quickfix协议实例

其他 2019-01-10 09:40:52 阅读次数: 0
版权声明：本文为博主原创文章，未经博主允许不得转载。 https://blog.csdn.net/u013817676/article/details/81330561

实现客户端向服务器下单，服务器回应

客户端
目录结构
这里写图片描述

log4j.properties

#file name: log4j.properties
app.log.home=/wls/apache/applogs/Pagi_qer
app.name=PAGI-QER

log4j.appender.CONSOLE=org.apache.log4j.ConsoleAppender
log4j.appender.CONSOLE.Threshold=INFO
log4j.appender.CONSOLE.Encoding=UTF-8
log4j.appender.CONSOLE.layout=org.apache.log4j.PatternLayout
log4j.appender.CONSOLE.layout.ConversionPattern=[%d{yyyy-MM-dd HH\:mm\:ss\:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%n

log4j.appender.PRODUCT=org.apache.log4j.DailyRollingFileAppender
log4j.appender.PRODUCT.Append=true
log4j.appender.PRODUCT.DatePattern='.'yyyy-MM-dd
log4j.appender.PRODUCT.File=${app.log.home}/info.log
log4j.appender.PRODUCT.Threshold=INFO
log4j.appender.PRODUCT.Encoding=UTF-8
log4j.appender.PRODUCT.layout=org.apache.log4j.PatternLayout
log4j.appender.PRODUCT.layout.ConversionPattern=[%d{yyyy-MM-dd HH\:mm\:ss\:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%n

log4j.appender.PRODUCT-ERROR=org.apache.log4j.DailyRollingFileAppender
log4j.appender.PRODUCT-ERROR.Append=true
log4j.appender.PRODUCT-ERROR.DatePattern='.'yyyy-MM-dd
log4j.appender.PRODUCT-ERROR.File=${app.log.home}/error.log
log4j.appender.PRODUCT-ERROR.Threshold=ERROR
log4j.appender.PRODUCT-ERROR.Encoding=UTF-8
log4j.appender.PRODUCT-ERROR.layout=org.apache.log4j.PatternLayout
log4j.appender.PRODUCT-ERROR.layout.ConversionPattern=[%d{yyyy-MM-dd HH\:mm\:ss\:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%n

log4j.category.org.hibernate.type=trace
log4j.logger.org.springframework=INFO
log4j.rootLogger=INFO, CONSOLE ,PRODUCT,PRODUCT-ERROR

quickfix.properties

#quickfix-server.properties
[default]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=0
FileStorePath=F:\quantization_01\temp
FileLogPath=log
UseDataDictionary=N
SocketConnectHost=127.0.0.1
DataDictionary=src/resources/properties/fix42-jp.xml
ContinueInitializationOnError=Y

[session]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=FixServer
SocketConnectHost=127.0.0.1
SocketConnectPort=10003
StartTime=00:00:00
EndTime=23:00:00
ResetOnLogon=Y
ResetSeqNumFlag=Y

fixInitialtor.java

package quickfixInititor.quickfixInititor;

import java.time.LocalDateTime;

import org.apache.log4j.PropertyConfigurator;

import quickfix.Application;
import quickfix.ConfigError;
import quickfix.DefaultMessageFactory;
import quickfix.FieldConvertError;
import quickfix.FileLogFactory;
import quickfix.FileStoreFactory;
import quickfix.LogFactory;
import quickfix.MessageFactory;
import quickfix.MessageStoreFactory;
import quickfix.RuntimeError;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.SessionNotFound;
import quickfix.SessionSettings;
import quickfix.SocketInitiator;
import quickfix.field.Account;
import quickfix.field.ClOrdID;
import quickfix.field.HandlInst;
import quickfix.field.OrdType;
import quickfix.field.OrderQty;
import quickfix.field.Price;
import quickfix.field.Side;
import quickfix.field.Symbol;
import quickfix.field.TransactTime;
import quickfix.fix42.NewOrderSingle;

public class FixInitialtor {
    private static SocketInitiator initiator = null;

    public static SocketInitiator getInitiator() {
        return initiator;
    }

    private static SessionSettings settings;

    /*
     * 指定配置文件启动
     * 
     * @param proFile
     * @throws ConfigError
     * @throws FieldConverError
     */
    public FixInitialtor(String propFile) throws ConfigError, FieldConvertError {
         // 设置配置文件
        settings = new SessionSettings(propFile);

        // 设置一个APPlication
        Application application = new FixInitialtorApplication();

        /**
         * 
         * quickfix.MessageStore 有2种实现。 quickfix.JdbcStore,quickfix.FileStore .
         * JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix
         * 默认用文件存储，因为文件存储效率高。
         */
        MessageStoreFactory storeFactory = new FileStoreFactory(settings);

