QuickFix/j Simple Initiator Acceptor application

pom.xml file

<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>aaa</groupId> <artifactId>FixWorking</artifactId> <version>0.0.1-SNAPSHOT</version> <repositories> <repository> <id>MarketceteraRepo</id> <url>http://repo.marketcetera.org/maven</url> <releases> <enabled>true</enabled> </releases> </repository> </repositories> <dependencies> <!-- QuickFIX/J dependencies --> <dependency> <groupId>quickfixj</groupId> <artifactId>quickfixj-core</artifactId> <version>1.3.1</version> </dependency> <dependency> <groupId>quickfixj</groupId> <artifactId>quickfixj-msg-fix40</artifactId> <version>1.3.1</version> </dependency> <dependency> <groupId>quickfixj</groupId> <artifactId>quickfixj-msg-fix41</artifactId> <version>1.3.1</version> </dependency> <dependency> <groupId>log4j</groupId> <artifactId>log4j</artifactId> <version>1.2.16</version> </dependency> <dependency> <groupId>quickfixj</groupId> <artifactId>quickfixj-msg-fix42</artifactId>

<version>1.3.1</version> </dependency> <dependency> <groupId>quickfixj</groupId> <artifactId>quickfixj-msg-fix43</artifactId> <version>1.3.1</version> </dependency> <dependency> <groupId>quickfixj</groupId> <artifactId>quickfixj-msg-fix44</artifactId> <version>1.3.1</version> </dependency> <dependency> <groupId>org.slf4j</groupId> <artifactId>slf4j-log4j12</artifactId> <version>1.3.0</version> </dependency> <dependency> <groupId>org.slf4j</groupId> <artifactId>slf4j-api</artifactId> <version>1.3.0</version> </dependency>

<dependency> <groupId>org.apache.camel</groupId> <artifactId>camel-mina</artifactId> <version>2.9.0</version> </dependency>

</dependencies> </project>

Acceptor.cfg [DEFAULT] ConnectionType=acceptor SocketAcceptPort=5001 SocketConnectHost=localhost SocketReuseAddress=Y StartTime=00:00:00 EndTime=00:00:00 FileLogPath=log FileStorePath=c:\fixfi SocketKeepAlive=Y SocketTcpNoDelay=Y

[SESSION] BeginString=FIX.4.2 SenderCompID=FixAcceptor TargetCompID=FixClient8019 DataDictionary=.\FIX42.xml

FixAcceptor.java

package com;

import java.io.File;

import quickfix.Application; import quickfix.DefaultMessageFactory; import quickfix.DoNotSend; import quickfix.FieldNotFound; import quickfix.FileStoreFactory; import quickfix.IncorrectDataFormat; import quickfix.IncorrectTagValue; import quickfix.Message; import quickfix.MessageCracker; import quickfix.RejectLogon; import quickfix.ScreenLogFactory; import quickfix.Session; import quickfix.SessionID; import quickfix.SessionNotFound; import quickfix.SessionSettings;

import quickfix.SocketAcceptor; import quickfix.UnsupportedMessageType; import quickfix.field.AvgPx; import quickfix.field.ClOrdID; import quickfix.field.CumQty; import quickfix.field.ExecID; import quickfix.field.ExecTransType; import quickfix.field.ExecType; import quickfix.field.Headline; import quickfix.field.LeavesQty; import quickfix.field.OrdStatus; import quickfix.field.OrdType; import quickfix.field.OrderID; import quickfix.field.OrderQty; import quickfix.field.Price; import quickfix.field.Side; import quickfix.field.Symbol; import quickfix.fix42.ExecutionReport; import quickfix.fix42.NewOrderSingle; import quickfix.fix42.News;

public class FixAcceptor extends MessageCracker implements Application {

/** * @param args */ public static void main(String[] args) { try { //File file = new File("./conf/acceptor.cfg"); //System.out.println(file.getAbsolutePath()); SessionSettings settings = new SessionSettings("./conf/acceptor.cfg"); FixAcceptor acceptor = new FixAcceptor(); ScreenLogFactory screenLogFactory = new ScreenLogFactory(settings); DefaultMessageFactory messageFactory = new DefaultMessageFactory(); FileStoreFactory fileStoreFactory = new FileStoreFactory(settings); SocketAcceptor socketAcceptor = new SocketAcceptor(acceptor, fileStoreFactory, settings, screenLogFactory,messageFactory); socketAcceptor.start(); System.out.println("press any key to stop the FIX Acceptor/ Exchange Server----->>>>>"); System.in.read(); socketAcceptor.stop(); } catch (Exception e) { e.printStackTrace(); } }

//@Override public void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon { //System.out.println("fromAdmin " + arg0); }

//@Override public void fromApp(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType { //System.out.println("fromApp " + message); crack(message, sessionID);

//@Override public void onCreate(SessionID arg0) { }

//@Override public void onLogon(SessionID sessionID) { // in case you want to update the db or some other thing which keeps track for the logged in // client that can be done here, for the purpose of the example i have just printed

System.out.println("onLogon of "+sessionID);

//

@Override public void onLogout(SessionID arg0) {

} // // @Override public void toAdmin(Message arg0, SessionID arg1) { } // //@Override public void toApp(Message arg0, SessionID arg1) throws DoNotSend { }

/* * @Override This looks interesting, need to check this, email message -* haha. public void onMessage(Email message, SessionID sessionID) throws * FieldNotFound, UnsupportedMessageType, IncorrectTagValue { * super.onMessage(message, sessionID); } */

