quickfix协议实例

实现客户端向服务器下单，服务器回应

客户端
目录结构

log4j.properties

#file name: log4j.properties
app.log.home=/wls/apache/applogs/Pagi_qer
app.name=PAGI-QERlog4j.appender.CONSOLE=org.apache.log4j.ConsoleAppender
log4j.appender.CONSOLE.Threshold=INFO
log4j.appender.CONSOLE.Encoding=UTF-8
log4j.appender.CONSOLE.layout=org.apache.log4j.PatternLayout
log4j.appender.CONSOLE.layout.ConversionPattern=[%d{yyyy-MM-dd HH\:mm\:ss\:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%nlog4j.appender.PRODUCT=org.apache.log4j.DailyRollingFileAppender
log4j.appender.PRODUCT.Append=true
log4j.appender.PRODUCT.DatePattern='.'yyyy-MM-dd
log4j.appender.PRODUCT.File=${app.log.home}/info.log
log4j.appender.PRODUCT.Threshold=INFO
log4j.appender.PRODUCT.Encoding=UTF-8
log4j.appender.PRODUCT.layout=org.apache.log4j.PatternLayout
log4j.appender.PRODUCT.layout.ConversionPattern=[%d{yyyy-MM-dd HH\:mm\:ss\:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%nlog4j.appender.PRODUCT-ERROR=org.apache.log4j.DailyRollingFileAppender
log4j.appender.PRODUCT-ERROR.Append=true
log4j.appender.PRODUCT-ERROR.DatePattern='.'yyyy-MM-dd
log4j.appender.PRODUCT-ERROR.File=${app.log.home}/error.log
log4j.appender.PRODUCT-ERROR.Threshold=ERROR
log4j.appender.PRODUCT-ERROR.Encoding=UTF-8
log4j.appender.PRODUCT-ERROR.layout=org.apache.log4j.PatternLayout
log4j.appender.PRODUCT-ERROR.layout.ConversionPattern=[%d{yyyy-MM-dd HH\:mm\:ss\:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%nlog4j.category.org.hibernate.type=trace
log4j.logger.org.springframework=INFO
log4j.rootLogger=INFO, CONSOLE ,PRODUCT,PRODUCT-ERROR

quickfix.properties

#quickfix-server.properties
[default]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=0
FileStorePath=F:\quantization_01\temp
FileLogPath=log
UseDataDictionary=N
SocketConnectHost=127.0.0.1
DataDictionary=src/resources/properties/fix42-jp.xml
ContinueInitializationOnError=Y[session]
BeginString=FIX.4.2
SenderCompID=CLIENT1
TargetCompID=FixServer
SocketConnectHost=127.0.0.1
SocketConnectPort=10003
StartTime=00:00:00
EndTime=23:00:00
ResetOnLogon=Y
ResetSeqNumFlag=Y