        LogFactory logFactory = new FileLogFactory(settings);

        MessageFactory messageFactory = new DefaultMessageFactory();

        initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);


    }

    private void startServer() throws RuntimeError,ConfigError {
        initiator.start();
    }

    private void stop(){
        initiator.stop();
    }

    /**
     * 被调用的start方法
     * 
     * @throws ConfigError
     * @throws FieldConvertError
     */
    public static void start() throws ConfigError, FieldConvertError {
        FixInitialtor servercom = new FixInitialtor("quickfix-server.properties");
        servercom.startServer();
    }

    /**
     * 测试本地使用的main方法
     * 
     * @param args
     * @throws FieldConvertError
     * @throws ConfigError
     * @throws InterruptedException 
     * @throws ProxoolException
     */
    public static void main(String[] args) throws ConfigError, FieldConvertError, InterruptedException {
        // 配置LOG日记
        PropertyConfigurator.configure("src/resources/properties/log4j.properties");
        FixInitialtor fixInitialtor = new FixInitialtor("src/resources/properties/quickfix-server.properties");
        fixInitialtor.startServer();
        SessionID sessionID = new SessionID("FIX.4.2", "CLIENT1", "FixServer");
        while(true){
            NewOrderSingle order = new NewOrderSingle();
            LocalDateTime date = LocalDateTime.now();
            order.set(new ClOrdID("5678"));
            order.set(new Account("100"));
            order.set(new HandlInst('1'));
            order.set(new OrderQty(45.00));
            order.set(new Price(25.40));
            order.set(new Symbol("USD/EUR"));
            order.set(new Side(Side.BUY));
            order.set( new TransactTime(date));
            order.set(new OrdType(OrdType.LIMIT));
            try {
                //35=D – New Order Single
                Session.sendToTarget(order, sessionID);
                Thread.sleep(3000);
            } catch (SessionNotFound e) {
                // TODO Auto-generated catch block
                e.printStackTrace();
            }
        }

    }
}

fixInitialtorApplication.java

package quickfixInititor.quickfixInititor;


import quickfix.Application;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.Message;
import quickfix.RejectLogon;
import quickfix.SessionID;
import quickfix.UnsupportedMessageType;


/**
 * 
 * MessageCracker是一个工具类，通过继承MessageCracker可以覆盖onMessage方法
 * 通过调用crack回调onMessage中的业务逻辑。所以所有的业务逻辑可以直接写在onMessage 方法中。
 * 
 *    
 * 
 *      onCreate –>当一个Fix Session建立是调用
 * 
 *      onLogon –>当一个Fix Session登录成功时候调用
 *      
 *      onLogout –>当一个Fix Session退出时候调用
 *      
 *      fromAdmin–>当收到一个消息,经过一系列检查，合格后，属于Admin 类型时候调用
 *      
 *      fromApp–>当收到一个消息,经过一系列检查，合格后，不属于Admin 类型时候调用
 *      
 *      toAdmin–>当发送一个admin类型消息调用toApp—>当发送一个非admin(业务类型)消息调用
 *
 */

public class FixInitialtorApplication implements Application{

    @Override
    public void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound,
            IncorrectDataFormat, IncorrectTagValue, RejectLogon {
        // TODO Auto-generated method stub
        System.out.println("From Admin: " + arg0.toString());
    }

    @Override
    public void fromApp(Message arg0, SessionID arg1) throws FieldNotFound,
            IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        System.out.println("From App: " + arg0.toString());

    }

    @Override
    public void onCreate(SessionID arg0) {
        // TODO Auto-generated method stub

    }

    @Override
    public void onLogon(SessionID arg0) {

    }

    @Override
    public void onLogout(SessionID arg0) {
        // TODO Auto-generated method stub

    }

    @Override
    public void toAdmin(Message arg0, SessionID arg1) {
        // TODO Auto-generated method stub
        System.out.println("Sender toApp: " + arg0.toString());
    }

    @Override
    public void toApp(Message msg, SessionID sessionId) throws DoNotSend {
        System.out.println("Sender toApp: " + msg.toString());

    }

}

服务器端
文件目录
这里写图片描述

quickfix-service.properties

#quickfix-server.properties
[default]
ConnectionType=acceptor
SocketAcceptAddress=127.0.0.1
SocketAcceptPort=10003
SocketReuseAddress=Y
FileLogPath=log
FileStorePath=F:/quantization_02/temp
DataDictionary=src/resources/properties/fix42-jp.xml

