quickfix/doc/html/application.html at master · githubCode3a/quickfix · GitHub

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<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">

<html>
<head>
  <link href="doxygen.css" rel="stylesheet" type="text/css">

  <title>Creating Your Application</title>
</head>

<body>
  <div class='header'>
    <div class='headerTitle'>
      Creating Your Application
    </div>
  </div>

  <div class='contents'>
    <p>Creating a FIX application is as easy as implementing the
    QuickFIX Application interface. The C++ interface is defined in
    the following code segment:</p>See this code in <a href=
    "python/application_1.html">PYTHON</a>, <a href=
    "ruby/application_1.html">RUBY</a>
    <pre class='fragment'>
namespace FIX
{
  class Application
  {
  public:
    virtual ~Application() {};
    virtual void onCreate( const SessionID&amp; ) = 0;
    virtual void onLogon( const SessionID&amp; ) = 0;
    virtual void onLogout( const SessionID&amp; ) = 0;
    virtual void toAdmin( Message&amp;, const SessionID&amp; ) = 0;
    virtual void toApp( Message&amp;, const SessionID&amp; )
      throw( DoNotSend ) = 0;
    virtual void fromAdmin( const Message&amp;, const SessionID&amp; )
      throw( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon ) = 0;
    virtual void fromApp( const Message&amp;, const SessionID&amp; )
      throw( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType ) = 0;
  };
}
</pre>

    <p>These methods act as callbacks from your FIX
    sessions.<br></p>

    <div style="margin-left: 2em">
      <u><b>onCreate</b></u> is called when quickfix creates a new
      session. A session comes into and remains in existence for
      the life of the application. Sessions exist whether or not a
      counter party is connected to it. As soon as a session is
      created, you can begin sending messages to it. If no one is
      logged on, the messages will be sent at the time a connection
      is established with the counterparty.<br>
      <br>
      <u><b>onLogon</b></u> notifies you when a valid logon has
      been established with a counter party. This is called when a
      connection has been established and the FIX logon process has
      completed with both parties exchanging valid logon
      messages.<br>
      <br>
      <u><b>onLogout</b></u> notifies you when an FIX session is no
      longer online. This could happen during a normal logout
      exchange or because of a forced termination or a loss of
      network connection.<br>
      <br>
      <u><b>toAdmin</b></u> provides you with a peek at the
      administrative messages that are being sent from your FIX
      engine to the counter party. This is normally not useful for
      an application however it is provided for any logging you may
      wish to do. Notice that the FIX::Message is not const. This
      allows you to add fields to an adminstrative message before
      it is sent out.<br>
      <br>
      <u><b>toApp</b></u> is a callback for application messages
      that are being sent to a counterparty. If you throw a
      <i>DoNotSend</i> exception in this function, the application
      will not send the message. This is mostly useful if the
      application has been asked to resend a message such as an
      order that is no longer relevant for the current market.
      Messages that are being resent are marked with the
      <i>PossDupFlag</i> in the header set to true; If a
      <i>DoNotSend</i> exception is thrown and the flag is set to
      true, a sequence reset will be sent in place of the message.
      If it is set to false, the message will simply not be sent.
      Notice that the FIX::Message is not const. This allows you to
      add fields to an application message before it is sent
      out.<br>
      <br>
      <u><b>fromAdmin</b></u> notifies you when an administrative
      message is sent from a counterparty to your FIX engine. This
      can be usefull for doing extra validation on logon messages
      like validating passwords. Throwing a <i>RejectLogon</i>
      exception will disconnect the counterparty.<br>
      <br>
      <u><b>fromApp</b></u> receives application level request. If
      your application is a sell-side OMS, this is where you will
      get your new order requests. If you were a buy side, you
      would get your execution reports here. If a
      <i>FieldNotFound</i> exception is thrown, the counterparty
      will receive a reject indicating a conditionally required
      field is missing. The Message class will throw this exception
      when trying to retrieve a missing field, so you will rarely
      need the throw this explicitly. You can also throw an
      <i>UnsupportedMessageType</i> exception. This will result in
      the counterparty getting a reject informing them your
      application cannot process those types of messages. An
      <i>IncorrectTagValue</i> can also be thrown if a field
      contains a value you do not support.
    </div>

    <p>The sample code below shows how you might start up a FIX
    acceptor which listens on a socket. If you wanted an initiator,
    you would replace the acceptor in this code fragment with a
    <i>SocketInitiator</i>.</p>See this code in <a href=
    "python/application_2.html">PYTHON</a>, <a href=
    "ruby/application_2.html">RUBY</a>
    <pre class='fragment'>
#include "quickfix/FileStore.h"
#include "quickfix/FileLog.h"
#include "quickfix/SocketAcceptor.h"
#include "quickfix/Session.h"
#include "quickfix/SessionSettings.h"
#include "quickfix/Application.h"

int main( int argc, char** argv )
{
  try
  {
    if(argc &lt; 2) return 1;
    std::string fileName = argv[1];

    FIX::SessionSettings settings(fileName);

    MyApplication application;
    FIX::FileStoreFactory storeFactory(settings);
    FIX::FileLogFactory logFactory(settings);
    FIX::SocketAcceptor acceptor
      (application, storeFactory, settings, logFactory /*optional*/);
    acceptor.start();
    // while( condition == true ) { do something; }
    acceptor.stop();
    return 0;
  }
  catch(FIX::ConfigError&amp; e)
  {
    std::cout &lt;&lt; e.what();
    return 1;
  }
}
</pre>
  </div>
</body>
</html>