fixInitialtor.java

package quickfixInititor.quickfixInititor;import java.time.LocalDateTime;import org.apache.log4j.PropertyConfigurator;import quickfix.Application;
import quickfix.ConfigError;
import quickfix.DefaultMessageFactory;
import quickfix.FieldConvertError;
import quickfix.FileLogFactory;
import quickfix.FileStoreFactory;
import quickfix.LogFactory;
import quickfix.MessageFactory;
import quickfix.MessageStoreFactory;
import quickfix.RuntimeError;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.SessionNotFound;
import quickfix.SessionSettings;
import quickfix.SocketInitiator;
import quickfix.field.Account;
import quickfix.field.ClOrdID;
import quickfix.field.HandlInst;
import quickfix.field.OrdType;
import quickfix.field.OrderQty;
import quickfix.field.Price;
import quickfix.field.Side;
import quickfix.field.Symbol;
import quickfix.field.TransactTime;
import quickfix.fix42.NewOrderSingle;public class FixInitialtor {private static SocketInitiator initiator = null;public static SocketInitiator getInitiator() {return initiator;}private static SessionSettings settings;/** 指定配置文件启动* * @param proFile* @throws ConfigError* @throws FieldConverError*/public FixInitialtor(String propFile) throws ConfigError, FieldConvertError {// 设置配置文件settings = new SessionSettings(propFile);// 设置一个APPlicationApplication application = new FixInitialtorApplication();/*** * quickfix.MessageStore 有2种实现。 quickfix.JdbcStore,quickfix.FileStore .* JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix* 默认用文件存储，因为文件存储效率高。*/MessageStoreFactory storeFactory = new FileStoreFactory(settings);LogFactory logFactory = new FileLogFactory(settings);MessageFactory messageFactory = new DefaultMessageFactory();initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);}private void startServer() throws RuntimeError,ConfigError {initiator.start();}private void stop(){initiator.stop();}/*** 被调用的start方法* * @throws ConfigError* @throws FieldConvertError*/public static void start() throws ConfigError, FieldConvertError {FixInitialtor servercom = new FixInitialtor("quickfix-server.properties");servercom.startServer();}/*** 测试本地使用的main方法* * @param args* @throws FieldConvertError* @throws ConfigError* @throws InterruptedException * @throws ProxoolException*/public static void main(String[] args) throws ConfigError, FieldConvertError, InterruptedException {// 配置LOG日记PropertyConfigurator.configure("src/resources/properties/log4j.properties");FixInitialtor fixInitialtor = new FixInitialtor("src/resources/properties/quickfix-server.properties");fixInitialtor.startServer();SessionID sessionID = new SessionID("FIX.4.2", "CLIENT1", "FixServer");while(true){NewOrderSingle order = new NewOrderSingle();LocalDateTime date = LocalDateTime.now();order.set(new ClOrdID("5678"));order.set(new Account("100"));order.set(new HandlInst('1'));order.set(new OrderQty(45.00));order.set(new Price(25.40));order.set(new Symbol("USD/EUR"));order.set(new Side(Side.BUY));order.set( new TransactTime(date));order.set(new OrdType(OrdType.LIMIT));try {//35=D – New Order SingleSession.sendToTarget(order, sessionID);Thread.sleep(3000);} catch (SessionNotFound e) {// TODO Auto-generated catch blocke.printStackTrace();}}}
}

fixInitialtorApplication.java

package quickfixInititor.quickfixInititor;import quickfix.Application;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.Message;
import quickfix.RejectLogon;
import quickfix.SessionID;
import quickfix.UnsupportedMessageType;/*** * MessageCracker是一个工具类，通过继承MessageCracker可以覆盖onMessage方法* 通过调用crack回调onMessage中的业务逻辑。所以所有的业务逻辑可以直接写在onMessage 方法中。* *    * *      onCreate –>当一个Fix Session建立是调用* *      onLogon –>当一个Fix Session登录成功时候调用*      *      onLogout –>当一个Fix Session退出时候调用*      *      fromAdmin–>当收到一个消息,经过一系列检查，合格后，属于Admin 类型时候调用*      *      fromApp–>当收到一个消息,经过一系列检查，合格后，不属于Admin 类型时候调用*      *      toAdmin–>当发送一个admin类型消息调用toApp—>当发送一个非admin(业务类型)消息调用**/public class FixInitialtorApplication implements Application{@Overridepublic void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound,IncorrectDataFormat, IncorrectTagValue, RejectLogon {// TODO Auto-generated method stubSystem.out.println("From Admin: " + arg0.toString());}@Overridepublic void fromApp(Message arg0, SessionID arg1) throws FieldNotFound,IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {System.out.println("From App: " + arg0.toString());}@Overridepublic void onCreate(SessionID arg0) {// TODO Auto-generated method stub}@Overridepublic void onLogon(SessionID arg0) {}@Overridepublic void onLogout(SessionID arg0) {// TODO Auto-generated method stub}@Overridepublic void toAdmin(Message arg0, SessionID arg1) {// TODO Auto-generated method stubSystem.out.println("Sender toApp: " + arg0.toString());}@Overridepublic void toApp(Message msg, SessionID sessionId) throws DoNotSend {System.out.println("Sender toApp: " + msg.toString());}}