@Override public void onMessage(NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { // sending some news to the client. try { Session.sendToTarget(new News(new Headline("hello to Fidel..Fixsol")), sessionID); } catch (SessionNotFound e) { e.printStackTrace(); } Symbol symbol = new Symbol(); Side side = new Side(); OrdType ordType = new OrdType(); OrderQty orderQty = new OrderQty(); Price price = new Price(); ClOrdID clOrdID = new ClOrdID();

order.get(symbol); order.get(side); order.get(orderQty); order.get(price); order.get(clOrdID); order.get(ordType);

ExecutionReport executionReport = new ExecutionReport( getOrderIDCounter(), getExecutionIDCounter(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.FILLED), symbol, side, new LeavesQty(0),new CumQty(orderQty.getValue()), new AvgPx(price.getValue())); executionReport.set(clOrdID); executionReport.set(orderQty); try { Session.sendToTarget(executionReport, sessionID); System.out.println("NewOrderSingle Execution Completed----->>>>>"); } catch (SessionNotFound ex) { ex.printStackTrace(); System.out.println("Error during order execution" + ex.getMessage()); } }

private int orderIDCounter; private int executionIDCounter;

public OrderID getOrderIDCounter() { orderIDCounter++; return new OrderID(String.valueOf(orderIDCounter)); }

public ExecID getExecutionIDCounter() { executionIDCounter++; return new ExecID(String.valueOf(executionIDCounter)); } }

Initiator1.cfg
[DEFAULT] ConnectionType=initiator HeartBtInt=20 ReconnectInterval=1 FileStorePath=c:\fixfi FileLogPath=.\log StartTime=00:00:00 EndTime=00:00:00 UseDataDictionary=Y SocketReuseAddress=Y SocketKeepAlive=Y SocketTcpNoDelay=Y SocketConnectHost=localhost [SESSION] BeginString=FIX.4.2 SenderCompID=FixClient8019 TargetCompID=FixAcceptor SocketConnectPort=5001

FixInitiator.java

package com;

import java.util.ArrayList;

import java.util.Date; import java.util.concurrent.CountDownLatch;

import quickfix.ApplicationAdapter; import quickfix.ConfigError; import quickfix.DefaultMessageFactory; import quickfix.FieldNotFound; import quickfix.FileStoreFactory; import quickfix.IncorrectDataFormat; import quickfix.IncorrectTagValue; import quickfix.Message; import quickfix.RejectLogon; import quickfix.ScreenLogFactory; import quickfix.Session; import quickfix.SessionID; import quickfix.SessionNotFound; import quickfix.SessionSettings; import quickfix.SocketInitiator; import quickfix.UnsupportedMessageType; import quickfix.field.ClOrdID; import quickfix.field.ExecType; 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.ExecutionReport; import quickfix.fix42.NewOrderSingle;

public class FixInitator extends ApplicationAdapter {

private SocketInitiator socketInitiator; private static final CountDownLatch shutdownLatch = new CountDownLatch(1);

public static void main(String[] args) throws ConfigError { FixInitator fixIniator = new FixInitator(); SessionSettings sessionSettings = new SessionSettings("./conf/initiator1.cfg"); ApplicationAdapter application = new FixInitator(); FileStoreFactory fileStoreFactory = new FileStoreFactory(sessionSettings); ScreenLogFactory screenLogFactory = new ScreenLogFactory(sessionSettings); DefaultMessageFactory defaultMessageFactory = new DefaultMessageFactory(); fixIniator.socketInitiator = new SocketInitiator(application,fileStoreFactory, sessionSettings, screenLogFactory,defaultMessageFactory); fixIniator.socketInitiator.start();

try {

Thread.sleep(30000); } catch (InterruptedException e1) { e1.printStackTrace(); } ArrayList<SessionID> sessions = fixIniator.socketInitiator.getSessions(); NewOrderSingle order = new NewOrderSingle(new ClOrdID("MISYS1002"), new HandlInst(HandlInst.MANUAL_ORDER), new Symbol("MISYS"), new Side(Side.BUY), new TransactTime(new Date()), new OrdType(OrdType.LIMIT));

order.set(new OrderQty(45)); order.set(new Price(240.90)); SessionID sessionID = sessions.get(0); System.out.println("Sending Order to Server"); try { Session.sendToTarget(order, sessionID); } catch (SessionNotFound e) { e.printStackTrace(); } try { Thread.sleep(30000); } catch (InterruptedException e1) { e1.printStackTrace(); }

// try { shutdownLatch.await(); } catch (InterruptedException e1){ // e1.printStackTrace(); } System.out.println("Going to stop socketInitiator"); fixIniator.socketInitiator.stop(); }

@Override public void onLogon(SessionID sessionId) { super.onLogon(sessionId); System.out.println("Logon requested by client"); }

@Override public void fromAdmin(quickfix.Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue,RejectLogon { super.fromAdmin(message, sessionId); }

@Override public void onCreate(SessionID sessionId) { super.onCreate(sessionId); }

@Override protected void finalize() throws Throwable { super.finalize(); if (null != this.socketInitiator) { this.socketInitiator.stop(); } }

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

if (message instanceof ExecutionReport) { ExecutionReport executionReport = (ExecutionReport) message; try { ExecType executionType = (ExecType) executionReport.getExecType(); System.out.println(executionType); System.out.println("----->>>>>Received execution report for the requested order from Exchange \n"); } catch (FieldNotFound e) { e.printStackTrace(); } }

} } You can download FIX42.xml from net First run Acceptor class and then initiator.java class Your connection is established between client/server .