[session]
BeginString=FIX.4.2
SenderCompID=FixServer
TargetCompID=CLIENT1
HeartBtInt=180
ResetOnLogon=Y
ResetSeqNumFlag=Y
StartTime=00:00:00
EndTime=23:00:00

fixServer.java

package quickfix01.quickfix01;

import java.util.Scanner;

import org.apache.log4j.PropertyConfigurator;

import quickfix.Application;
import quickfix.ConfigError;
import quickfix.DefaultMessageFactory;
import quickfix.FieldConvertError;
import quickfix.FileLogFactory;
import quickfix.FileStoreFactory;
import quickfix.LogFactory;
import quickfix.MessageFactory;
import quickfix.MessageStoreFactory;
import quickfix.RuntimeError;
import quickfix.SessionSettings;
import quickfix.ThreadedSocketAcceptor;

public class FixServer {
    private static ThreadedSocketAcceptor acceptor = null;
    public static ThreadedSocketAcceptor getAcceptor() {
        return acceptor;
    }

    /*
     * 指定配置文件启动
     * 
     * @param proFile
     * @throws ConfigError
     * @throws FieldConverError
     */
    public FixServer(String propFile) throws ConfigError, FieldConvertError {
         // 设置配置文件
        SessionSettings settings = new SessionSettings(propFile);

        // 设置一个APPlication
        Application application = new FixServerApplication();

        /**
         * 
         * quickfix.MessageStore 有2种实现。 quickfix.JdbcStore,quickfix.FileStore .
         * JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix
         * 默认用文件存储，因为文件存储效率高。
         */
        MessageStoreFactory storeFactory = new FileStoreFactory(settings);

        LogFactory logFactory = new FileLogFactory(settings);

        MessageFactory messageFactory = new DefaultMessageFactory();

        acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);

    }

    private void startServer() throws RuntimeError,ConfigError {
        acceptor.start();
    }

    private void stop(){
        acceptor.stop();
    }

    /**
     * 被调用的start方法
     * 
     * @throws ConfigError
     * @throws FieldConvertError
     */
    public static void start() throws ConfigError, FieldConvertError {
        FixServer servercom = new FixServer("quickfix-server.properties");
        servercom.startServer();
    }

    /**
     * 测试本地使用的main方法
     * 
     * @param args
     * @throws FieldConvertError
     * @throws ConfigError
     * @throws ProxoolException
     */
    public static void main(String[] args) throws ConfigError, FieldConvertError {
        // 配置LOG日记
        PropertyConfigurator.configure("src/resources/properties/log4j.properties");
        FixServer fixServer = new FixServer("src/resources/properties/quickfix-server.properties");
        //SessionID sessionID = new SessionID("FIX.4.2", "FixServer", "CLIENT1");

        fixServer.startServer();

        Scanner reader = new Scanner(System.in);
        System.out.println("press <enter> to quit");
        reader.nextLine();

        fixServer.stop();
        System.out.println("quit success");
    }


}

FixServerApplication.java

package quickfix01.quickfix01;

import quickfix.Application;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.Message;
import quickfix.RejectLogon;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.SessionNotFound;
import quickfix.UnsupportedMessageType;
import quickfix.field.ClOrdID;
import quickfix.field.ExecID;
import quickfix.field.ExecTransType;
import quickfix.field.ExecType;
import quickfix.field.OrdStatus;
import quickfix.field.OrderID;
import quickfix.field.Side;
import quickfix.field.Symbol;
import quickfix.fix42.ExecutionReport;
import quickfix.fix42.MessageCracker;
import quickfix.fix42.NewOrderSingle;

/**
 * 
 * MessageCracker是一个工具类，通过继承MessageCracker可以覆盖onMessage方法
 * 通过调用crack回调onMessage中的业务逻辑。所以所有的业务逻辑可以直接写在onMessage 方法中。
 * 
 *      onCreate –>当一个Fix Session建立是调用
 * 
 *      onLogon –>当一个Fix Session登录成功时候调用
 *      
 *      onLogout –>当一个Fix Session退出时候调用
 *      
 *      fromAdmin–>当收到一个消息,经过一系列检查，合格后，属于Admin 类型时候调用
 *      
 *      fromApp–>当收到一个消息,经过一系列检查，合格后，不属于Admin 类型时候调用
 *      
 *      toAdmin–>当发送一个admin类型消息调用toApp—>当发送一个非admin(业务类型)消息调用
 *
 */

public class FixServerApplication extends MessageCracker implements Application{
    @Override
    public void onMessage(NewOrderSingle order, SessionID sessionID) {
        System.out.println("Receiver onMessage..  " + order);
    }
    @Override
    public void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound,
            IncorrectDataFormat, IncorrectTagValue, RejectLogon {
        // TODO Auto-generated method stub
        System.out.println("Receiver fromAdmin..  " + arg0);
    }