服务器端
文件目录

quickfix-service.properties

#quickfix-server.properties
[default]
ConnectionType=acceptor
SocketAcceptAddress=127.0.0.1
SocketAcceptPort=10003
SocketReuseAddress=Y
FileLogPath=log
FileStorePath=F:/quantization_02/temp
DataDictionary=src/resources/properties/fix42-jp.xml[session]
BeginString=FIX.4.2
SenderCompID=FixServer
TargetCompID=CLIENT1
HeartBtInt=180
ResetOnLogon=Y
ResetSeqNumFlag=Y
StartTime=00:00:00
EndTime=23:00:00

fixServer.java

package quickfix01.quickfix01;import java.util.Scanner;import org.apache.log4j.PropertyConfigurator;import quickfix.Application;
import quickfix.ConfigError;
import quickfix.DefaultMessageFactory;
import quickfix.FieldConvertError;
import quickfix.FileLogFactory;
import quickfix.FileStoreFactory;
import quickfix.LogFactory;
import quickfix.MessageFactory;
import quickfix.MessageStoreFactory;
import quickfix.RuntimeError;
import quickfix.SessionSettings;
import quickfix.ThreadedSocketAcceptor;public class FixServer {private static ThreadedSocketAcceptor acceptor = null;public static ThreadedSocketAcceptor getAcceptor() {return acceptor;}/** 指定配置文件启动* * @param proFile* @throws ConfigError* @throws FieldConverError*/public FixServer(String propFile) throws ConfigError, FieldConvertError {// 设置配置文件SessionSettings settings = new SessionSettings(propFile);// 设置一个APPlicationApplication application = new FixServerApplication();/*** * quickfix.MessageStore 有2种实现。 quickfix.JdbcStore,quickfix.FileStore .* JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix* 默认用文件存储，因为文件存储效率高。*/MessageStoreFactory storeFactory = new FileStoreFactory(settings);LogFactory logFactory = new FileLogFactory(settings);MessageFactory messageFactory = new DefaultMessageFactory();acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);}private void startServer() throws RuntimeError,ConfigError {acceptor.start();}private void stop(){acceptor.stop();}/*** 被调用的start方法* * @throws ConfigError* @throws FieldConvertError*/public static void start() throws ConfigError, FieldConvertError {FixServer servercom = new FixServer("quickfix-server.properties");servercom.startServer();}/*** 测试本地使用的main方法* * @param args* @throws FieldConvertError* @throws ConfigError* @throws ProxoolException*/public static void main(String[] args) throws ConfigError, FieldConvertError {// 配置LOG日记PropertyConfigurator.configure("src/resources/properties/log4j.properties");FixServer fixServer = new FixServer("src/resources/properties/quickfix-server.properties");//SessionID sessionID = new SessionID("FIX.4.2", "FixServer", "CLIENT1");fixServer.startServer();Scanner reader = new Scanner(System.in);System.out.println("press <enter> to quit");reader.nextLine();fixServer.stop();System.out.println("quit success");}}

