java quickfix_使用Quickfix/J实现数据接口的java版接入，有哪位大神有客户端的demo吗？...

Initiator实现

客户端配置文件

[default]

FileStorePath=data/initiator

SocketConnectHost=127.0.0.1

SocketConnectPort=9999

ConnectionType=initiator

TargetCompID=QFJ_ACCEPTOR

StartTime=00:00:00

EndTime=23:00:00

HeartBtInt=30

FileLogPath=logs-initiator

# FIX50SP1.modified.xml的存放位置

AppDataDictionary=D:\Code\myqfjdemo\qfjacceptor\src\main\resources\FIX50SP1.modified.xml

UseDataDictionary=Y

ResetOnLogon=Y

ResetSeqNumFlag=Y

EnableNextExpectedMsgSeqNum=Y

BeginString=FIXT.1.1

DefaultApplVerID=FIX.5.0SP1

​

[session]

SenderCompID=QFJ_INITIATOR1

先定义一个initiator工具类，负责创建Initiator、启动停止

package org.demo.myqfjdemo.initiator;

​

import org.slf4j.Logger;

import org.slf4j.LoggerFactory;

import quickfix.*;

​

public class QfjInitiator {

​

private static final Logger logger = LoggerFactory.getLogger(QfjInitiator.class);

private static final String SESSION_SETTINGS_PATH = "/quickfix.properties";

​

private static SocketInitiator initiator;

private static SessionSettings sessionSettings;

private static QfjInitiatorApplication application;

​

private QfjInitiator() {};

​

public static void startServer() {

try {

sessionSettings = new SessionSettings(QfjInitiator.class.getResourceAsStream(SESSION_SETTINGS_PATH));

} catch (ConfigError configError) {

logger.error("SessionSettings config error " + configError);

}

​

application = new QfjInitiatorApplication();

MessageStoreFactory msgStoreFactory = new FileStoreFactory(sessionSettings);

LogFactory logFactory = new FileLogFactory(sessionSettings);

MessageFactory msgFactory = new DefaultMessageFactory();

try {

initiator = new SocketInitiator(application,

msgStoreFactory,

sessionSettings,

logFactory,

msgFactory);

initiator.start();

} catch (ConfigError configError) {

configError.printStackTrace();

logger.error("New initiator error " + configError);

}

}

​

public static void stopServer() {

initiator.stop();

}

​

}

实现Application

package org.demo.myqfjdemo.initiator;

​

import org.slf4j.Logger;

import org.slf4j.LoggerFactory;

import quickfix.*;

import quickfix.field.*;

import quickfix.fix50sp1.DemoMsg;

import quickfix.fix50sp1.MessageCracker;

import quickfix.fix50sp1.NewOrderSingle;

import quickfix.fix50sp1.component.OrderQtyData;

​

import java.time.LocalDateTime;

​

public class QfjInitiatorApplication extends MessageCracker implements Application {

​

private static final Logger logger = LoggerFactory.getLogger(QfjInitiatorApplication.class);

​

@Override

public void onCreate(SessionID sessionId) {

logger.info("onCreate is called " + sessionId);

}

​

@Override

public void onLogon(SessionID sessionId) {

logger.info("onLogon is called");

}

​

@Override

public void onLogout(SessionID sessionId) {

logger.info("onLogout is called");

}

​

@Override

public void toAdmin(Message message, SessionID sessionId) {

logger.info("toAdmin is called");

}

​

@Override

public void fromAdmin(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {

logger.info("fromAdmin is called");

}

​

@Override

public void toApp(Message message, SessionID sessionId) throws DoNotSend {

logger.info("toApp is called");

}

​

@Override

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

logger.info("fromApp is called");

crack(message, sessionId);

}

​

//收到下单消息的回调

@Override

public void onMessage(NewOrderSingle message, SessionID sessionID) throws FieldNotFound {

logger.info("Received NewOrderSingle Message");

}

​

​

//订阅下单消息

public static void sendNewOrderRequest(SessionID sessionID) throws SessionNotFound {

NewOrderSingle order = new NewOrderSingle(

new ClOrdID("mockedClOrdID"), new Side(Side.BUY),

new TransactTime(), new OrdType(OrdType.LIMIT));

order.set(new OrderQty(45.00));

order.set(new Symbol("mockedSymbol"));

order.set(new HandlInst('1'));

logger.info("send order " + order.toString());

while(true){

Session.sendToTarget(order, sessionID);

try {

Thread.sleep(2000);

} catch (InterruptedException e) {

e.printStackTrace();

}

}

}

​

}

启动类

package org.demo.myqfjdemo.main;

​

import org.demo.myqfjdemo.initiator.QfjInitiator;

import org.demo.myqfjdemo.initiator.QfjInitiatorApplication;

import quickfix.SessionID;

import quickfix.SessionNotFound;

