The QuickFIX/J Demo
Source List:
SRC
│ log4j.properties
│
├─conf
│ └─demo
│ acceptor.conf
│ initiator.conf
│
└─myfix
├─common
│ AccountConstant.java
│ LoggerWapper.java
│ MessageCreateFactory.java
│
├─core
│ └─application
│ AbstractApplication.java
│ ApplicationAdapter.java
│ EventType.java
│
└─demo
├─acceptor
│ │ AcceptorStartup.java
│ │
│ ├─application
│ │ AcceptorApplication.java
│ │
│ ├─launcher
│ │ AcceptorLauncher.java
│ │
│ └─rate
│ RateGenerater.java
│ RateSender.java
│
└─initiator
│ InitiatorStartup.java
│
├─application
│ InitiatorApplication.java
│ RateReceiver.java
│
└─launcher
InitiatorLauncher.java
log4j.properties
log4j.rootLogger=debug, stdout,file
### direct log messages to stdout ###
log4j.appender.stdout=org.apache.log4j.ConsoleAppender
log4j.appender.stdout.Target=System.out
log4j.appender.stdout.layout=org.apache.log4j.PatternLayout
log4j.appender.stdout.layout.ConversionPattern=%d{ABSOLUTE} %5p [%t] %c:%L - %m%n
### direct messages to file hibernate.log ###
log4j.appender.file=org.apache.log4j.FileAppender
log4j.appender.file.File=c:/quickfix.log
log4j.appender.file.layout=org.apache.log4j.PatternLayout
log4j.appender.file.layout.ConversionPattern=%d{ABSOLUTE} %5p [%t] %c{1}:%L - %m%n
### set log levels - for more verbose logging change 'info' to 'debug' ###
log4j.logger.quickfix=INFO
log4j.logger.quickfixj=INFO
log4j.logger.org.quickfix=INFO
log4j.logger.myfix=INFO
acceptor.conf
[DEFAULT] ConnectionType=acceptor BeginString=FIX.4.4 StartTime=00:00:00 EndTime=00:00:00 RefreshMessageStoreAtLogon=Y ReconnectInterval=5 ResetOnLogout=Y ResetOnLogon=Y ResetOnDisconnect=Y FileStorePath=data/demo/market FileLogPath=data/demo/log [SESSION] TargetCompID=QUICKFIX_USER1 SenderCompID=QUICKFIX SenderSubID=QUICKFIX_GROUP1 SocketAcceptPort=8181 [SESSION] TargetCompID=QUICKFIX_USER2 SenderCompID=QUICKFIX SenderSubID=QUICKFIX_GROUP2 SocketAcceptPort=8181
initiator.conf
[DEFAULT] ConnectionType=initiator BeginString=FIX.4.4 StartTime=00:00:00 EndTime=00:00:00 HeartBtInt=15 FileStorePath=data/demo/market FileLogPath=data/demo/log ReconnectInterval=5 ResetOnLogout=Y ResetOnLogon=Y ResetOnDisconnect=Y [SESSION] SocketConnectHost=localhost SocketConnectPort=8181 SenderCompID=QUICKFIX_USER1 TargetCompID=QUICKFIX TargetSubID=QUICKFIX_GROUP1 [SESSION] SocketConnectHost=localhost SocketConnectPort=8181 SenderCompID=QUICKFIX_USER2 TargetCompID=QUICKFIX TargetSubID=QUICKFIX_GROUP2
myfix.common.AccountConstant.java
package myfix.common;
/**
*
* @author Tacyuuhon
*
*/
public class AccountConstant {
public final static String QUICKFIX_USER1 = "QUICKFIX_USER1";
public final static String QUICKFIX_USER2 = "QUICKFIX_USER2";
}
myfix.common.LoggerWapper.java
package myfix.common;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
/**
*
* @author Tacyuuhon
*
*/
public class LoggerWapper {
private final static Log logger = LogFactory.getLog(LoggerWapper.class);
private final static String CLASS_NAME = LoggerWapper.class.getName();
public static void debug(Object msg) {
logger.debug(msg);
}
public static void debug(Object msg, Throwable t) {
logger.debug(msg, t);
}
public static void info(Object msg) {
logger.info(msg);
}
public static void info(Object msg, Throwable t) {
logger.info(msg, t);
}
public static void trace(Object msg) {
logger.trace(msg);
}
public static void trace(Object msg, Throwable t) {
logger.trace(msg, t);
}
public static void warn(Object msg) {
logger.warn(msg);
}
public static void warn(Object msg, Throwable t) {
logger.warn(msg, t);
}
public static void error(Object msg) {
logger.error(msg);
}
public static void error(Object msg, Throwable t) {
logger.error(msg, t);
}
public static void fatal(Object msg) {
logger.fatal(msg);
}
public static void fatal(Object msg, Throwable t) {
logger.fatal(msg, t);
}
public static String getInvokeMessage(String message) {
String msg = "";
String className = "";
String methodName = "";
int lineNumber = 0;
StackTraceElement stack[] = (new Throwable()).getStackTrace();
int ix = 0;
while (ix < stack.length) {
StackTraceElement frame = stack[ix];
String cname = frame.getClassName();
if (cname.equals(CLASS_NAME)) {
break;
}
ix++;
}
while (ix < stack.length) {
StackTraceElement frame = stack[ix];
String cname = frame.getClassName();
if (!cname.equals(CLASS_NAME)) {
className = cname;
methodName = frame.getMethodName();
lineNumber = frame.getLineNumber();
break;
}
ix++;
}
msg = className + "." + methodName+"("+lineNumber+") " + message;
return msg;
}
public static void traceCallStart() {
debug(getInvokeMessage("START CALL"));
//traceCalling();
}
public static void traceCalling() {
info(getInvokeMessage("CALLING..."));
}
public static void traceCallEnd() {
debug(getInvokeMessage("END CALL"));
}
}
myfix.common.MessageCreateFactory.java
package myfix.common;
import quickfix.FixVersions;
import quickfix.Message;
import quickfix.SessionID;
/**
*
* @author Tacyuuhon
*
*/
public class MessageCreateFactory {
private static final quickfix.fix40.MessageFactory MESSAGE_FACTORY_VER_40 = new quickfix.fix40.MessageFactory();
private static final quickfix.fix41.MessageFactory MESSAGE_FACTORY_VER_41 = new quickfix.fix41.MessageFactory();
private static final quickfix.fix42.MessageFactory MESSAGE_FACTORY_VER_42 = new quickfix.fix42.MessageFactory();
private static final quickfix.fix43.MessageFactory MESSAGE_FACTORY_VER_43 = new quickfix.fix43.MessageFactory();
private static final quickfix.fix44.MessageFactory MESSAGE_FACTORY_VER_44 = new quickfix.fix44.MessageFactory();
private static final quickfix.fix50.MessageFactory MESSAGE_FACTORY_VER_50 = new quickfix.fix50.MessageFactory();
public static <T> T createMessage(Class<T> type) {
Object obj = null;
try {
obj = type.newInstance();
} catch (Exception e) {
e.printStackTrace();
}
return type.cast(obj);
}
public static <T> T cast(Object obj, Class<T> type) {
return type.cast(obj);
}
public static Message createMessage(SessionID sessionID, String msgType) {
return buildMessage(sessionID.getBeginString(), msgType);
}
public static Message createMessage(String fixVersions, String msgType) {
return buildMessage(fixVersions, msgType);
}
private static Message buildMessage(String fixVersions, String msgType) {
Message message = null;
if(FixVersions.BEGINSTRING_FIX40.equals(fixVersions)) {
message = MESSAGE_FACTORY_VER_40.create(FixVersions.BEGINSTRING_FIX40, msgType);
} else if(FixVersions.BEGINSTRING_FIX41.equals(fixVersions)) {
message = MESSAGE_FACTORY_VER_41.create(FixVersions.BEGINSTRING_FIX41, msgType);
} else if(FixVersions.BEGINSTRING_FIX42.equals(fixVersions)) {
message = MESSAGE_FACTORY_VER_42.create(FixVersions.BEGINSTRING_FIX42, msgType);
} else if(FixVersions.BEGINSTRING_FIX43.equals(fixVersions)) {
message = MESSAGE_FACTORY_VER_43.create(FixVersions.BEGINSTRING_FIX43, msgType);
} else if(FixVersions.BEGINSTRING_FIX44.equals(fixVersions)) {
message = MESSAGE_FACTORY_VER_44.create(FixVersions.BEGINSTRING_FIX44, msgType);
} else if(FixVersions.FIX50.equals(fixVersions)) {
message = MESSAGE_FACTORY_VER_50.create(FixVersions.FIX50, msgType);
}
return message;
}
}
myfix.core.application.AbstractApplication.java
package myfix.core.application;
import myfix.common.LoggerWapper;
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.MsgType;
/**
* The code is auto generate. Do not modify
* @author Tacyuuhon
*
*/
public abstract class AbstractApplication implements Application {
public void fromAdmin(Message message, SessionID sessionID) throws FieldNotFound,
IncorrectDataFormat, IncorrectTagValue, RejectLogon {
processMessage(message, sessionID,EventType.FROM_ADMIN);
}
public void fromApp(Message message, SessionID sessionID) throws FieldNotFound,
IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
processMessage(message, sessionID,EventType.FROM_APP);
}
public void onCreate(SessionID sessionID) {
processOnCreate(sessionID);
}
public void onLogon(SessionID sessionID) {
processOnLogon(sessionID);
}
public void onLogout(SessionID sessionID) {
processOnLogout(sessionID);
}
public void toAdmin(Message message, SessionID sessionID) {
try {
processMessage(message, sessionID,EventType.TO_ADMIN);
} catch (FieldNotFound e) {
e.printStackTrace();
}
}
public void toApp(Message message, SessionID sessionID) throws DoNotSend {
try {
processMessage(message, sessionID,EventType.TO_APP);
} catch (FieldNotFound e) {
e.printStackTrace();
}
}
public boolean sendMessage(Message message) {
boolean sendStatus = false;
