使用快速修复的 WebIce 集成
WebIce Integration using Quick fix
我是修复协议和快速修复编程的新手。我正在寻求有关从 ICE 获取贸易捕获报告的帮助。我在 google 上搜索了使用快速 fix/n 获取交易报告的示例/教程，但我无法获得足够的输出。
我的问题是获取贸易捕获报告或交易信息，我尝试使用 TradeCaptureReportRequest、TradeCaptureReportRequestAck、TradeCaptureReport 类 但不知何故它现在工作。
一个简单的如何提取信息将是一个很大的帮助。
提前感谢大家。
好的，我将作为答案发布，因为评论时间太长了。请记住，我已经编写了自定义常量、消息类型等（我也编写了接受器服务器，所以我不受 ICE constants/enums 的限制）。您将需要确定 ICE 需要哪些字段并进行更改 - 这并不容易 copy/paste...
首先，您需要确保已包含并引用了所有必需的文件。我在我的项目中创建了一个名为 "fix" 的文件夹，并将所有修复文件复制到其中。这些需要是（至少 1 个）FixXXX.xml 文件，如果您使用的是 FIX50SP1 或 2，则还需要有 FIXT11.xml。除了 .xml 文件外，您还需要一个 initiator.cfg 文件（假设您正在创建一个启动器，而不是服务器，否则这将需要 "acceptor.cfg" 但同样，它听起来你正在尝试连接到 ICE，所以启动器是正确的用法。最后，你需要有一个 QuickFix.dll。我的树如下所示：
我不会浏览 XML 文件 - 你只需要学习 - 它非常混乱并且需要时间.. 特别是如果将 FIXT11.XML 与 SP1 或 2 一起使用.
您的 initiator.cfg 应类似于以下内容：
# default settings for sessions
[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=[Enter yours]
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
[SESSION]
BeginString=FIXT.1.1
TargetCompID=[Enter ICE Acceptor]
DefaultApplVerID=FIX.5.0
StartTime=12:30:00
EndTime=21:30:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=[From ICE]
# (optional) only listen for incoming connections on a specific host
#SocketConnectHost=127.0.0.1
SocketConnectHost=[ICE Ip Address- from your documentation/registration]
DataDictionary=..\..\fix\FIX50.xml
TransportDataDictionary=..\..\fix\FIXT11.xml
好的，假设您已经导入并引用了 QuickFix.dll，并且您的 initiator.cfg 已正确连接，这实际上相当简单：
创建一个可以处理所有事情的 Class。忽略AddToLB，这是一个测试函数。
public class TCT_Fix : Control, IApplication
{
private readonly string username = [removed]
private readonly string password = [removed]
public string InitiatorID;
SessionID sessionID;
public bool running;
SessionSettings settings;
IMessageStoreFactory storeFactory;
ILogFactory logFactory;
SocketInitiator initiator;
public event EventHandler AddToLB;
public event EventHandler AddToAdmin;
public void StopIt()
{
if (sessionID == null) return;
try
{
Session.LookupSession(sessionID).Disconnect("Stopping");
settings.Remove(sessionID);
settings = null;
initiator.Dispose();
settings = new SessionSettings(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "fix", "initiator.cfg"));
storeFactory = new FileStoreFactory(settings);
logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(
this,
storeFactory,
settings,
logFactory);
}
catch { }
}
public void FromApp(QuickFix.Message msg, SessionID sessionID)
{
var sMsg = "FROM APP: " + msg.ToString();
AddToLB(sMsg, null);
if (msg.Header.GetField(35) == "TC") //Cash
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE),out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
}
else if (msg.Header.GetField(35) == "TE") //EFP
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
bool IsWater;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
IsWater = msg.GetField(CustomConstants.ISWATER) == "Y";
string BPFloorBkr = msg.GetField(CustomConstants.BP_FLOOR_BKR);
string CounterFloorBkr = msg.GetField(CustomConstants.COUNTER_FLOOR_BKR);
string Diff = msg.GetField(CustomConstants.DIFFERENCE);
string MercMo = msg.GetField(CustomConstants.MERC_MO);
string MercPr = msg.GetField(CustomConstants.MERC_PRICE);
}
else if (msg.Header.GetField(35) == "TI") //Index
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
bool IsWater;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
IsWater = msg.GetField(CustomConstants.ISWATER) == "Y";
string BPFloorBkr = msg.GetField(CustomConstants.BP_FLOOR_BKR);
string CounterFloorBkr = msg.GetField(CustomConstants.COUNTER_FLOOR_BKR);
string Diff = msg.GetField(CustomConstants.DIFFERENCE);
string MercMo = msg.GetField(CustomConstants.MERC_MO);
string MercPr = msg.GetField(CustomConstants.MERC_PRICE);