​

public class InitiatorMain {

​

public static void main(String[] args) {

QfjInitiator.startServer();

​

try {

Thread.sleep(5000);

// 启动一个Session，记得参考你的quickfix.properties设定

SessionID sessionID1 = new SessionID("FIXT.1.1", "QFJ_INITIATOR1", "QFJ_ACCEPTOR");

QfjInitiatorApplication.sendNewOrderRequest(sessionID1);

} catch (InterruptedException | SessionNotFound e) {

e.printStackTrace();

}

​

}

}

Acceptor实现

配置文件

[default]

FileStorePath=data/acceptor

SocketConnectHost=127.0.0.1

SocketAcceptPort=9999

ConnectionType=acceptor

SenderCompID=QFJ_ACCEPTOR

StartTime=00:00:00

EndTime=23:00:00

HeartBtInt=30

FileLogPath=logs-acceptor

AppDataDictionary=D:\Code\myqfjdemo\qfjacceptor\src\main\resources\FIX50SP1.modified.xml

UseDataDictionary=Y

ResetOnLogon=Y

ResetSeqNumFlag=Y

EnableNextExpectedMsgSeqNum=Y

BeginString=FIXT.1.1

DefaultApplVerID=FIX.5.0SP1

​

[session]

TargetCompID=QFJ_INITIATOR1

工具类

package org.demo.myqfjdemo.acceptor;

​

import org.slf4j.Logger;

import org.slf4j.LoggerFactory;

import quickfix.*;

​

public class QfjAcceptor {

​

private static final Logger logger = LoggerFactory.getLogger(QfjAcceptor.class);

private static final String SESSION_SETTINGS_PATH = "/quickfix.properties";

​

private static ThreadedSocketAcceptor acceptor;

private static SessionSettings sessionSettings;

private static QfjAcceptorApplication application;

​

private QfjAcceptor() {}

​

public static void startServer() {

try {

sessionSettings = new SessionSettings(QfjAcceptor.class.getResourceAsStream(SESSION_SETTINGS_PATH));

} catch (ConfigError configError) {

logger.error("SessionSettings config error " + configError);

}

​

application = new QfjAcceptorApplication();

MessageStoreFactory msgStoreFactory = new FileStoreFactory(sessionSettings);

LogFactory logFactory = new FileLogFactory(sessionSettings);

MessageFactory msgFactory = new DefaultMessageFactory();

​

try {

acceptor = new ThreadedSocketAcceptor(application,

msgStoreFactory,

sessionSettings,

logFactory,

msgFactory);

​

acceptor.start();

} catch (ConfigError configError) {

configError.printStackTrace();

}

}

​

public static int getQueueSize() {

return acceptor.getQueueSize();

}

​

public static void stopServer() {

acceptor.stop();

}

​

}

实现application

package org.demo.myqfjdemo.acceptor;

​

import org.slf4j.Logger;

import org.slf4j.LoggerFactory;

import quickfix.*;

import quickfix.field.*;

import quickfix.fix50sp1.DemoMsg;

import quickfix.fix50sp1.NewOrderSingle;

​

public class QfjAcceptorApplication extends MessageCracker implements Application {

private static final Logger logger = LoggerFactory.getLogger(QfjAcceptorApplication.class);

​

public void onCreate(SessionID sessionId) {

logger.info("onCreate is called " + sessionId);

}

​

public void onLogon(SessionID sessionId) {

logger.info("onLogon is called");

}

​

public void onLogout(SessionID sessionId) {

logger.info("onLogout is called");

}

​

public void toAdmin(Message message, SessionID sessionId) {

logger.info("toAdmin is called");

}

​

public void fromAdmin(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {

logger.info("fromAdmin is called");

}

​

public void toApp(Message message, SessionID sessionId) throws DoNotSend {

logger.info("toApp is called");

}

​

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

logger.info("fromApp is called");

//调用相应的onMessage发送消息给initiator

crack(message, sessionId);

}

​

public void onMessage(NewOrderSingle message, SessionID sessionID) throws FieldNotFound {

// 返还一个订单回复

NewOrderSingle order = new NewOrderSingle(

new ClOrdID("mockedClOrdID"), new Side(Side.BUY),

new TransactTime(), new OrdType(OrdType.LIMIT));

order.set(new OrderQty(45.00));

order.set(new Symbol("mockedSymbol"));

order.set(new HandlInst('1'));

try {

Session.sendToTarget(order, sessionID);

logger.info("acceptor send msessage " + order);

} catch (SessionNotFound sessionNotFound) {

sessionNotFound.printStackTrace();

}

}

​

}

启动类

package org.demo.myqfjdemo.main;

​

import org.demo.myqfjdemo.acceptor.QfjAcceptor;

import quickfix.SessionID;

​

public class AcceptorMain {

​

public static void main(String[] args) {

QfjAcceptor.startServer();

while(true) {

//等待消息

}

}

​

}