try {
sendStatus = Session.sendToTarget(message);
} catch (SessionNotFound e) {
LoggerWapper.error(e);
sendStatus = false;
}
return sendStatus;
}
public boolean sendMessage(Message message, SessionID sessionID) {
boolean sendStatus = false;
try {
sendStatus = Session.sendToTarget(message,sessionID);
} catch (SessionNotFound e) {
LoggerWapper.error(e.getMessage(), e.getCause());
sendStatus = false;
}
return sendStatus;
}
private void processMessage(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound {
String msgType = message.getHeader().getString(MsgType.FIELD);
if(MsgType.HEARTBEAT.equals(msgType)) {
processHeartbeat(message, sessionID, eventType); //--> 35=0
} else if(MsgType.TEST_REQUEST.equals(msgType)) {
processTestRequest(message, sessionID, eventType); //--> 35=1
} else if(MsgType.RESEND_REQUEST.equals(msgType)) {
processResendRequest(message, sessionID, eventType); //--> 35=2
} else if(MsgType.REJECT.equals(msgType)) {
processReject(message, sessionID, eventType); //--> 35=3
} else if(MsgType.SEQUENCE_RESET.equals(msgType)) {
processSequenceReset(message, sessionID, eventType); //--> 35=4
} else if(MsgType.LOGOUT.equals(msgType)) {
processLogout(message, sessionID, eventType); //--> 35=5
} else if(MsgType.INDICATION_OF_INTEREST.equals(msgType)) {
processIndicationOfInterest(message, sessionID, eventType); //--> 35=6
} else if(MsgType.ADVERTISEMENT.equals(msgType)) {
processAdvertisement(message, sessionID, eventType); //--> 35=7
} else if(MsgType.EXECUTION_REPORT.equals(msgType)) {
processExecutionReport(message, sessionID, eventType); //--> 35=8
} else if(MsgType.ORDER_CANCEL_REJECT.equals(msgType)) {
processOrderCancelReject(message, sessionID, eventType); //--> 35=9
} else if(MsgType.LOGON.equals(msgType)) {
processLogon(message, sessionID, eventType); //--> 35=A
} else if(MsgType.NEWS.equals(msgType)) {
processNews(message, sessionID, eventType); //--> 35=B
} else if(MsgType.EMAIL.equals(msgType)) {
processEmail(message, sessionID, eventType); //--> 35=C
} else if(MsgType.ORDER_SINGLE.equals(msgType)) {
processOrderSingle(message, sessionID, eventType); //--> 35=D
} else if(MsgType.ORDER_LIST.equals(msgType)) {
processOrderList(message, sessionID, eventType); //--> 35=E
} else if(MsgType.ORDER_CANCEL_REQUEST.equals(msgType)) {
processOrderCancelRequest(message, sessionID, eventType); //--> 35=F
} else if(MsgType.ORDER_CANCEL_REPLACE_REQUEST.equals(msgType)) {
processOrderCancelReplaceRequest(message, sessionID, eventType); //--> 35=G
} else if(MsgType.ORDER_STATUS_REQUEST.equals(msgType)) {
processOrderStatusRequest(message, sessionID, eventType); //--> 35=H
} else if(MsgType.ALLOCATION_INSTRUCTION.equals(msgType)) {
processAllocationInstruction(message, sessionID, eventType); //--> 35=J
} else if(MsgType.LIST_CANCEL_REQUEST.equals(msgType)) {
processListCancelRequest(message, sessionID, eventType); //--> 35=K
} else if(MsgType.LIST_EXECUTE.equals(msgType)) {
processListExecute(message, sessionID, eventType); //--> 35=L
} else if(MsgType.LIST_STATUS_REQUEST.equals(msgType)) {
processListStatusRequest(message, sessionID, eventType); //--> 35=M
} else if(MsgType.LIST_STATUS.equals(msgType)) {
processListStatus(message, sessionID, eventType); //--> 35=N
} else if(MsgType.ALLOCATION_INSTRUCTION_ACK.equals(msgType)) {
processAllocationInstructionAck(message, sessionID, eventType); //--> 35=P
} else if(MsgType.DONT_KNOW_TRADE.equals(msgType)) {
processDontKnowTrade(message, sessionID, eventType); //--> 35=Q
} else if(MsgType.QUOTE_REQUEST.equals(msgType)) {
processQuoteRequest(message, sessionID, eventType); //--> 35=R
} else if(MsgType.QUOTE.equals(msgType)) {
processQuote(message, sessionID, eventType); //--> 35=S
} else if(MsgType.SETTLEMENT_INSTRUCTIONS.equals(msgType)) {
processSettlementInstructions(message, sessionID, eventType); //--> 35=T
} else if(MsgType.MARKET_DATA_REQUEST.equals(msgType)) {
processMarketDataRequest(message, sessionID, eventType); //--> 35=V
} else if(MsgType.MARKET_DATA_SNAPSHOT_FULL_REFRESH.equals(msgType)) {
processMarketDataSnapshotFullRefresh(message, sessionID, eventType); //--> 35=W
} else if(MsgType.MARKET_DATA_INCREMENTAL_REFRESH.equals(msgType)) {
processMarketDataIncrementalRefresh(message, sessionID, eventType); //--> 35=X
} else if(MsgType.MARKET_DATA_REQUEST_REJECT.equals(msgType)) {
processMarketDataRequestReject(message, sessionID, eventType); //--> 35=Y
} else if(MsgType.QUOTE_CANCEL.equals(msgType)) {
processQuoteCancel(message, sessionID, eventType); //--> 35=Z
} else if(MsgType.QUOTE_STATUS_REQUEST.equals(msgType)) {
processQuoteStatusRequest(message, sessionID, eventType); //--> 35=a
} else if(MsgType.MASS_QUOTE_ACKNOWLEDGEMENT.equals(msgType)) {
processMassQuoteAcknowledgement(message, sessionID, eventType); //--> 35=b
} else if(MsgType.SECURITY_DEFINITION_REQUEST.equals(msgType)) {
processSecurityDefinitionRequest(message, sessionID, eventType); //--> 35=c
} else if(MsgType.SECURITY_DEFINITION.equals(msgType)) {
processSecurityDefinition(message, sessionID, eventType); //--> 35=d
} else if(MsgType.SECURITY_STATUS_REQUEST.equals(msgType)) {
processSecurityStatusRequest(message, sessionID, eventType); //--> 35=e
} else if(MsgType.SECURITY_STATUS.equals(msgType)) {
processSecurityStatus(message, sessionID, eventType); //--> 35=f
} else if(MsgType.TRADING_SESSION_STATUS_REQUEST.equals(msgType)) {
processTradingSessionStatusRequest(message, sessionID, eventType); //--> 35=g
} else if(MsgType.TRADING_SESSION_STATUS.equals(msgType)) {
processTradingSessionStatus(message, sessionID, eventType); //--> 35=h
} else if(MsgType.MASS_QUOTE.equals(msgType)) {
processMassQuote(message, sessionID, eventType); //--> 35=i
} else if(MsgType.BUSINESS_MESSAGE_REJECT.equals(msgType)) {
processBusinessMessageReject(message, sessionID, eventType); //--> 35=j
} else if(MsgType.BID_REQUEST.equals(msgType)) {
processBidRequest(message, sessionID, eventType); //--> 35=k
} else if(MsgType.BID_RESPONSE.equals(msgType)) {
processBidResponse(message, sessionID, eventType); //--> 35=l
} else if(MsgType.LIST_STRIKE_PRICE.equals(msgType)) {
processListStrikePrice(message, sessionID, eventType); //--> 35=m
} else if(MsgType.XML_MESSAGE.equals(msgType)) {
processXmlMessage(message, sessionID, eventType); //--> 35=n
} else if(MsgType.REGISTRATION_INSTRUCTIONS.equals(msgType)) {
processRegistrationInstructions(message, sessionID, eventType); //--> 35=o
} else if(MsgType.REGISTRATION_INSTRUCTIONS_RESPONSE.equals(msgType)) {
processRegistrationInstructionsResponse(message, sessionID, eventType); //--> 35=p
} else if(MsgType.ORDER_MASS_CANCEL_REQUEST.equals(msgType)) {
processOrderMassCancelRequest(message, sessionID, eventType); //--> 35=q
} else if(MsgType.ORDER_MASS_CANCEL_REPORT.equals(msgType)) {
processOrderMassCancelReport(message, sessionID, eventType); //--> 35=r
} else if(MsgType.NEW_ORDER_CROSS.equals(msgType)) {
processNewOrderCross(message, sessionID, eventType); //--> 35=s
} else if(MsgType.CROSS_ORDER_CANCEL_REPLACE_REQUEST.equals(msgType)) {
processCrossOrderCancelReplaceRequest(message, sessionID, eventType); //--> 35=t
} else if(MsgType.CROSS_ORDER_CANCEL_REQUEST.equals(msgType)) {
processCrossOrderCancelRequest(message, sessionID, eventType); //--> 35=u
} else if(MsgType.SECURITY_TYPE_REQUEST.equals(msgType)) {
processSecurityTypeRequest(message, sessionID, eventType); //--> 35=v
} else if(MsgType.SECURITY_TYPES.equals(msgType)) {
processSecurityTypes(message, sessionID, eventType); //--> 35=w
} else if(MsgType.SECURITY_LIST_REQUEST.equals(msgType)) {
processSecurityListRequest(message, sessionID, eventType); //--> 35=x
} else if(MsgType.SECURITY_LIST.equals(msgType)) {
processSecurityList(message, sessionID, eventType); //--> 35=y
} else if(MsgType.DERIVATIVE_SECURITY_LIST_REQUEST.equals(msgType)) {
processDerivativeSecurityListRequest(message, sessionID, eventType); //--> 35=z
} else if(MsgType.DERIVATIVE_SECURITY_LIST.equals(msgType)) {
processDerivativeSecurityList(message, sessionID, eventType); //--> 35=AA
} else if(MsgType.NEW_ORDER_MULTILEG.equals(msgType)) {
processNewOrderMultileg(message, sessionID, eventType); //--> 35=AB
} else if(MsgType.MULTILEG_ORDER_CANCEL_REPLACE.equals(msgType)) {
processMultilegOrderCancelReplace(message, sessionID, eventType); //--> 35=AC
} else if(MsgType.TRADE_CAPTURE_REPORT_REQUEST.equals(msgType)) {
processTradeCaptureReportRequest(message, sessionID, eventType); //--> 35=AD
