#include <B2BITS_FixEngine.h>

Collaboration diagram for Engine::FixEngine:

Public Member Functions
void	backupLogFile (const std::string &backupFilePath)
	Backups engine's log file under the given name and opens a new one.
FastCoder *	createFastCoder (std::string const &template_fn, Engine::FIXVersion protocolVersion)
	Creates FastCoder.
FastDecoder *	createFastDecoder (std::string const &template_fn, Engine::FIXVersion protocolVersion)
	Creates FastDecoder.
Session *	createFastSession (std::string const &templateFn, Application pApp, const std::string &senderCompID, const std::string &targetCompID, FIXVersion appVer, const SessionExtraParameters pParam=NULL, const MessageStorageType storageType=persistentMM_storageType)
	Creates FIX-over-FAST session.
ProtocolID	createFixParser (std::string const &scpProtocolName, FixVersionToProtocolName const *appProtocols=NULL)
	Creates protocol using loaded protocol definition files.
Globex::MDApplication *	createMDApplication (Globex::MDApplicationParams const &params, Globex::MDApplicationListener *appListener=NULL)
	Creates instance of the CME Globex FIX/FAST adapter.
Globex::MDApplication *	createMDApplication (Globex::MDApplicationParams const &params, Globex::DataReaderAbstract dataReader, Globex::MDApplicationListener appListener=NULL)
micex_mfix::micex_mfix_application *	createMICEXApplication (micex_mfix::micex_mfix_application_params const &params, micex_mfix::mfix_data_reader_abstract dataReader, micex_mfix::micex_mfix_application_listener appListener=NULL)
micex_mfix::micex_mfix_application *	createMICEXApplication (micex_mfix::micex_mfix_application_params const &params, micex_mfix::micex_mfix_application_listener *appListener=NULL)
	Creates instance of the MICEX MFIX adapter.
ProtocolID	createProtocol (std::string const &name, FIXVersion baseVer, std::string const &additionalXml)
	Register new custom FIX Protocol and returns its identifier.
Session *	createSession (Application pApp, const std::string &senderCompID, const std::string &targetCompID, ProtocolID scpID, const SessionExtraParameters pParam=NULL, const MessageStorageType storageType=persistentMM_storageType, FIXVersion defaultAppProtocol=NA)
	Creates a new FIX Session.
Session *	createSession (Application pApp, const std::string &senderCompID, const std::string &targetCompID, FIXVersion appVer, const SessionExtraParameters pParam=NULL, const MessageStorageType storageType=persistentMM_storageType, UnderlyingProtocol underlyingProtocolType=FIX_TCP)
	Creates a new FIX Session.
Session *	createSession (Application pApp, const std::string &senderCompID, const std::string &targetCompID, const std::string &protocolName, const SessionExtraParameters pParam=NULL, const MessageStorageType storageType=persistentMM_storageType, FIXVersion defaultAppProtocol=NA)
	Creates a new FIX Session.
AdminApplication *	getAdminApplication ()
	Returns administrative application.
FIXVersion	getBaseProtocol (ProtocolID protocolID) const
	Returns base FIX protocol version.
FixDictionary2::DictionaryT::CPtr	getDictionary () const
	Returns reference to protocol dictionary.
int	getListenPort ()
	Returns Engine's listen port.
const FAProperties *	getProperties () const
	Returns settings.
ProtocolID	getProtocolID (const std::string &name) const
	Returns unique protocol ID.
Engine::AsciiString	getProtocolName (ProtocolID protocolID) const
	Returns unique protocol name.
Engine::SessionsManager *	getSessionsManager ()
	Returns the current SessionsManager.
MessageStorageType	getSessionStorageType () const
	Returns the default unregistered session's storage type.
void	getStatistics (Statistics *apS)
	Returns the statistical information.
void	loadProtocolFile (std::string const &fileName)
	Loads protocol definition/customization file.
void	registerAdminApplication (AdminApplication *app)
	Register administrative application.
void	registerEventListener (Engine::EventListener *apListener)
	Registers the given EventListener with FixEngine.
void	registerSessionsManager (SessionsManager *apManager)
	Registers SessionsManager with the engine.
void	setSessionStorageType (const MessageStorageType type)
	Sets the default unregistered session's storage type.
void	stop (void)
	Stops the engine's worker threads.
bool	unregisterEventListener (Engine::EventListener *apListener)
	Unregisters the given EventListener.
Static Public Member Functions
static void	clearAdditionalFields ()
	Destroys the additional fields.
static void	destroy ()
	Destroys the instance of this class.
static const EngineProperties	GetEnginePropertiesDefaults ()
	Retrieves properties defaults.
static std::string	getEngineVersion ()
	Returns version of the FixEngine.
static FixEngine *	init (const EngineProperties &engineProperties)
	Initializes the Engine.
static FixEngine *	init (const std::string &propertiesFileName="", int listenPort=-1, const std::string &engineRoot="", const std::string &additionalFields="")
	Initializes the Engine.
static void	setAdditionalFields (const std::string &propertiesFileName="", const std::string &engineRoot="", const std::string &additionalFields="")
	Initializes the additional fields.
static FixEngine *	singleton ()
	Returns an instance of this class.

