Java 序列化和反序列化后,Quickfix消息不同
我正在尝试实现创建修复消息以手动创建Java 序列化和反序列化后,Quickfix消息不同,java,quickfixj,Java,Quickfixj,我正在尝试实现创建修复消息以手动创建MarketDataIncrementalRefresh。当我将创建的消息转换为String时,然后将其从该字符串转换为MarketDataIncrementalRefresh——我将获得另一个MarketDataIncrementalRefresh 我不明白我的代码出了什么问题 import static org.testng.Assert.assertEquals; import org.testng.annotations.Test; import
MarketDataIncrementalRefresh
。当我将创建的消息转换为String
时,然后将其从该字符串转换为MarketDataIncrementalRefresh
——我将获得另一个MarketDataIncrementalRefresh
我不明白我的代码出了什么问题
import static org.testng.Assert.assertEquals;
import org.testng.annotations.Test;
import quickfix.ConfigError;
import quickfix.DataDictionary;
import quickfix.InvalidMessage;
import quickfix.field.MDEntryPx;
import quickfix.field.MDEntrySize;
import quickfix.field.MDEntryType;
import quickfix.field.MDUpdateAction;
import quickfix.field.Symbol;
import quickfix.fix44.MarketDataIncrementalRefresh;
import quickfix.fix44.MarketDataSnapshotFullRefresh;
public class TradeEventToFixMessageConverterTest2 {
private static final DataDictionary dataDictionary;
static {
try {
dataDictionary = new DataDictionary(TradeEventToFixMessageConverterTest2.class.getResourceAsStream("/conf/FIX44-CUSTOM.xml"));
} catch (ConfigError configError) {
throw new ExceptionInInitializerError(configError);
}
}
@Test
public void rawTest() throws InvalidMessage {
MarketDataIncrementalRefresh fixMessage = new MarketDataIncrementalRefresh();
MarketDataSnapshotFullRefresh.NoMDEntries group = new MarketDataSnapshotFullRefresh.NoMDEntries();
group.setField(new MDUpdateAction(MDUpdateAction.NEW));
group.setField(new MDEntryType(MDEntryType.TRADE));
group.setField(new Symbol("123456"));
group.setField(new MDEntryPx(12345L));
group.setField(new MDEntrySize(1234.0));
fixMessage.addGroup(group);
String fixString = fixMessage.toString();
System.out.println(fixString);
MarketDataIncrementalRefresh reversed = createMarketDataRequest(fixString);
System.out.println(reversed.toString());
assertEquals(reversed.toString(), fixString);
}
private MarketDataIncrementalRefresh createMarketDataRequest(String fixString) throws InvalidMessage {
MarketDataIncrementalRefresh message = new MarketDataIncrementalRefresh();
message.fromString(fixString, dataDictionary, true);
return message;
}
FIX Dictionary基于standart FIX44,看起来像
<message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
<field name="MDReqID" required="N"/>
<group name="NoMDEntries" required="Y">
<field name="MDUpdateAction" required="Y"/>
<field name="MDEntryType" required="N"/>
<field name="MDEntryID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="MDEntryPx" required="N"/>
<field name="MDEntrySize" required="N"/>
</group>
</message>
我错过了什么?任何帮助都是有用的
更新
这是我的代码输入错误-我构造了MarketDataIncrementalRefresh
,但添加了MarketDataSnapshotFullRefresh.NoMDEntries
。我将其更改为MarketDataIncrementalRefresh.NoMDEntries
,一切正常。查看toString()
产生的修复字符串。我怀疑它实际上可能与您的自定义DataDictionary不匹配,而是使用默认vanilla FIX44.xml字典中的字段顺序构建的
在构建消息的过程中,您不会传入自定义DD。这可能意味着它没有使用它
不幸的是,我的QF/j经验已经过时,我不知道如何或在何处将DD注入消息构造过程。我查看了API,但没有看到它的函数
(当然,我对所有QF用户的一般建议是从自定义DD重新生成和重建代码,这样您就不会有这个问题。)非常感谢您的帮助!我每样东西都检查了两次,发现了问题。这是我代码中的输入错误-我构造了MarketDataIncrementalRefresh
,但添加了MarketDataSnapshotFullRefresh.NoMDEntries
。我将它改为MarketDataIncrementalRefresh.NoMDEntries
,一切都很好。啊,很好。抢手货
2018-04-23 14:59:54.508 +0000 ERROR [QFJ Message Processor] quickfixj.errorEvent - FIX.4.4:1/Quote->QUICKFIX: Reject sent for Message 2: Out of order repeating group members:269