} else if(MsgType.TRADE_CAPTURE_REPORT.equals(msgType)) {
processTradeCaptureReport(message, sessionID, eventType); //--> 35=AE
} else if(MsgType.ORDER_MASS_STATUS_REQUEST.equals(msgType)) {
processOrderMassStatusRequest(message, sessionID, eventType); //--> 35=AF
} else if(MsgType.QUOTE_REQUEST_REJECT.equals(msgType)) {
processQuoteRequestReject(message, sessionID, eventType); //--> 35=AG
} else if(MsgType.RFQ_REQUEST.equals(msgType)) {
processRfqRequest(message, sessionID, eventType); //--> 35=AH
} else if(MsgType.QUOTE_STATUS_REPORT.equals(msgType)) {
processQuoteStatusReport(message, sessionID, eventType); //--> 35=AI
} else if(MsgType.QUOTE_RESPONSE.equals(msgType)) {
processQuoteResponse(message, sessionID, eventType); //--> 35=AJ
} else if(MsgType.CONFIRMATION.equals(msgType)) {
processConfirmation(message, sessionID, eventType); //--> 35=AK
} else if(MsgType.POSITION_MAINTENANCE_REQUEST.equals(msgType)) {
processPositionMaintenanceRequest(message, sessionID, eventType); //--> 35=AL
} else if(MsgType.POSITION_MAINTENANCE_REPORT.equals(msgType)) {
processPositionMaintenanceReport(message, sessionID, eventType); //--> 35=AM
} else if(MsgType.REQUEST_FOR_POSITIONS.equals(msgType)) {
processRequestForPositions(message, sessionID, eventType); //--> 35=AN
} else if(MsgType.REQUEST_FOR_POSITIONS_ACK.equals(msgType)) {
processRequestForPositionsAck(message, sessionID, eventType); //--> 35=AO
} else if(MsgType.POSITION_REPORT.equals(msgType)) {
processPositionReport(message, sessionID, eventType); //--> 35=AP
} else if(MsgType.TRADE_CAPTURE_REPORT_REQUEST_ACK.equals(msgType)) {
processTradeCaptureReportRequestAck(message, sessionID, eventType); //--> 35=AQ
} else if(MsgType.TRADE_CAPTURE_REPORT_ACK.equals(msgType)) {
processTradeCaptureReportAck(message, sessionID, eventType); //--> 35=AR
} else if(MsgType.ALLOCATION_REPORT.equals(msgType)) {
processAllocationReport(message, sessionID, eventType); //--> 35=AS
} else if(MsgType.ALLOCATION_REPORT_ACK.equals(msgType)) {
processAllocationReportAck(message, sessionID, eventType); //--> 35=AT
} else if(MsgType.CONFIRMATION_ACK.equals(msgType)) {
processConfirmationAck(message, sessionID, eventType); //--> 35=AU
} else if(MsgType.SETTLEMENT_INSTRUCTION_REQUEST.equals(msgType)) {
processSettlementInstructionRequest(message, sessionID, eventType); //--> 35=AV
} else if(MsgType.ASSIGNMENT_REPORT.equals(msgType)) {
processAssignmentReport(message, sessionID, eventType); //--> 35=AW
} else if(MsgType.COLLATERAL_REQUEST.equals(msgType)) {
processCollateralRequest(message, sessionID, eventType); //--> 35=AX
} else if(MsgType.COLLATERAL_ASSIGNMENT.equals(msgType)) {
processCollateralAssignment(message, sessionID, eventType); //--> 35=AY
} else if(MsgType.COLLATERAL_RESPONSE.equals(msgType)) {
processCollateralResponse(message, sessionID, eventType); //--> 35=AZ
} else if(MsgType.COLLATERAL_REPORT.equals(msgType)) {
processCollateralReport(message, sessionID, eventType); //--> 35=BA
} else if(MsgType.COLLATERAL_INQUIRY.equals(msgType)) {
processCollateralInquiry(message, sessionID, eventType); //--> 35=BB
} else if(MsgType.NETWORK_STATUS_REQUEST.equals(msgType)) {
processNetworkStatusRequest(message, sessionID, eventType); //--> 35=BC
} else if(MsgType.NETWORK_STATUS_RESPONSE.equals(msgType)) {
processNetworkStatusResponse(message, sessionID, eventType); //--> 35=BD
} else if(MsgType.USER_REQUEST.equals(msgType)) {
processUserRequest(message, sessionID, eventType); //--> 35=BE
} else if(MsgType.USER_RESPONSE.equals(msgType)) {
processUserResponse(message, sessionID, eventType); //--> 35=BF
} else if(MsgType.COLLATERAL_INQUIRY_ACK.equals(msgType)) {
processCollateralInquiryAck(message, sessionID, eventType); //--> 35=BG
} else if(MsgType.CONFIRMATION_REQUEST.equals(msgType)) {
processConfirmationRequest(message, sessionID, eventType); //--> 35=BH
} else if(MsgType.TRADING_SESSION_LIST_REQUEST.equals(msgType)) {
processTradingSessionListRequest(message, sessionID, eventType); //--> 35=BI
} else if(MsgType.TRADING_SESSION_LIST.equals(msgType)) {
processTradingSessionList(message, sessionID, eventType); //--> 35=BJ
} else if(MsgType.SECURITY_LIST_UPDATE_REPORT.equals(msgType)) {
processSecurityListUpdateReport(message, sessionID, eventType); //--> 35=BK
} else if(MsgType.ADJUSTED_POSITION_REPORT.equals(msgType)) {
processAdjustedPositionReport(message, sessionID, eventType); //--> 35=BL
} else if(MsgType.ALLOCATION_INSTRUCTION_ALERT.equals(msgType)) {
processAllocationInstructionAlert(message, sessionID, eventType); //--> 35=BM
} else if(MsgType.EXECUTION_ACKNOWLEDGEMENT.equals(msgType)) {
processExecutionAcknowledgement(message, sessionID, eventType); //--> 35=BN
} else if(MsgType.CONTRARY_INTENTION_REPORT.equals(msgType)) {
processContraryIntentionReport(message, sessionID, eventType); //--> 35=BO
} else if(MsgType.SECURITY_DEFINITION_UPDATE_REPORT.equals(msgType)) {
processSecurityDefinitionUpdateReport(message, sessionID, eventType); //--> 35=BP
} else {
processUnknownMessage(message, sessionID, eventType); //--> Unknown Message
}
}
public abstract void processOnCreate(SessionID sessionID);
public abstract void processOnLogon(SessionID sessionID);
public abstract void processOnLogout(SessionID sessionID);
/**
*
* [35=0] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processHeartbeat(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=1] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTestRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=2] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processResendRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=3] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processReject(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=4] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSequenceReset(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=5] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processLogout(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=6] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processIndicationOfInterest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=7] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAdvertisement(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=8] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processExecutionReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=9] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderCancelReject(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=A] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processLogon(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=B] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processNews(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=C] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processEmail(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=D] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderSingle(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=E] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderList(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=F] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderCancelRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=G] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderCancelReplaceRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=H] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=J] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAllocationInstruction(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=K] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processListCancelRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=L] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processListExecute(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=M] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processListStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=N] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processListStatus(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=P] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAllocationInstructionAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=Q] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processDontKnowTrade(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=R] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuoteRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=S] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuote(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=T] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSettlementInstructions(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=V] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMarketDataRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=W] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMarketDataSnapshotFullRefresh(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=X] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMarketDataIncrementalRefresh(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=Y] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMarketDataRequestReject(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=Z] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuoteCancel(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=a] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuoteStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=b] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMassQuoteAcknowledgement(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=c] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityDefinitionRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=d] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityDefinition(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=e] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=f] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityStatus(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=g] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradingSessionStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=h] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradingSessionStatus(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=i] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMassQuote(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=j] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processBusinessMessageReject(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=k] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processBidRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=l] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processBidResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=m] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processListStrikePrice(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=n] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processXmlMessage(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=o] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processRegistrationInstructions(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=p] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processRegistrationInstructionsResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=q] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderMassCancelRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=r] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderMassCancelReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=s] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processNewOrderCross(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=t] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCrossOrderCancelReplaceRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=u] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCrossOrderCancelRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=v] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityTypeRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=w] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityTypes(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=x] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityListRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=y] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityList(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=z] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processDerivativeSecurityListRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AA] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processDerivativeSecurityList(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AB] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processNewOrderMultileg(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AC] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processMultilegOrderCancelReplace(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AD] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradeCaptureReportRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AE] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradeCaptureReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AF] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processOrderMassStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AG] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuoteRequestReject(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AH] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processRfqRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AI] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuoteStatusReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AJ] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processQuoteResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AK] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processConfirmation(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AL] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processPositionMaintenanceRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AM] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processPositionMaintenanceReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AN] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processRequestForPositions(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AO] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processRequestForPositionsAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AP] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processPositionReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AQ] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradeCaptureReportRequestAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AR] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradeCaptureReportAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AS] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAllocationReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AT] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAllocationReportAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AU] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processConfirmationAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AV] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSettlementInstructionRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AW] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAssignmentReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AX] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCollateralRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AY] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCollateralAssignment(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=AZ] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCollateralResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BA] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCollateralReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BB] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCollateralInquiry(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BC] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processNetworkStatusRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BD] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processNetworkStatusResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BE] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processUserRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BF] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processUserResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BG] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processCollateralInquiryAck(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BH] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processConfirmationRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BI] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradingSessionListRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BJ] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processTradingSessionList(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BK] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityListUpdateReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BL] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAdjustedPositionReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BM] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processAllocationInstructionAlert(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BN] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processExecutionAcknowledgement(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BO] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processContraryIntentionReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* [35=BP] Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processSecurityDefinitionUpdateReport(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
/**
*
* Unknown Message process.
*
* @param message
* @param sessionID
* @param eventType
* @throws FieldNotFound
*/
public abstract void processUnknownMessage(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound;
}
myfix.core.application.ApplicationAdapter.java
package myfix.core.application;
import quickfix.FieldNotFound;
import quickfix.Message;
import quickfix.SessionID;
/**
* @author Tacyuuhon
*
*/
public class ApplicationAdapter extends AbstractApplication {
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAdjustedPositionReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAdjustedPositionReport(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAdvertisement(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAdvertisement(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAllocationInstruction(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAllocationInstruction(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAllocationInstructionAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAllocationInstructionAck(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAllocationInstructionAlert(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAllocationInstructionAlert(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAllocationReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAllocationReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAllocationReportAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAllocationReportAck(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processAssignmentReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processAssignmentReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processBidRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processBidRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processBidResponse(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processBidResponse(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processBusinessMessageReject(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processBusinessMessageReject(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCollateralAssignment(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCollateralAssignment(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCollateralInquiry(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCollateralInquiry(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCollateralInquiryAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCollateralInquiryAck(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCollateralReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCollateralReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCollateralRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCollateralRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCollateralResponse(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCollateralResponse(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processConfirmation(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processConfirmation(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processConfirmationAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processConfirmationAck(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processConfirmationRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processConfirmationRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processContraryIntentionReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processContraryIntentionReport(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCrossOrderCancelReplaceRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCrossOrderCancelReplaceRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processCrossOrderCancelRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processCrossOrderCancelRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processDerivativeSecurityList(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processDerivativeSecurityList(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processDerivativeSecurityListRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processDerivativeSecurityListRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processDontKnowTrade(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processDontKnowTrade(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processEmail(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processEmail(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processExecutionAcknowledgement(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processExecutionAcknowledgement(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processExecutionReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processExecutionReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processHeartbeat(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processHeartbeat(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processIndicationOfInterest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processIndicationOfInterest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processListCancelRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processListCancelRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processListExecute(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processListExecute(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processListStatus(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processListStatus(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processListStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processListStatusRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processListStrikePrice(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processListStrikePrice(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processLogon(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processLogon(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processLogout(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processLogout(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMarketDataIncrementalRefresh(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMarketDataIncrementalRefresh(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMarketDataRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMarketDataRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMarketDataRequestReject(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMarketDataRequestReject(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMarketDataSnapshotFullRefresh(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMarketDataSnapshotFullRefresh(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMassQuote(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMassQuote(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMassQuoteAcknowledgement(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMassQuoteAcknowledgement(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processMultilegOrderCancelReplace(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processMultilegOrderCancelReplace(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processNetworkStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processNetworkStatusRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processNetworkStatusResponse(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processNetworkStatusResponse(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processNewOrderCross(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processNewOrderCross(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processNewOrderMultileg(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processNewOrderMultileg(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processNews(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processNews(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOnCreate(quickfix.SessionID)