}
}
public void OnCreate(SessionID sessionID)
{
AddToAdmin("SESSION CREATED: " + sessionID.ToString(), null);
}
public void OnLogout(SessionID sessionID)
{
AddToAdmin("LOGOUT: " + this.sessionID.ToString(), null);
}
public void OnLogon(SessionID sessionID)
{
this.sessionID = sessionID;
AddToAdmin("LOG ON: " + this.sessionID.ToString(),null);
}
public void FromAdmin(QuickFix.Message msg, SessionID sessionID)
{
AddToAdmin("FROM ADMIN: " + msg.ToString(), null);
}
public void ToAdmin(QuickFix.Message msg, SessionID sessionID)
{
if (msg.Header.GetField(35).ToString() == "A")
{
msg.SetField(new QuickFix.Fields.Username(username));
msg.SetField(new QuickFix.Fields.Password(password));
}
AddToAdmin("TO ADMIN: " + msg.ToString(), null);
}
public void ToApp(QuickFix.Message msg, SessionID sessionID)
{
AddToLB("TO APP: " + msg.ToString(), null);
}
public void GetTestMessage(string msgType)
{
if (sessionID == null) return;
QuickFix.FIX50.TestMessage msg = new QuickFix.FIX50.TestMessage();
msg.TestType = msgType;
msg.Header.SetField(new QuickFix.Fields.MsgType("TEST"));
msg.SetField(new QuickFix.Fields.StringField(CustomConstants.TEST_TYPE, msgType));
Session.SendToTarget(msg, sessionID);
}
public TCT_Fix()
{
settings = new SessionSettings(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "fix", "initiator.cfg"));
storeFactory = new FileStoreFactory(settings);
logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(
this,
storeFactory,
settings,
logFactory);
}
public TCT_Fix(ref string initID)
{
InitiatorID = initID;
settings = new SessionSettings(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "fix", "initiator.cfg"));
storeFactory = new FileStoreFactory(settings);
logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(
this,
storeFactory,
settings,
logFactory);
}
public void RunIt()
{
if (running) return;
if(initiator.IsStopped)
{
try
{
initiator.Start(); //This can throw an error due to current set up. I would recommend making the connection,
//pulling data, and then closing the connection (polling) to ensure the initiator clears the
//log files
//reference http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000747.html
//2013 issue, still unresolved... Restart app
}
catch(Exception ex)
{
if (MessageBox.Show("Error restarting initiator. Program will close due to file access. This is a Quickfix bug, not an issue with this program. Please restart." + Environment.NewLine + Environment.NewLine +
"Reference: http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000747.html for more information. Click ok to copy link to clipboard. Click \"X\" to ignore.") == DialogResult.OK)
{
Clipboard.SetText("http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000747.html");
}
throw new Exception(ex.ToString());
}
}
running = true;
}
}
最后，为了让它脱颖而出（这实际上也在上面的块中），您构建了一个类似于下面的消息，请记住您的 ICE 消息将具有我的某些必填字段 "TestMessage" 才不是。不过，我无法提供生产代码 - 抱歉。
public void GetTestMessage(string msgType)
{
if (sessionID == null) return;
QuickFix.FIX50.TestMessage msg = new QuickFix.FIX50.TestMessage();
msg.TestType = msgType;
msg.Header.SetField(new QuickFix.Fields.MsgType("TEST"));
msg.SetField(new QuickFix.Fields.StringField(CustomConstants.TEST_TYPE, msgType));
Session.SendToTarget(msg, sessionID);
}
学习曲线很长。你只需要继续玩，直到你得到它。一旦你把它记下来，它就有意义了。坚持下去。如果您还需要什么，请告诉我。
我是修复协议和快速修复编程的新手。我正在寻求有关从 ICE 获取贸易捕获报告的帮助。我在 google 上搜索了使用快速 fix/n 获取交易报告的示例/教程，但我无法获得足够的输出。 我的问题是获取贸易捕获报告或交易信息，我尝试使用 TradeCaptureReportRequest、TradeCaptureReportRequestAck、TradeCaptureReport 类 但不知何故它现在工作。 一个简单的如何提取信息将是一个很大的帮助。 提前感谢大家。
好的，我将作为答案发布，因为评论时间太长了。请记住，我已经编写了自定义常量、消息类型等（我也编写了接受器服务器，所以我不受 ICE constants/enums 的限制）。您将需要确定 ICE 需要哪些字段并进行更改 - 这并不容易 copy/paste...