    @Override
    public void fromApp(Message arg0, SessionID arg1) throws FieldNotFound,
            IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        System.out.println("Receiver fromApp..  " + arg0);
         ExecutionReport exeReport = new ExecutionReport();
         exeReport.set(new OrderID("1234"));
         exeReport.set(new ClOrdID("5678"));
         exeReport.set(new ExecID("2233"));
         exeReport.set(new ExecTransType('0'));
         exeReport.set(new ExecType('2'));
         exeReport.set(new OrdStatus('2'));
         exeReport.set(new Symbol("USD/EUR"));
         exeReport.set(new Side(Side.BUY));
         System.out.println("send exeReport infomation to client " + arg1);
         try {
                Session.sendToTarget(exeReport, arg1);
            } catch (SessionNotFound e) {
                e.printStackTrace();
            }

    }

    @Override
    public void onCreate(SessionID arg0) {
        // TODO Auto-generated method stub

    }

    @Override
    public void onLogon(SessionID arg0) {
        // TODO Auto-generated method stub

    }

    @Override
    public void onLogout(SessionID arg0) {
        // TODO Auto-generated method stub

    }

    @Override
    public void toAdmin(Message arg0, SessionID arg1) {
        // TODO Auto-generated method stub

    }

    @Override
    public void toApp(Message arg0, SessionID arg1) throws DoNotSend {
        // TODO Auto-generated method stub

    }

}

pom.xml

<?xml version="1.0" encoding="UTF-8"?>

<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
  xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
  <modelVersion>4.0.0</modelVersion>

  <groupId>quickfix01</groupId>
  <artifactId>quickfix01</artifactId>
  <version>0.0.1-SNAPSHOT</version>

  <name>quickfix01</name>
  <!-- FIXME change it to the project's website -->
  <url>http://www.example.com</url>

  <properties>
    <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
    <maven.compiler.source>1.7</maven.compiler.source>
    <maven.compiler.target>1.7</maven.compiler.target>
  </properties>

  <dependencies>
    <dependency>
      <groupId>junit</groupId>
      <artifactId>junit</artifactId>
      <version>4.11</version>
      <scope>test</scope>
    </dependency>

    <!-- https://mvnrepository.com/artifact/org.quickfixj/quickfixj-core -->
    <dependency>
        <groupId>org.quickfixj</groupId>
        <artifactId>quickfixj-core</artifactId>
        <version>2.0.0</version>
    </dependency>

    <!-- https://mvnrepository.com/artifact/org.quickfixj/quickfixj-messages-all -->
  <dependency>
    <groupId>org.quickfixj</groupId>
    <artifactId>quickfixj-messages-all</artifactId>
    <version>2.0.0</version>
  </dependency>
  <!-- https://mvnrepository.com/artifact/log4j/log4j -->
<dependency>
    <groupId>log4j</groupId>
    <artifactId>log4j</artifactId>
    <version>1.2.17</version>
</dependency>
    <!-- https://mvnrepository.com/artifact/org.apache.logging.log4j/log4j-core -->
<dependency>
    <groupId>org.apache.logging.log4j</groupId>
    <artifactId>log4j-core</artifactId>
    <version>2.10.0</version>
</dependency>
  </dependencies>

  <build>
    <pluginManagement><!-- lock down plugins versions to avoid using Maven defaults (may be moved to parent pom) -->
      <plugins>
        <plugin>
          <artifactId>maven-clean-plugin</artifactId>
          <version>3.0.0</version>
        </plugin>
        <!-- see http://maven.apache.org/ref/current/maven-core/default-bindings.html#Plugin_bindings_for_jar_packaging -->
        <plugin>
          <artifactId>maven-resources-plugin</artifactId>
          <version>3.0.2</version>
        </plugin>
        <plugin>
          <artifactId>maven-compiler-plugin</artifactId>
          <version>3.7.0</version>
        </plugin>
        <plugin>
          <artifactId>maven-surefire-plugin</artifactId>
          <version>2.20.1</version>
        </plugin>
        <plugin>
          <artifactId>maven-jar-plugin</artifactId>
          <version>3.0.2</version>
        </plugin>
        <plugin>
          <artifactId>maven-install-plugin</artifactId>
          <version>2.5.2</version>
        </plugin>
        <plugin>
          <artifactId>maven-deploy-plugin</artifactId>
          <version>2.8.2</version>
        </plugin>
      </plugins>
    </pluginManagement>
  </build>
</project>

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