*/
@Override
public void processOnCreate(SessionID sessionID) {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOnLogon(quickfix.SessionID)
*/
@Override
public void processOnLogon(SessionID sessionID) {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOnLogout(quickfix.SessionID)
*/
@Override
public void processOnLogout(SessionID sessionID) {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderCancelReject(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderCancelReject(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderCancelReplaceRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderCancelReplaceRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderCancelRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderCancelRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderList(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderList(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderMassCancelReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderMassCancelReport(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderMassCancelRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderMassCancelRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderMassStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderMassStatusRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderSingle(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderSingle(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processOrderStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processOrderStatusRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processPositionMaintenanceReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processPositionMaintenanceReport(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processPositionMaintenanceRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processPositionMaintenanceRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processPositionReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processPositionReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuote(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuote(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuoteCancel(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuoteCancel(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuoteRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuoteRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuoteRequestReject(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuoteRequestReject(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuoteResponse(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuoteResponse(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuoteStatusReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuoteStatusReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processQuoteStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processQuoteStatusRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processRegistrationInstructions(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processRegistrationInstructions(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processRegistrationInstructionsResponse(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processRegistrationInstructionsResponse(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processReject(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processReject(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processRequestForPositions(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processRequestForPositions(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processRequestForPositionsAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processRequestForPositionsAck(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processResendRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processResendRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processRfqRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processRfqRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityDefinition(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityDefinition(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityDefinitionRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityDefinitionRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityDefinitionUpdateReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityDefinitionUpdateReport(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityList(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityList(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityListRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityListRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityListUpdateReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityListUpdateReport(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityStatus(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityStatus(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityStatusRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityTypeRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityTypeRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSecurityTypes(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSecurityTypes(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSequenceReset(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSequenceReset(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSettlementInstructionRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSettlementInstructionRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processSettlementInstructions(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processSettlementInstructions(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTestRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTestRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradeCaptureReport(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradeCaptureReport(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradeCaptureReportAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradeCaptureReportAck(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradeCaptureReportRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradeCaptureReportRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradeCaptureReportRequestAck(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradeCaptureReportRequestAck(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradingSessionList(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradingSessionList(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradingSessionListRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradingSessionListRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradingSessionStatus(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradingSessionStatus(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processTradingSessionStatusRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processTradingSessionStatusRequest(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processUserRequest(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processUserRequest(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processUserResponse(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processUserResponse(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processXmlMessage(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processXmlMessage(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
/* (non-Javadoc)
* @see myfix.core.application.AbstractApplication#processUnknownMessage(quickfix.Message, quickfix.SessionID, myfix.core.application.EventType)
*/
@Override
public void processUnknownMessage(Message message, SessionID sessionID,
EventType eventType) throws FieldNotFound {
}
}
myfix.core.application.EventType.java
package myfix.core.application;
/**
* @author Tacyuuhon
*
*/
public enum EventType {
/**
* fromAdmin事件标识符
*/
FROM_ADMIN,
/**
* fromApp事件标识符
*/
FROM_APP,
/**
* toAdmin事件标识符
*/
TO_ADMIN,
/**
* toApp事件标识符
*/
TO_APP,
}
AcceptorStartup.java
package myfix.demo.acceptor;
import myfix.common.LoggerWapper;
import myfix.demo.acceptor.launcher.AcceptorLauncher;
import quickfix.ConfigError;
/**
*
* @author Tacyuuhon
*
*/
public class AcceptorStartup {
public static void main(String[] args) throws ConfigError {
LoggerWapper.traceCallStart();
AcceptorLauncher.getInstance().launch();
LoggerWapper.traceCallEnd();
}
}
myfix.demo.acceptor.launcher.AcceptorApplication.java
package myfix.demo.acceptor.application;
import java.util.List;
import myfix.common.LoggerWapper;
import myfix.common.MessageCreateFactory;
import myfix.core.application.ApplicationAdapter;
import myfix.core.application.EventType;
import myfix.demo.acceptor.rate.RateGenerater;
import myfix.demo.acceptor.rate.RateSender;
import quickfix.FieldNotFound;
import quickfix.Group;
import quickfix.Message;
import quickfix.SessionID;
import quickfix.field.MDReqID;
import quickfix.field.MsgType;
import quickfix.field.NoRelatedSym;
import quickfix.field.Symbol;
import quickfix.field.UserRequestID;
import quickfix.field.UserStatus;
import quickfix.field.Username;
import quickfix.fix44.MarketDataRequest;
import quickfix.fix44.UserRequest;
/**
*
* @author Tacyuuhon
*
*/
public class AcceptorApplication extends ApplicationAdapter {
@Override
public void processUserRequest(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound {
LoggerWapper.traceCallStart();
LoggerWapper.debug("processUserRequest(message,sessionID,eventType) : " + "["+message + " , " + sessionID + " , " + eventType + "]");
if(EventType.FROM_APP.equals(eventType)) {
UserRequest userRequest = MessageCreateFactory.cast(message, UserRequest.class);
String userRequestID = userRequest.getString(UserRequestID.FIELD);
String username = userRequest.getString(Username.FIELD);
Message userResponse = MessageCreateFactory.createMessage(sessionID,MsgType.USER_RESPONSE);
userResponse.setString(UserRequestID.FIELD, userRequestID);
userResponse.setString(Username.FIELD, username);
userResponse.setInt(UserStatus.FIELD, 1);
sendMessage(userResponse, sessionID);
}
LoggerWapper.traceCallEnd();
}
@Override
public void processMarketDataRequest(Message message, final SessionID sessionID, EventType eventType) throws FieldNotFound {
LoggerWapper.traceCallStart();
LoggerWapper.debug("processMarketDataRequest(message,sessionID,eventType) : " + "["+message + " , " + sessionID + " , " + eventType + "]");
if(EventType.FROM_APP.equals(eventType)) {
MarketDataRequest marketDataRequest = MessageCreateFactory.cast(message, MarketDataRequest.class);
MDReqID mdReqID = marketDataRequest.get(new MDReqID());
Symbol symbol = null;
List<Group> NoRelatedSymList = marketDataRequest.getGroups(NoRelatedSym.FIELD);
if(!NoRelatedSymList.isEmpty()) {
Group group = NoRelatedSymList.get(0);
symbol = new Symbol(group.getString(Symbol.FIELD));
}
RateGenerater rateGenerater = new RateGenerater(mdReqID, symbol);
RateSender rateSender = new RateSender(rateGenerater, new RateSender.SendEvent() {
public void onSend(Message message) {
sendMessage(message,sessionID);
}
});
new Thread(rateSender).start();
}
LoggerWapper.traceCallEnd();
}
}
myfix.demo.acceptor.launcher.AcceptorLauncher.java
package myfix.demo.acceptor.launcher;
import java.io.InputStream;
import myfix.common.LoggerWapper;
import myfix.demo.acceptor.application.AcceptorApplication;
import quickfix.Acceptor;
import quickfix.ConfigError;
import quickfix.DefaultMessageFactory;
import quickfix.FileStoreFactory;
import quickfix.LogFactory;
import quickfix.MessageFactory;
import quickfix.MessageStoreFactory;
import quickfix.SLF4JLogFactory;
import quickfix.SessionSettings;
import quickfix.SocketAcceptor;
/**
*
* @author Tacyuuhon
*
*/
public class AcceptorLauncher {
private final static AcceptorLauncher launcher = new AcceptorLauncher();
private final static String CONF_FILE_PATH = "/conf/demo/acceptor.conf";
private AcceptorLauncher() {
LoggerWapper.traceCallStart();
LoggerWapper.traceCallEnd();
}
public static AcceptorLauncher getInstance() {
LoggerWapper.traceCallStart();
LoggerWapper.traceCallEnd();
return launcher;
}
public void launch() throws ConfigError {
LoggerWapper.traceCallStart();
InputStream in = this.getClass().getResourceAsStream(CONF_FILE_PATH);
SessionSettings settings = new SessionSettings(in);
MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
LogFactory logFactory = new SLF4JLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
Acceptor acceptor = new SocketAcceptor(new AcceptorApplication(), messageStoreFactory, settings, logFactory, messageFactory);
acceptor.start();
LoggerWapper.traceCallEnd();
}
}
myfix.demo.acceptor.rate.RateGenerater.java
package myfix.demo.acceptor.rate;
import java.math.BigDecimal;
import java.util.HashMap;
import java.util.Map;
import java.util.UUID;
import myfix.common.MessageCreateFactory;
import quickfix.Message;
import quickfix.field.MDEntryPx;
import quickfix.field.MDEntryType;
import quickfix.field.MDReqID;
import quickfix.field.NoMDEntries;
import quickfix.field.QuoteEntryID;
import quickfix.field.Symbol;
import quickfix.fix44.MarketDataSnapshotFullRefresh;
import quickfix.fix44.component.Instrument;
/**
*
* @author Tacyuuhon
*
*/
public class RateGenerater {
private final String MIN_KEY = "_MIN";
private final String MAX_KEY = "_MAX";
private final Map<String,Integer> rateRange = new HashMap<String,Integer>() {
/**
*
*/
private static final long serialVersionUID = 1475369029118134623L;
{
// USD/JPY Rate range
put("USD/JPY"+MIN_KEY,80);
put("USD/JPY"+MAX_KEY,83);
// USD/CHF Rate range
put("USD/CHF"+MIN_KEY,1);
put("USD/CHF"+MAX_KEY,10);
// EUR/JPY Rate range
put("EUR/JPY"+MIN_KEY,100);
put("EUR/JPY"+MAX_KEY,120);
//****************************//
// XAU/USD Rate range
put("XAU/USD"+MIN_KEY,1500);
put("XAU/USD"+MAX_KEY,1900);
// XAG/USD Rate range
put("XAG/USD"+MIN_KEY,40);
put("XAG/USD"+MAX_KEY,80);
// OIL/USD Rate range
put("OIL/USD"+MIN_KEY,13000);
put("OIL/USD"+MAX_KEY,18000);
}
};
private MDReqID mdReqID = null;
private Symbol symbol = null;
private BigDecimal currentVal = new BigDecimal(0);
private int direction = 1;
public RateGenerater(MDReqID mdReqID, Symbol symbol) {
this.mdReqID = mdReqID;
this.symbol = symbol;
}
public Message generate() {
Integer minRange = rateRange.get(symbol.getValue()+MIN_KEY);
Integer maxRange = rateRange.get(symbol.getValue()+MAX_KEY);
if (currentVal.intValue() == 0) {
currentVal = currentVal.add(new BigDecimal(minRange));
}
//direction=1为正向加，direction=2为反向减
if (currentVal.compareTo(new BigDecimal(minRange)) <= 0) {
direction = 1;
} else if (currentVal.compareTo(new BigDecimal(maxRange)) > 0) {
direction = 2;
}
if (direction == 1) {
currentVal = currentVal.add(new BigDecimal(0.1));
} else if (direction == 2) {
currentVal = currentVal.subtract(new BigDecimal(0.1));
}
BigDecimal ask = currentVal.add(new BigDecimal(1));
BigDecimal bid = currentVal;
MarketDataSnapshotFullRefresh message = MessageCreateFactory.createMessage(MarketDataSnapshotFullRefresh.class);
message.set(mdReqID);
message.set(new Instrument(symbol));
message.set(new NoMDEntries(2));
MarketDataSnapshotFullRefresh.NoMDEntries noMDEntriesGroup = new MarketDataSnapshotFullRefresh.NoMDEntries();
noMDEntriesGroup.set(new MDEntryType( MDEntryType.BID));
noMDEntriesGroup.set(new MDEntryPx(bid.doubleValue()));
noMDEntriesGroup.set(new QuoteEntryID(UUID.randomUUID().toString()));
message.addGroup(noMDEntriesGroup);
noMDEntriesGroup.set(new MDEntryType( MDEntryType.OFFER));
noMDEntriesGroup.set(new MDEntryPx(ask.doubleValue()));
noMDEntriesGroup.set(new QuoteEntryID(UUID.randomUUID().toString()));
message.addGroup(noMDEntriesGroup);
return message;
}
}
myfix.demo.acceptor.rate.RateSender.java
package myfix.demo.acceptor.rate;
import myfix.common.LoggerWapper;
import quickfix.Message;
/**
*
* @author Tacyuuhon
*
*/
public class RateSender implements Runnable {
private RateGenerater rateGenerater = null;
private SendEvent sendEvent = null;
public RateSender(RateGenerater rateGenerater , SendEvent sendEvent) {
this.rateGenerater = rateGenerater;
this.sendEvent = sendEvent;
}
public static interface SendEvent {
public void onSend(Message message);
}
public void run() {
