Question

我需要一个简单的例子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();

Answer 1

从上面的代码中，我看到你有一个启动器应用程序（客户端），你还需要创建一个acceptor应用程序（服务器）。贝娄我已经附上了两个可以做你想做的课程。

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。以下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，之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

配置文件都错过了一些选项，但出于测试目的就足够了。每个类都有一个主要方法，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。服务器应用程序侦听消息/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。

Answer 2

QuickFIX / J的安装中包含一些示例，即Executor和Banzai。您可以阅读here。

QuickFIX附带了几个示例应用程序。这些应用程序位于 quickfix / examples 目录中。它们并不是为了展示出良好的应用程序设计，也不是为了在真实的生产系统中使用。它们仅作为如何使用QuickFIX构建应用程序的教程提供。

执行者是一个非常简单的订单执行模拟器。它只支持限价订单并且总是完全填写它们。

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方面使用QuickFIX / J的简单示例。

如何使用QuickFIX / J发送FIX消息

2 个答案: