Java 如何使用QuickFIX/J发送修复消息

我需要一个如何初始化会话和发送一个修复消息的简单示例。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();

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QuickFIX/J的安装中包括一些示例，即

Executor

和

Banzai

。你可以读一下

QuickFIX附带了几个示例应用程序。这些应用程序位于quickfix/examples目录中。它们不是为了展示良好的应用程序设计，也不是为了在实际生产系统中使用。它们只是作为如何使用QuickFIX构建应用程序的教程提供的

Executor是一个非常简单的订单执行模拟器。它只支持限额订单，并且总是完全填写限额订单

班扎伊是一个简单的交易客户。它可以与Executor一起使用，以查看在订单执行的买卖双方使用QuickFIX/J的简单示例

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从上面的代码中，我看到您有一个启动器应用程序（客户端），还需要创建一个

acceptor

应用程序（服务器）。下面我附加了两个类，它们将实现您想要的功能

首先，我将列出

acceptor

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, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, 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, true);
        MessageFactory messageFactory = new DefaultMessageFactory();

        Acceptor initiator = new SocketAcceptor(application, messageStoreFactory, settings, logFactory, 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。以下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，然后将向其发送消息：

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, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, 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, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        System.out.println("FromApp");
    }

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

        Application application = new ClientApplication();
        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();

        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

）与用于接收器的配置文件几乎相同：

[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

配置文件都缺少一些选项，但出于测试目的就足够了。每个类都添加了一个main方法，用于测试所需的案例

通常情况下，它们的启动或停止方式会有所不同。服务器应用程序侦听消息/连接，并且从不停止，而客户端应用程序在发送第一条消息后立即停止