while(true) {
try {
Message message = rateGenerater.generate();
sendEvent.onSend(message);
Thread.sleep(1000);
} catch(Exception ex) {
ex.printStackTrace();
LoggerWapper.error(ex);
}
}
}
}
myfix.demo.initiator.InitiatorStartup.java
package myfix.demo.initiator;
import myfix.common.LoggerWapper;
import myfix.demo.initiator.launcher.InitiatorLauncher;
/**
*
* @author Tacyuuhon
*
*/
public class InitiatorStartup {
public static void main(String[] args) {
LoggerWapper.traceCallStart();
InitiatorLauncher.getInstance().launch();
LoggerWapper.traceCallEnd();
}
}
myfix.demo.initiator.application.InitiatorApplication.java
package myfix.demo.initiator.application;
import java.util.UUID;
import myfix.common.AccountConstant;
import myfix.common.LoggerWapper;
import myfix.common.MessageCreateFactory;
import myfix.core.application.ApplicationAdapter;
import myfix.core.application.EventType;
import quickfix.FieldNotFound;
import quickfix.Message;
import quickfix.SessionID;
import quickfix.field.MDEntryType;
import quickfix.field.MDReqID;
import quickfix.field.MarketDepth;
import quickfix.field.NoRelatedSym;
import quickfix.field.Password;
import quickfix.field.SubscriptionRequestType;
import quickfix.field.Symbol;
import quickfix.field.UserRequestID;
import quickfix.field.UserRequestType;
import quickfix.field.Username;
import quickfix.fix44.MarketDataRequest;
import quickfix.fix44.UserRequest;
/**
*
* @author Tacyuuhon
*
*/
public class InitiatorApplication extends ApplicationAdapter {
@Override
public void processOnCreate(SessionID sessionID) {
LoggerWapper.traceCallStart();
LoggerWapper.debug("processOnCreate(sessionID) : " + "[" + sessionID + "]");
LoggerWapper.traceCallEnd();
}
@Override
public void processOnLogon(SessionID sessionID) {
LoggerWapper.traceCallStart();
LoggerWapper.debug("processOnLogon(sessionID) : " + "[" + sessionID + "]");
UserRequest userRequest = MessageCreateFactory.createMessage(UserRequest.class);
userRequest.set(new Username("MyFIX"));
userRequest.set(new Password("123456"));
userRequest.set(new UserRequestType(UserRequestType.LOGONUSER));
userRequest.set(new UserRequestID(UUID.randomUUID().toString()));
sendMessage(userRequest, sessionID);
LoggerWapper.traceCallEnd();
}
@Override
public void processUserResponse(Message message, SessionID sessionID, EventType eventType) throws FieldNotFound {
LoggerWapper.traceCallStart();
LoggerWapper.debug("processUserResponse(message,sessionID,eventType) : " + "["+message + " , " + sessionID + " , " + eventType + "]");
if(EventType.FROM_APP.equals(eventType)) {
if(AccountConstant.QUICKFIX_USER1.equals(sessionID.getSenderCompID())) {
String[] productIDS = new String[]{"USD/JPY","USD/CHF","EUR/JPY"};
for(String productId : productIDS) {
MarketDataRequest marketDataRequest = new MarketDataRequest();
marketDataRequest.set(new MDReqID(UUID.randomUUID().toString()));
marketDataRequest.set(new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES));
marketDataRequest.set(new MarketDepth(1));
MarketDataRequest.NoMDEntryTypes noMDEntryTypes = new MarketDataRequest.NoMDEntryTypes();
noMDEntryTypes.set(new MDEntryType(MDEntryType.BID));
marketDataRequest.addGroup(noMDEntryTypes);
noMDEntryTypes.set(new MDEntryType(MDEntryType.OFFER));
marketDataRequest.addGroup(noMDEntryTypes);
MarketDataRequest.NoRelatedSym noRelatedSym = new MarketDataRequest.NoRelatedSym();
noRelatedSym.set(new Symbol(productId));
marketDataRequest.addGroup(noRelatedSym);
marketDataRequest.set(new NoRelatedSym(1));
sendMessage(marketDataRequest, sessionID);
}
}
if(AccountConstant.QUICKFIX_USER2.equals(sessionID.getSenderCompID())) {
String[] productIDS = new String[]{"XAU/USD","XAG/USD","OIL/USD"};
for(String productId : productIDS) {
MarketDataRequest marketDataRequest = new MarketDataRequest();
marketDataRequest.set(new MDReqID(UUID.randomUUID().toString()));
marketDataRequest.set(new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES));
marketDataRequest.set(new MarketDepth(1));
MarketDataRequest.NoMDEntryTypes noMDEntryTypes = new MarketDataRequest.NoMDEntryTypes();
noMDEntryTypes.set(new MDEntryType(MDEntryType.BID));
marketDataRequest.addGroup(noMDEntryTypes);
noMDEntryTypes.set(new MDEntryType(MDEntryType.OFFER));
marketDataRequest.addGroup(noMDEntryTypes);
MarketDataRequest.NoRelatedSym noRelatedSym = new MarketDataRequest.NoRelatedSym();
noRelatedSym.set(new Symbol(productId));
marketDataRequest.addGroup(noRelatedSym);
marketDataRequest.set(new NoRelatedSym(1));
sendMessage(marketDataRequest, sessionID);
}
}
}
LoggerWapper.traceCallEnd();
}
@Override
public void processMarketDataSnapshotFullRefresh(Message message,
SessionID sessionID, EventType eventType) throws FieldNotFound {
super.processMarketDataSnapshotFullRefresh(message, sessionID, eventType);
LoggerWapper.debug("---->>>> " + message);
RateReceiver.getQueue().offer(message);
}
}
myfix.demo.initiator.application.RateReceiver.java
package myfix.demo.initiator.application;
import java.math.BigDecimal;
import java.util.concurrent.ArrayBlockingQueue;
import java.util.concurrent.BlockingQueue;
import myfix.common.LoggerWapper;
import myfix.common.MessageCreateFactory;
import quickfix.Message;
import quickfix.field.MDEntryPx;
import quickfix.field.MDEntryType;
import quickfix.field.NoMDEntries;
import quickfix.field.Symbol;
import quickfix.fix44.MarketDataSnapshotFullRefresh;
import quickfix.fix44.component.Instrument;
/**
*
* @author Tacyuuhon
*
*/
public class RateReceiver implements Runnable {
private final static BlockingQueue<Message> queue = new ArrayBlockingQueue<Message>(1000);
public void run() {
try {
while(true) {
MarketDataSnapshotFullRefresh marketData = MessageCreateFactory.cast(queue.take(), MarketDataSnapshotFullRefresh.class);
Instrument instrument = MessageCreateFactory.createMessage(Instrument.class);
//String reqID = marketData.getString(MDReqID.FIELD);
String symbol = marketData.get(instrument).getString(Symbol.FIELD);
int size = marketData.getInt(NoMDEntries.FIELD);
BigDecimal offer = new BigDecimal(0);
BigDecimal bid = new BigDecimal(0);
for(int i=1;i<=size;i++) {
MarketDataSnapshotFullRefresh.NoMDEntries entries = new MarketDataSnapshotFullRefresh.NoMDEntries();
marketData.getGroup(i, entries);
char side = entries.getChar(MDEntryType.FIELD);
switch (side) {
case MDEntryType.OFFER:
offer = BigDecimal.valueOf(entries.getDouble(MDEntryPx.FIELD));
break;
case MDEntryType.BID:
bid = BigDecimal.valueOf(entries.getDouble(MDEntryPx.FIELD));
break;
default:
break;
}
}
LoggerWapper.info("Symbol -> " + symbol + " | " + "OFFER -> " + offer.toPlainString() + " | " + "BID -> " + bid.toPlainString());
}
} catch (Exception e) {
e.printStackTrace();
}
}
public static BlockingQueue<Message> getQueue() {
return queue;
}
}
myfix.demo.initiator.launcher.InitiatorLauncher.java
package myfix.demo.initiator.launcher;
import java.io.InputStream;
import myfix.common.LoggerWapper;
import myfix.demo.initiator.application.InitiatorApplication;
import myfix.demo.initiator.application.RateReceiver;
import quickfix.DefaultMessageFactory;
import quickfix.FileStoreFactory;
import quickfix.Initiator;
import quickfix.LogFactory;
import quickfix.MessageFactory;
import quickfix.MessageStoreFactory;
import quickfix.SLF4JLogFactory;
import quickfix.SessionSettings;
import quickfix.SocketInitiator;
/**
*
* @author Tacyuuhon
*
*/
public class InitiatorLauncher {
private final static InitiatorLauncher launcher = new InitiatorLauncher();
private final static String CONF_FILE_PATH = "/conf/demo/initiator.conf";
private InitiatorLauncher() {
LoggerWapper.traceCallStart();
LoggerWapper.traceCallEnd();
}
public static InitiatorLauncher getInstance() {
LoggerWapper.traceCallStart();
LoggerWapper.traceCallEnd();
return launcher;
}
public void launch() {
LoggerWapper.traceCallStart();
try {
//
RateReceiver rateReceiver = new RateReceiver();
Thread receiverThread = new Thread(rateReceiver);
receiverThread.start();
//
InputStream in = this.getClass().getResourceAsStream(CONF_FILE_PATH);
SessionSettings settings = new SessionSettings(in);
MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
LogFactory logFactory = new SLF4JLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
//
Initiator initiator = new SocketInitiator(new InitiatorApplication(), messageStoreFactory, settings, logFactory, messageFactory);
initiator.start();
} catch (Exception e) {
e.printStackTrace();
}
LoggerWapper.traceCallEnd();
}
}