詳解FIX協議的原理、訊息格式及配置開發

樣例：8=FIX.4.29=7335=A34=149=CLIENT52=20181119-10:42:48.76856=SERVER98=0108=30141=Y10=208
1、訊息長度：9=73
35=A34=149=CLIENT52=20181119-10:42:48.76856=SERVER98=0108=30141=Y（這段長度）
2、效驗碼檢查
char *GenerateCheckSum( char *buf, long bufLen ) {
static char tmpBuf[ 4 ]; long idx;
unsigned int cks;
for( idx = 0L, cks = 0; idx < bufLen; cks += (unsigned int)buf[ idx++ ] ); sprintf( tmpBuf, “%03d”, (unsigned int)( cks % 256 ) );
return( tmpBuf );
}

# 定義會話的預設配置（default節點）
[DEFAULT]
FileStorePath=store
FileLogPath=log
ConnectionType=acceptor
ReconnectInterval=60
SenderCompID=SERVER
ResetOnDisconnect=Y
ResetOnLogout=Y
ResetOnLogon=Y
[SESSION]
BeginString=FIX.4.2
TargetCompID=CLIENT
StartTime=00:00:00
EndTime=23:59:59
HeartBtInt=30
SocketAcceptHost=127.0.0.1
SocketAcceptPort=6666
DataDictionary=FIX42.xml

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
FileLogPath=log
FileStorePath=store
StartTime=00:00:00
EndTime=23:59:59
HeartBtInt=30
ResetOnDisconnect=Y
ResetOnLogout=Y
ResetOnLogon=Y
[SESSION]
BeginString=FIX.4.2
SenderCompID=CLIENT
TargetCompID=SERVER
SocketConnectPort=6666
SocketConnectHost=127.0.0.1
DataDictionary=FIX42.xml

package com.app.fix;
import quickfix.*;
/**
 * 服務啟動主類(執行緒)
 */
public class FixServer {
    private static ThreadedSocketAcceptor acceptor = null;
    /**
     * 指定配置檔案啟動
     *
     * @param propFile
     * @throws ConfigError
     * @throws FieldConvertError
     */
    public FixServer(String propFile) throws ConfigError, FieldConvertError {
        // 設定配置檔案
        SessionSettings settings = new SessionSettings(propFile);
        // 設定一個APPlication
        Application application = new FixServerApplication();
        /**
         *
         * quickfix.MessageStore 有2種實現。 quickfix.JdbcStore,quickfix.FileStore .
         * JdbcStoreFactory 負責建立JdbcStore ， FileStoreFactory 負責建立FileStorequickfix
         * 預設用檔案儲存，因為檔案儲存效率高。
         */
        MessageStoreFactory storeFactory = new FileStoreFactory(settings);
        LogFactory logFactory = new FileLogFactory(settings);
        MessageFactory messageFactory = new DefaultMessageFactory();
        acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);
    }
    private void startServer() throws RuntimeError, ConfigError {
        acceptor.start();
    }
    /**
     * 測試本地使用的main方法
     *
     * @param args
     * @throws FieldConvertError
     * @throws ConfigError
     */
    public static void main(String[] args) throws ConfigError, FieldConvertError {
        FixServer fixServer = new FixServer("res/acceptor.config");
        fixServer.startServer();
    }
}

package com.app.fix;
import quickfix.Application;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.Message;
import quickfix.MessageCracker;
import quickfix.RejectLogon;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.UnsupportedMessageType;
import quickfix.field.MsgType;
/**
 * 
 */
public class FixServerApplication extends MessageCracker implements Application {
    @Override
    protected void onMessage(Message message, SessionID sessionID) {
        try {
            String msgType = message.getHeader().getString(35);
            Session session = Session.lookupSession(sessionID);
            switch (msgType) {
                case MsgType.LOGON: // 登陸
                    session.logon();
                    session.sentLogon();
                    break;
                case MsgType.HEARTBEAT: // 心跳
                    session.generateHeartbeat();
                    break;
            }
        } catch (FieldNotFound e) {
            e.printStackTrace();
        }
    }
    @Override
    public void onCreate(SessionID sessionId) {
        System.out.println(" 伺服器啟動時候呼叫此方法建立");
    }
    @Override
    public void onLogon(SessionID sessionId) {
        System.out.println("客戶端登陸成功時候呼叫此方法");
    }
    @Override
    public void onLogout(SessionID sessionId) {
        System.out.println("客戶端斷開連線時候呼叫此方法");
    }
    @Override
    public void toAdmin(Message message, SessionID sessionId) {
        System.out.println("傳送會話訊息時候呼叫此方法");
    }
    @Override
    public void toApp(Message message, SessionID sessionId) throws DoNotSend {
        System.out.println("傳送業務訊息時候呼叫此方法");
    }
    @Override
    public void fromAdmin(Message message, SessionID sessionId)
            throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {
        System.out.println("接收會話型別訊息時呼叫此方法");
        try {
            crack(message, sessionId);
        } catch (UnsupportedMessageType | FieldNotFound | IncorrectTagValue e) {
            e.printStackTrace();
        }
    }
    @Override
    public void fromApp(Message message, SessionID sessionId)
            throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        System.out.println("接收業務訊息時呼叫此方法");
        crack(message, sessionId);
    }
}

package com.app.fix;
import quickfix.*;
import quickfix.field.*;
import quickfix.fix42.NewOrderSingle;
import java.io.FileNotFoundException;
import java.util.Date;
public class FixClient 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");
        FixClient.sessionID = sessionID;
    }
    @Override
    public void onLogout(SessionID sessionID) {
        System.out.println("OnLogout");
        FixClient.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 FixClient();
        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("YRD"),
                new Side(Side.BUY), new TransactTime(new Date()), new OrdType(OrdType.MARKET));
        Session.sendToTarget(newOrder, sessionID);
        Thread.sleep(5000);
    }
}