如何使用QuickFIX / J发送FIX消息

我需要一个简单的例子来说明如何初始化会话并发送一条FIX消息.我有这个初始代码：

SessionSettings settings = new SessionSettings( new FileInputStream("fix.cfg"));

Application application = new Application(settings);
MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
LogFactory logFactory = new ScreenLogFactory( true,true,true);
MessageFactory messageFactory = new DefaultMessageFactory();

Initiator initiator = new SocketInitiator(application,messageStoreFactory,settings,logFactory,messageFactory);
initiator.start();

解决方法

首先,我将列出接受器应用程序：

public class ServerApplication 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,UnsupportedMessageType {
    System.out.println("FromApp: " + message);
}

public static void main(String[] args) throws ConfigError,FileNotFoundException,InterruptedException,SessionNotFound {
    SessionSettings settings = new SessionSettings("res/acceptor.config");

    Application application = new ServerApplication();
    MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
    LogFactory logFactory = new ScreenLogFactory( true,true);
    MessageFactory messageFactory = new DefaultMessageFactory();

    Acceptor initiator = new SocketAcceptor(application,messageFactory);
    initiator.start();

    CountDownLatch latch = new CountDownLatch(1);
    latch.await();
}

}

这是一个服务器应用程序,它将保持启动状态并侦听来自连接到它的客户端的消息.这是它使用的配置文件(acceptor.properties)：

[default]
ApplicationID=server
FileStorePath=storage/messages/
ConnectionType=acceptor
StartTime=00:01:00 Europe/Bucharest
EndTime=23:59:00 Europe/Bucharest
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=FIX42.xml
ValidateUserDefinedFields=N
ValidateIncomingMessage=N
RefreshOnLogon=Y

[session]
BeginString=FIX.4.2
SocketAcceptPort=9877
SenderCompID=server
TargetCompID=client
AcceptorTemplate=N
lockquote

接下来是客户端应用程序代码.它尝试连接到服务器,然后它将向它发送一条消息：

public class ClientApplication implements Application {

private static volatile SessionID sessionID;

@Override
public void onCreate(SessionID sessionID) {
    System.out.println("OnCreate");
}

@Override
public void onLogon(SessionID sessionID) {
    System.out.println("OnLogon");
    ClientApplication.sessionID = sessionID;
}

@Override
public void onLogout(SessionID sessionID) {
    System.out.println("OnLogout");
    ClientApplication.sessionID = null;
}

@Override
public void toAdmin(Message message,SessionID sessionID) {
    System.out.println("ToAdmin");
}

@Override
public void fromAdmin(Message message,RejectLogon {
    System.out.println("FromAdmin");
}

@Override
public void toApp(Message message,SessionID sessionID) throws DoNotSend {
    System.out.println("ToApp: " + message);
}

@Override
public void fromApp(Message message,UnsupportedMessageType {
    System.out.println("FromApp");
}

public static void main(String[] args) throws ConfigError,SessionNotFound {
    SessionSettings settings = new SessionSettings("res/initiator.config");

    Application application = new ClientApplication();
    MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);
    LogFactory logFactory = new ScreenLogFactory( true,true);
    MessageFactory messageFactory = new DefaultMessageFactory();

    Initiator initiator = new SocketInitiator(application,messageFactory);
    initiator.start();

    while (sessionID == null) {
        Thread.sleep(1000);
    }

    final String orderId = "342";
    NewOrderSingle newOrder = new NewOrderSingle(new ClOrdID(orderId),new HandlInst('1'),new Symbol("6758.T"),new Side(Side.BUY),new TransactTime(new Date()),new OrdType(OrdType.MARKET));
    Session.sendToTarget(newOrder,sessionID);
    Thread.sleep(5000);
}

}

它的配置文件(initiator.config)几乎与用于acceptor的配置文件相同：

[default]
ApplicationID=client
FileStorePath=storage/messages/
ConnectionType=initiator
StartTime=00:01:00 Europe/Bucharest
EndTime=23:59:00 Europe/Bucharest
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=FIX42.xml
ValidateUserDefinedFields=N
ValidateIncomingMessage=N
RefreshOnLogon=Y

[session]
BeginString=FIX.4.2
SocketConnectHost=localhost
SocketConnectPort=9877
SenderCompID=client
TargetCompID=server

配置文件都错过了一些选项,但出于测试目的就足够了.每个类都有一个主要方法,仅用于测试您想要的案例.通常你会处理它们的启动或停止方式有点不同.服务器应用程序侦听消息/连接并且永远不会停止,而客户端应用程序在发送第一条消息后立即停止.

（编辑：安卓应用网）

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