFactory messageFactory = new DefaultMessageFactory();

Initiator initiator = new SocketInitiator(application, messageStoreFactory, settings, logFactory, messageFactory);
initiator.start();
4

2 回答 2

17

从上面的代码中，我看到您有一个启动器应用程序（客户端），您还需要创建一个acceptor应用程序（服务器）。下面我附上了两个可以做你想做的事情的类。

首先，我将列出acceptor应用程序：

public class ServerApplication implements Application {

    @Override
    public void onCreate(SessionID sessionID) {
    }

    @Override
    public void onLogon(SessionID sessionID) {
    }

    @Override
    public void onLogout(SessionID sessionID) {
    }

    @Override
    public void toAdmin(Message message, SessionID sessionID) {
    }

    @Override
    public void fromAdmin(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {
    }

    @Override
    public void toApp(Message message, SessionID sessionID) throws DoNotSend {
    }

    @Override
    public void fromApp(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        System.out.println("FromApp: " + message);
    }

    public static void main(String[] args) throws ConfigError, FileNotFoundException, InterruptedException, SessionNotFound {
        SessionSettings settings = new SessionSettings("res/acceptor.config");

        Application application = new ServerApplication();
        MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
        LogFactory logFactory = new ScreenLogFactory( true, true, true);
        MessageFactory messageFactory = new DefaultMessageFactory();

        Acceptor initiator = new SocketAcceptor(application, messageStoreFactory, settings, logFactory, messageFactory);
        initiator.start();

        CountDownLatch latch = new CountDownLatch(1);
        latch.await();
    }
}

这是一个服务器应用程序，它将保持启动并侦听来自连接到它的客户端的消息。这是它使用的配置文件（acceptor.properties）：

[default]
ApplicationID=server
FileStorePath=storage/messages/
ConnectionType=acceptor
StartTime=00:01:00 Europe/Bucharest
EndTime=23:59:00 Europe/Bucharest
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=FIX42.xml
ValidateUserDefinedFields=N
ValidateIncomingMessage=N
RefreshOnLogon=Y

[session]
BeginString=FIX.4.2
SocketAcceptPort=9877
SenderCompID=server
TargetCompID=client
AcceptorTemplate=N
lockquote

接下来是客户端应用程序代码。它尝试连接到服务器，然后它会向它发送一条消息：

public class ClientApplication implements Application {

    private static volatile SessionID sessionID;

    @Override
    public void onCreate(SessionID sessionID) {
        System.out.println("OnCreate");
    }

    @Override
    public void onLogon(SessionID sessionID) {
        System.out.println("OnLogon");
        ClientApplication.sessionID = sessionID;
    }

    @Override
    public void onLogout(SessionID sessionID) {
        System.out.println("OnLogout");
        ClientApplication.sessionID = null;
    }

    @Override
    public void toAdmin(Message message, SessionID sessionID) {
        System.out.println("ToAdmin");
    }

    @Override
    public void fromAdmin(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {
        System.out.println("FromAdmin");
    }

    @Override
    public void toApp(Message message, SessionID sessionID) throws DoNotSend {
        System.out.println("ToApp: " + message);
    }

    @Override
    public void fromApp(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        System.out.println("FromApp");
    }

    public static void main(String[] args) throws ConfigError, FileNotFoundException, InterruptedException, SessionNotFound {
        SessionSettings settings = new SessionSettings("res/initiator.config");

        Application application = new ClientApplication();
        MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
        LogFactory logFactory = new ScreenLogFactory( true, true, true);
        MessageFactory messageFactory = new DefaultMessageFactory();

        Initiator initiator = new SocketInitiator(application, messageStoreFactory, settings, logFactory, messageFactory);
        initiator.start();

        while (sessionID == null) {
            Thread.sleep(1000);
        }

        final String orderId = "342";
        NewOrderSingle newOrder = new NewOrderSingle(new ClOrdID(orderId), new HandlInst('1'), new Symbol("6758.T"),
                new Side(Side.BUY), new TransactTime(new Date()), new OrdType(OrdType.MARKET));
        Session.sendToTarget(newOrder, sessionID);
        Thread.sleep(5000);
    }
}

它的配置文件 ( initiator.config) 与用于接受器的配置文件几乎相同：

[default]
ApplicationID=client
FileStorePath=storage/messages/
ConnectionType=initiator
StartTime=00:01:00 Europe/Bucharest
EndTime=23:59:00 Europe/Bucharest
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=FIX42.xml
ValidateUserDefinedFields=N
ValidateIncomingMessage=N
RefreshOnLogon=Y

[session]
BeginString=FIX.4.2
SocketConnectHost=localhost
SocketConnectPort=9877
SenderCompID=client
TargetCompID=server

配置文件都缺少一些选项，但出于测试目的就足够了。每个类都添加了一个 main 方法，仅用于测试您想要的案例。

通常你会处理它们的启动或停止方式有点不同。服务器应用程序监听消息/连接并且永远不会停止，而客户端应用程序在发送第一条消息后立即停止。

于 2016-03-14T11:25:11.877 回答
6

QuickFIX/J 的安装中包含了一些示例，即Executor和Banzai。你可以在这里阅读。

QuickFIX 带有几个示例应用程序。这些应用程序位于quickfix/examples目录中。它们并非旨在展示良好的应用程序设计或用于实际生产系统。它们仅作为有关如何使用 QuickFIX 构建应用程序的教程提供。

Executor是一个非常简单的订单执行模拟器。它仅支持限价单并始终完全执行它们。

Banzai是一个简单的交易客户端。它可以与 Executor 一起使用，以查看在订单执行的买卖双方都使用 QuickFIX/J 的简单示例。

于 2016-03-14T11:11:12.923 回答