Quickfix/j (2): Receiving and sending messages

quickfix/j Session

All messages sent and received by QJ are based on sessions. In the configuration file we see two tags: sendercompid/targetcompid, just like the message that is passed literally, it represents the target party and initiator of the receiving session.

"Clinet"
Connectiontype=initiator
Sendercompid=flyzhang
Targetcompid=fixserver
beginstring=fix4.4 (the version number of the fix protocol based on the session)
"Server"
Connectiontype=acceptor
Sendercompid=fixserver
targetcompid=*
beginstring=fix4.4 (Session based on the Fix Protocol version number) quickfix/j initiating/Feedback request Information

When creating a message, it needs to be constructed strictly according to the field description (whether required, type, etc.) in the message label in Fix44.xml;
Otherwise, it will be denied service by the server side. New Order Request

Quickfix.fix44.NewOrderSingle newordersinglerequest = new Quickfix.fix44.NewOrderSingle ();
        Newordersinglerequest.set (New Clordid ("QSD"));
        Newordersinglerequest.set (New OrderQty (1));
        Newordersinglerequest.set (New Ordtype (' 2 '));
        Newordersinglerequest.set (new price);
        Newordersinglerequest.set (New Side (' 1 '));
        Newordersinglerequest.set (New Symbol ("LTC/CNY"));
        Newordersinglerequest.set (New Transacttime ());
        Session.send (newordersinglerequest);

Fix return information label Description

Fix Standard protocol number

http://www.onixs.biz/fix-dictionary/4.4/fields_by_tag.html messagecracker function

The landlord recently in writing fix procedure, always do not understand what to do with it; the recent free look at the source found that its main role is to the message for streaming. It can be understood that a simple factory pattern calls different handle methods for different meeage.

@Handler
protected void Marketdatarequesthandle (Quickfix.fix44.MarketDataRequest message, SessionID SessionID);
@Handler
protected void Newordersinglehandle (Quickfix.fix44.NewOrderSingle message  , SessionID SessionID);
......

Calling this method public
void Fromapp (Quickfix) When a business message is received. Message message, SessionID SessionID) {
        crack (message, SessionID);
    }

 public void crack (Quickfix. Message message, SessionID SessionID) {
        //source code we will find that in the initialization messagecaker called the Initialize method loaded Invokers set
        invoker Invoker = Invokers.get (Message.getclass ()); Gets if there is no corresponding handle 
        if (invoker!= null) {
            invoker. Invoke (message, SessionID); 
        } else {
            onMessage (message, SessionID);//If the underlying method is not invoked
        }

applaction Full Demo

Import Quickfix. Application;
Import Quickfix. Messagecracker;
public class MyApplication extends Messagecracker implements Quickfix. Application
{public
    void Fromapp (Message message, SessionID SessionID)
          throws Fieldnotfound, Unsupportedmessagetype, Incorrecttagvalue {
      crack (message, SessionID);
    }
    Use annotation annotations to handle email_message
    @Handler public
    void Myemailhandler (Quickfix.fix50.Email Email, SessionID SessionID) {
         //handler implementation
    }
    //default public
    void OnMessage (Quickfix.fix44.Email Email, SessionID SessionID) {
        //handler implementation
    }
}

Message Sending There are two ways to send messages

The first way
session.sendtotarget (message, "Sendercompid", "targetcompid");

The second way sessions session
= Session.lookupsession (SessionID);
Session.send (message);

use fix Group to send information

In the actual business, we often encounter to send "collection" information, such as multiple order information, bulk query.
FIX provides us with a group label that can be used for related operations.

Marketdatasnapshotfullrefresh marketdata = new Marketdatasnapshotfullrefresh (); 
    Marketdata.set (new symbol ("symbol"));
    Marketdata.set (New Mdreqid ("Mdreqid"));
    for (Trade trade:trades) {////group collection of transactions in the landlord's business
        , in the next article, explain how to customize your group label
            Marketdatasnapshotfullrefresh.nomdentries trade = new Marketdatasnapshotfullrefresh.nomdentries ();
             Trade. Set (New Mdentrytype (' 2 '));
             Trade. Set (new MDENTRYPX (1));
             Trade. Set (new Mdentrysize (1));
             Trade. Set (New OrderID ("5569998"));
             Add the data to the quotes data
         marketdata. AddGroup (trade);