首先，您需要确保已包含并引用了所有必需的文件。我在我的项目中创建了一个名为 "fix" 的文件夹，并将所有修复文件复制到其中。这些需要是（至少 1 个）FixXXX.xml 文件，如果您使用的是 FIX50SP1 或 2，则还需要有 FIXT11.xml。除了 .xml 文件外，您还需要一个 initiator.cfg 文件（假设您正在创建一个启动器，而不是服务器，否则这将需要 "acceptor.cfg" 但同样，它听起来你正在尝试连接到 ICE，所以启动器是正确的用法。最后，你需要有一个 QuickFix.dll。我的树如下所示：
我不会浏览 XML 文件 - 你只需要学习 - 它非常混乱并且需要时间.. 特别是如果将 FIXT11.XML 与 SP1 或 2 一起使用.
您的 initiator.cfg 应类似于以下内容：
# default settings for sessions
[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=[Enter yours]
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
[SESSION]
BeginString=FIXT.1.1
TargetCompID=[Enter ICE Acceptor]
DefaultApplVerID=FIX.5.0
StartTime=12:30:00
EndTime=21:30:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=[From ICE]
# (optional) only listen for incoming connections on a specific host
#SocketConnectHost=127.0.0.1
SocketConnectHost=[ICE Ip Address- from your documentation/registration]
DataDictionary=..\..\fix\FIX50.xml
TransportDataDictionary=..\..\fix\FIXT11.xml
好的，假设您已经导入并引用了 QuickFix.dll，并且您的 initiator.cfg 已正确连接，这实际上相当简单：
创建一个可以处理所有事情的 Class。忽略AddToLB，这是一个测试函数。
public class TCT_Fix : Control, IApplication
{
private readonly string username = [removed]
private readonly string password = [removed]
public string InitiatorID;
SessionID sessionID;
public bool running;
SessionSettings settings;
IMessageStoreFactory storeFactory;
ILogFactory logFactory;
SocketInitiator initiator;
public event EventHandler AddToLB;
public event EventHandler AddToAdmin;
public void StopIt()
{
if (sessionID == null) return;
try
{
Session.LookupSession(sessionID).Disconnect("Stopping");
settings.Remove(sessionID);
settings = null;
initiator.Dispose();
settings = new SessionSettings(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "fix", "initiator.cfg"));
storeFactory = new FileStoreFactory(settings);
logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(
this,
storeFactory,
settings,
logFactory);
}
catch { }
}
public void FromApp(QuickFix.Message msg, SessionID sessionID)
{
var sMsg = "FROM APP: " + msg.ToString();
AddToLB(sMsg, null);
if (msg.Header.GetField(35) == "TC") //Cash
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE),out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
}
else if (msg.Header.GetField(35) == "TE") //EFP
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
bool IsWater;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
IsWater = msg.GetField(CustomConstants.ISWATER) == "Y";
string BPFloorBkr = msg.GetField(CustomConstants.BP_FLOOR_BKR);
string CounterFloorBkr = msg.GetField(CustomConstants.COUNTER_FLOOR_BKR);
string Diff = msg.GetField(CustomConstants.DIFFERENCE);
string MercMo = msg.GetField(CustomConstants.MERC_MO);
string MercPr = msg.GetField(CustomConstants.MERC_PRICE);
}
else if (msg.Header.GetField(35) == "TI") //Index
{
DateTime dtTdate;
float fPrice;
int Qty;
int OrdType;
bool BPisBuyer;
bool IsWater;
DateTime.TryParse(msg.GetField(CustomConstants.TDATE), out dtTdate);
string BPSide = msg.GetField(CustomConstants.BP_SIDE);
float.TryParse(msg.GetField(CustomConstants.F_PRICE), out fPrice);
int.TryParse(msg.GetField(CustomConstants.QTY), out Qty);
string TCTReference = msg.GetField(CustomConstants.TCT_REF);
string BPAcct = msg.GetField(CustomConstants.BP_COMPANY);
int.TryParse(msg.GetField(CustomConstants.ORDER_TYPE), out OrdType);
string ExecBkr = msg.GetField(CustomConstants.EXEC_BKR);
string CounterParty = msg.GetField(CustomConstants.COUNTER_PARTY);
BPisBuyer = msg.GetField(CustomConstants.IS_BUYER) == "Y";
string BPTrader = msg.GetField(CustomConstants.BP_TRADER);
string CounterTrader = msg.GetField(CustomConstants.COUNTER_TRADER);
string Grade = msg.GetField(CustomConstants.GRADE);
string Location = msg.GetField(CustomConstants.LOCATION);
string CycDt = msg.GetField(CustomConstants.CYCLE_DATE);
string DelMo = msg.GetField(CustomConstants.DELIVER_MONTH);
string Terms = msg.GetField(CustomConstants.TERMS);
string Payment = msg.GetField(CustomConstants.PAYMENT);