FixServerApplication.java

package quickfix01.quickfix01;import quickfix.Application;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.Message;
import quickfix.RejectLogon;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.SessionNotFound;
import quickfix.UnsupportedMessageType;
import quickfix.field.ClOrdID;
import quickfix.field.ExecID;
import quickfix.field.ExecTransType;
import quickfix.field.ExecType;
import quickfix.field.OrdStatus;
import quickfix.field.OrderID;
import quickfix.field.Side;
import quickfix.field.Symbol;
import quickfix.fix42.ExecutionReport;
import quickfix.fix42.MessageCracker;
import quickfix.fix42.NewOrderSingle;/*** * MessageCracker是一个工具类，通过继承MessageCracker可以覆盖onMessage方法* 通过调用crack回调onMessage中的业务逻辑。所以所有的业务逻辑可以直接写在onMessage 方法中。* *      onCreate –>当一个Fix Session建立是调用* *      onLogon –>当一个Fix Session登录成功时候调用*      *      onLogout –>当一个Fix Session退出时候调用*      *      fromAdmin–>当收到一个消息,经过一系列检查，合格后，属于Admin 类型时候调用*      *      fromApp–>当收到一个消息,经过一系列检查，合格后，不属于Admin 类型时候调用*      *      toAdmin–>当发送一个admin类型消息调用toApp—>当发送一个非admin(业务类型)消息调用**/public class FixServerApplication extends MessageCracker implements Application{@Overridepublic void onMessage(NewOrderSingle order, SessionID sessionID) {System.out.println("Receiver onMessage..  " + order);}@Overridepublic void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound,IncorrectDataFormat, IncorrectTagValue, RejectLogon {// TODO Auto-generated method stubSystem.out.println("Receiver fromAdmin..  " + arg0);}@Overridepublic void fromApp(Message arg0, SessionID arg1) throws FieldNotFound,IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {System.out.println("Receiver fromApp..  " + arg0);ExecutionReport exeReport = new ExecutionReport();exeReport.set(new OrderID("1234"));exeReport.set(new ClOrdID("5678"));exeReport.set(new ExecID("2233"));exeReport.set(new ExecTransType('0'));exeReport.set(new ExecType('2'));exeReport.set(new OrdStatus('2'));exeReport.set(new Symbol("USD/EUR"));exeReport.set(new Side(Side.BUY));System.out.println("send exeReport infomation to client " + arg1);try {Session.sendToTarget(exeReport, arg1);} catch (SessionNotFound e) {e.printStackTrace();}}@Overridepublic void onCreate(SessionID arg0) {// TODO Auto-generated method stub}@Overridepublic void onLogon(SessionID arg0) {// TODO Auto-generated method stub}@Overridepublic void onLogout(SessionID arg0) {// TODO Auto-generated method stub}@Overridepublic void toAdmin(Message arg0, SessionID arg1) {// TODO Auto-generated method stub}@Overridepublic void toApp(Message arg0, SessionID arg1) throws DoNotSend {// TODO Auto-generated method stub}}

pom.xml

<?xml version="1.0" encoding="UTF-8"?><project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd"><modelVersion>4.0.0</modelVersion><groupId>quickfix01</groupId><artifactId>quickfix01</artifactId><version>0.0.1-SNAPSHOT</version><name>quickfix01</name><!-- FIXME change it to the project's website --><url>http://www.example.com</url><properties><project.build.sourceEncoding>UTF-8</project.build.sourceEncoding><maven.compiler.source>1.7</maven.compiler.source><maven.compiler.target>1.7</maven.compiler.target></properties><dependencies><dependency><groupId>junit</groupId><artifactId>junit</artifactId><version>4.11</version><scope>test</scope></dependency><!-- https://mvnrepository.com/artifact/org.quickfixj/quickfixj-core --><dependency><groupId>org.quickfixj</groupId><artifactId>quickfixj-core</artifactId><version>2.0.0</version></dependency><!-- https://mvnrepository.com/artifact/org.quickfixj/quickfixj-messages-all --><dependency><groupId>org.quickfixj</groupId><artifactId>quickfixj-messages-all</artifactId><version>2.0.0</version></dependency><!-- https://mvnrepository.com/artifact/log4j/log4j -->
<dependency><groupId>log4j</groupId><artifactId>log4j</artifactId><version>1.2.17</version>
</dependency><!-- https://mvnrepository.com/artifact/org.apache.logging.log4j/log4j-core -->
<dependency><groupId>org.apache.logging.log4j</groupId><artifactId>log4j-core</artifactId><version>2.10.0</version>
</dependency></dependencies><build><pluginManagement><!-- lock down plugins versions to avoid using Maven defaults (may be moved to parent pom) --><plugins><plugin><artifactId>maven-clean-plugin</artifactId><version>3.0.0</version></plugin><!-- see http://maven.apache.org/ref/current/maven-core/default-bindings.html#Plugin_bindings_for_jar_packaging --><plugin><artifactId>maven-resources-plugin</artifactId><version>3.0.2</version></plugin><plugin><artifactId>maven-compiler-plugin</artifactId><version>3.7.0</version></plugin><plugin><artifactId>maven-surefire-plugin</artifactId><version>2.20.1</version></plugin><plugin><artifactId>maven-jar-plugin</artifactId><version>3.0.2</version></plugin><plugin><artifactId>maven-install-plugin</artifactId><version>2.5.2</version></plugin><plugin><artifactId>maven-deploy-plugin</artifactId><version>2.8.2</version></plugin></plugins></pluginManagement></build>
</project>

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quickfix协议实例

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