QuickFIX/J 遇到 END_OF_STREAM 彭博 SSL

Question

我在使用 QuickFixJ 设置与 Bloomberg 的连接时遇到问题。我收到断开连接：遇到 END_OF_STREAM 消息。然而，我看不出这个错误是从哪里来的。我的配置文件：

[default]
FileStorePath=target/data/quickfixlogs
FileLogPath=target/data/quickfixlogs
ConnectionType=initiator
BeginString=FIXT.1.1
SenderCompID=ARHGBETA
TargetCompID=BBGBETA
SessionQualifier=****
DefaultApplVerID=FIX.5.0SP2
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ReconnectInterval=5
SocketConnectPort=8228
SocketConnectHost=69.191.198.38
UseDataDictionary=Y
DataDictionary=FIXT11.xml
SSLEnable=Y
SSLProtocols=TLSv1.2
SSLValidateCertificates=Y
SSLCheckCertificateRevocation=N
SSLCertificate=.\[Beta-arhgfx-NY] ServiceId615306\pem\cert.pem
SSLCACertificate=.\[Beta-arhgfx-NY] ServiceId615306\pem\CACerts.pem
SSLKeyFile=.\[Beta-arhgfx-NY] ServiceId615306\pem\key.pem
SSLRequireClientCertificate=Y

[session]
BeginString=FIXT.1.1
SenderCompID=****
TargetCompID=****
DefaultApplVerID=FIX.5.0SP2
SessionQualifier=****
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ReconnectInterval=5
SocketConnectPort=8228
SocketConnectHost=69.191.198.38
SocketConnectPort1=8228
SocketConnectHost1=69.191.198.38
SocketConnectPort2=8228
SocketConnectHost2=69.191.230.38
UseDataDictionary=Y
DataDictionary=FIXT11.xml
SSLEnable=Y
SSLProtocols=TLSv1.2
SSLValidateCertificates=Y
SSLCheckCertificateRevocation=N
SSLCertificate=.\[Beta-arhgfx-NY] ServiceId615306\pem\cert.pem
SSLCACertificate=.\[Beta-arhgfx-NY] ServiceId615306\pem\CACerts.pem
SSLKeyFile=.\[Beta-arhgfx-NY] ServiceId615306\pem\key.pem
SSLCheckCertificateRevocation1=N
SSLCertificate1=.\[Beta-arhgfx-NY] ServiceId615306\pem\cert.pem
SSLCACertificate1=.\[Beta-arhgfx-NY] ServiceId615306\pem\CACerts.pem
SSLKeyFile1=.\[Beta-arhgfx-NY] ServiceId615306\pem\key.pem
SSLCheckCertificateRevocation2=N
SSLCertificate2=.\[Beta-arhgfx-NJ] ServiceId615305\pem\cert.pem
SSLCACertificate2=.\[Beta-arhgfx-NJ] ServiceId615305\pem\CACerts.pem
SSLKeyFile2=.\[Beta-arhgfx-NJ] ServiceId615305\pem\key.pem
SSLRequireClientCertificate=Y

我的配置class：

public class FixConfiguration {

    private final String fileName = "quickfixj.cfg";

    public ThreadedSocketInitiator threadedSocketInitiator(QuickFixJApplication application){
        ThreadedSocketInitiator threadedSocketInitiator = null;
        try {
            SessionSettings settings = new SessionSettings(new FileInputStream(fileName));
            MessageStoreFactory storeFactory = new FileStoreFactory(settings);
            LogFactory logFactory = new FileLogFactory(settings);
            MessageFactory messageFactory = new DefaultMessageFactory();
            threadedSocketInitiator = new ThreadedSocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
        } catch (Exception e) {
            e.printStackTrace();
        }
        return threadedSocketInitiator;
    }
}

我的申请 class :

public class QuickFixJApplication implements Application {
    @Override
    public void onCreate(SessionID sessionID) {

    }

    @Override
    public void onLogon(SessionID sessionID) {

    }

    @Override
    public void onLogout(SessionID sessionID) {

    }

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

    }

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

    }

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

    }

    @Override
    public void fromApp(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {

    }
}

我的价格发布class :

public class BloombergPricePublisher {

    public ThreadedSocketInitiator threadedSocketInitiator;

    public QuickFixJApplication application;


    public BloombergPricePublisher(QuickFixJApplication application, ThreadedSocketInitiator threadedSocketInitiator){
        super();
        this.application = application;
        this.threadedSocketInitiator = threadedSocketInitiator;
    }

    /**
     * Méthode de publication d'un prix sur Bloomberg
     * */
    public void publish(MarketPrice marketPrice) {

        MarketDataIncrementalRefresh marketDataIncrementalRefresh = createMarketDataIncrementalRefresh(marketPrice);

        try{
            SessionID sessionID = this.threadedSocketInitiator.getSessions().stream()
                    .filter(id -> id.getBeginString().equals("FIXT.1.1"))
                    .findFirst()
                    .orElseThrow(RuntimeException::new);
            System.out.println(sessionID);
            Session.sendToTarget(marketDataIncrementalRefresh, sessionID);
        }catch (Exception e){
            e.printStackTrace();
        }
    }
    /**
     * Méthode de connection à la session
     * */
    public static void logon (ThreadedSocketInitiator threadedSocketInitiator){
        if(threadedSocketInitiator.getSessions() != null && threadedSocketInitiator.getSessions().size() > 0) {
            for (SessionID sessionID: threadedSocketInitiator.getSessions()) {
                Session.lookupSession(sessionID).logon();
            }
            System.out.println("Connecté");
        }
        else{
            System.out.println("Impossible de se connecter");
        }
    }

    /**
     * Méthode de création d'un nouveau prix pour le publier sur Bloomberg
     * @param marketPrice
     * */
    public MarketDataIncrementalRefresh createMarketDataIncrementalRefresh(MarketPrice marketPrice) {
        MarketDataIncrementalRefresh marketDataIncrementalRefresh = new MarketDataIncrementalRefresh();
        marketDataIncrementalRefresh.set(new NoMDEntries(1));
        marketDataIncrementalRefresh.set(new MDBookType('0'));
        return marketDataIncrementalRefresh;
    }
}

我是运行 Centos8 VM 上的代码 JAR 文件，该端口已被 Bloomberg 列入白名单。

Answer 1

您从哪里获得所有配置选项？您正在使用 QuickFIX/J，但看起来您从 QuickFIX (C++) 或 quickfix/n (.NET) 获取了一些设置。请参考https://www.quickfixj.org/usermanual/2.3.0/usage/configuration.html（你在另一个问题中已经提到了）。

首先引起我注意的是您的配置中的 SSLEnable。这真的应该是 SocketUseSSL

这是一组适合我们的选项。如果他们不适合您，请与 Bloomberg 联系，如果他们能在他们的日志中看到可疑的东西，或者打开 SSL 调试日志记录以查看更多信息。

SocketUseSSL=Y
EnabledProtocols=TLSv1.2
KeyStoreType=JKS
SocketKeyStore=<absolute-path-to-keystore>
SocketKeyStorePassword=<password>

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