string Origin = msg.GetField(CustomConstants.ORIGIN);
string NumOfCyc = msg.GetField(CustomConstants.NUM_OF_CYCLES);
string Via = msg.GetField(CustomConstants.VIA);
string MoveMo = msg.GetField(CustomConstants.MOVE_MONTH);
string Comment = msg.GetField(CustomConstants.COMMENT);
IsWater = msg.GetField(CustomConstants.ISWATER) == "Y";
string BPFloorBkr = msg.GetField(CustomConstants.BP_FLOOR_BKR);
string CounterFloorBkr = msg.GetField(CustomConstants.COUNTER_FLOOR_BKR);
string Diff = msg.GetField(CustomConstants.DIFFERENCE);
string MercMo = msg.GetField(CustomConstants.MERC_MO);
string MercPr = msg.GetField(CustomConstants.MERC_PRICE);
}
}
public void OnCreate(SessionID sessionID)
{
AddToAdmin("SESSION CREATED: " + sessionID.ToString(), null);
}
public void OnLogout(SessionID sessionID)
{
AddToAdmin("LOGOUT: " + this.sessionID.ToString(), null);
}
public void OnLogon(SessionID sessionID)
{
this.sessionID = sessionID;
AddToAdmin("LOG ON: " + this.sessionID.ToString(),null);
}
public void FromAdmin(QuickFix.Message msg, SessionID sessionID)
{
AddToAdmin("FROM ADMIN: " + msg.ToString(), null);
}
public void ToAdmin(QuickFix.Message msg, SessionID sessionID)
{
if (msg.Header.GetField(35).ToString() == "A")
{
msg.SetField(new QuickFix.Fields.Username(username));
msg.SetField(new QuickFix.Fields.Password(password));
}
AddToAdmin("TO ADMIN: " + msg.ToString(), null);
}
public void ToApp(QuickFix.Message msg, SessionID sessionID)
{
AddToLB("TO APP: " + msg.ToString(), null);
}
public void GetTestMessage(string msgType)
{
if (sessionID == null) return;
QuickFix.FIX50.TestMessage msg = new QuickFix.FIX50.TestMessage();
msg.TestType = msgType;
msg.Header.SetField(new QuickFix.Fields.MsgType("TEST"));
msg.SetField(new QuickFix.Fields.StringField(CustomConstants.TEST_TYPE, msgType));
Session.SendToTarget(msg, sessionID);
}
public TCT_Fix()
{
settings = new SessionSettings(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "fix", "initiator.cfg"));
storeFactory = new FileStoreFactory(settings);
logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(
this,
storeFactory,
settings,
logFactory);
}
public TCT_Fix(ref string initID)
{
InitiatorID = initID;
settings = new SessionSettings(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "fix", "initiator.cfg"));
storeFactory = new FileStoreFactory(settings);
logFactory = new FileLogFactory(settings);
initiator = new SocketInitiator(
this,
storeFactory,
settings,
logFactory);
}
public void RunIt()
{
if (running) return;
if(initiator.IsStopped)
{
try
{
initiator.Start(); //This can throw an error due to current set up. I would recommend making the connection,
//pulling data, and then closing the connection (polling) to ensure the initiator clears the
//log files
//reference http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000747.html
//2013 issue, still unresolved... Restart app
}
catch(Exception ex)
{
if (MessageBox.Show("Error restarting initiator. Program will close due to file access. This is a Quickfix bug, not an issue with this program. Please restart." + Environment.NewLine + Environment.NewLine +
"Reference: http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000747.html for more information. Click ok to copy link to clipboard. Click \"X\" to ignore.") == DialogResult.OK)
{
Clipboard.SetText("http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2013q1/000747.html");
}
throw new Exception(ex.ToString());
}
}
running = true;
}
}
最后，为了让它脱颖而出（这实际上也在上面的块中），您构建了一个类似于下面的消息，请记住您的 ICE 消息将具有我的某些必填字段 "TestMessage" 才不是。不过，我无法提供生产代码 - 抱歉。
public void GetTestMessage(string msgType)
{
if (sessionID == null) return;
QuickFix.FIX50.TestMessage msg = new QuickFix.FIX50.TestMessage();
msg.TestType = msgType;
msg.Header.SetField(new QuickFix.Fields.MsgType("TEST"));
msg.SetField(new QuickFix.Fields.StringField(CustomConstants.TEST_TYPE, msgType));
Session.SendToTarget(msg, sessionID);
}
学习曲线很长。你只需要继续玩，直到你得到它。一旦你把它记下来，它就有意义了。坚持下去。如果您还需要什么，请告诉我。