Detailed Description

FIX Engine interface.

Definition at line 108 of file B2BITS_FixEngine.h.

Member Function Documentation

void Engine::FixEngine::backupLogFile ( const std::string & backupFilePath )

Backups engine's log file under the given name and opens a new one.

Parameters:

backupFilePath the current engine's log will be moved to this path.

See also:: logFileName_.

static void Engine::FixEngine::clearAdditionalFields ( ) [static]

Destroys the additional fields.

Note:: Do not use it with destroy() method.

FastCoder* Engine::FixEngine::createFastCoder	(	std::string const &	template_fn,
		Engine::FIXVersion	protocolVersion
	)

Creates FastCoder.

FastDecoder* Engine::FixEngine::createFastDecoder	(	std::string const &	template_fn,
		Engine::FIXVersion	protocolVersion
	)

Creates FastDecoder.

Session* Engine::FixEngine::createFastSession	(	std::string const &	templateFn,
		Application *	pApp,
		const std::string &	senderCompID,
		const std::string &	targetCompID,
		FIXVersion	appVer,
		const SessionExtraParameters *	pParam = `NULL`,
		const MessageStorageType	storageType = `persistentMM_storageType`
	)

Creates FIX-over-FAST session.

ProtocolID Engine::FixEngine::createFixParser	(	std::string const &	scpProtocolName,
		FixVersionToProtocolName const *	appProtocols = `NULL`
	)

Creates protocol using loaded protocol definition files.

Parameters:

[in]	scpProtocolName	Protocol name (attribute 'id' in the XML file) to create parser for
[in]	appProtocols	Set of application level protocol. Required if SCP protocol is FIXT 1.1.

Globex::MDApplication* Engine::FixEngine::createMDApplication	(	Globex::MDApplicationParams const &	params,
		Globex::MDApplicationListener *	appListener = `NULL`
	)

Creates instance of the CME Globex FIX/FAST adapter.

Globex::MDApplication* Engine::FixEngine::createMDApplication	(	Globex::MDApplicationParams const &	params,
		Globex::DataReaderAbstract *	dataReader,
		Globex::MDApplicationListener *	appListener = `NULL`
	)

Note:: For testing purposes only.

micex_mfix::micex_mfix_application* Engine::FixEngine::createMICEXApplication	(	micex_mfix::micex_mfix_application_params const &	params,
		micex_mfix::micex_mfix_application_listener *	appListener = `NULL`
	)

Creates instance of the MICEX MFIX adapter.

micex_mfix::micex_mfix_application* Engine::FixEngine::createMICEXApplication	(	micex_mfix::micex_mfix_application_params const &	params,
		micex_mfix::mfix_data_reader_abstract *	dataReader,
		micex_mfix::micex_mfix_application_listener *	appListener = `NULL`
	)

Note:: For testing puproses only

ProtocolID Engine::FixEngine::createProtocol	(	std::string const &	name,
		FIXVersion	baseVer,
		std::string const &	additionalXml
	)

Register new custom FIX Protocol and returns its identifier.

Parameters:

name	Unique name of the protocol
baseVer	Base FIX Version
additionalXml	FIX Protocol customization file

Exceptions:

Utils::Exception If protocol with given name already exists or additionalXml points to default additional.xml file.

Returns:: Unique FIX protocol identifier

Session* Engine::FixEngine::createSession	(	Application *	pApp,
		const std::string &	senderCompID,
		const std::string &	targetCompID,
		ProtocolID	scpID,
		const SessionExtraParameters *	pParam = `NULL`,
		const MessageStorageType	storageType = `persistentMM_storageType`,
		FIXVersion	defaultAppProtocol = `NA`
	)

Creates a new FIX Session.

Parameters:

pApp	a pointer to the Application that will process the incoming messages.
senderCompID	SenderCompID of the session.
targetCompID	TargetCompID of the session.
scpID	FIX session control protocol identifier.
pParam	an option session parameters, can be NULL.
storageType	Message storage type
defaultAppProtocol	Default application FIX protocol version. Required if protocolID points to FIXT 1.1 protocol.

Warning:: Do not delete the Application while the session is not terminated.

Note:: two sessions with the same values of senderCompID and targetCompID can not be created.

Returns:: a pointer to the created session.

Session* Engine::FixEngine::createSession	(	Application *	pApp,
		const std::string &	senderCompID,
		const std::string &	targetCompID,
		FIXVersion	appVer,
		const SessionExtraParameters *	pParam = `NULL`,
		const MessageStorageType	storageType = `persistentMM_storageType`,
		UnderlyingProtocol	underlyingProtocolType = `FIX_TCP`
	)

Creates a new FIX Session.

Parameters:

pApp	a pointer to the Application that will process the incoming messages.
senderCompID	SenderCompID of the session.
targetCompID	TargetCompID of the session.
appVer	Application FIX protocol version or default application FIX protocol in case of FIXT 1.1 session.
pParam	an option session parameters, can be NULL.
storageType	- type of the message storage

Warning:: Do not delete the Application while the session is not terminated.

Note:: two sessions with the same values of senderCompID and targetCompID can not be created.

Returns:: a pointer to the created session.

Session* Engine::FixEngine::createSession	(	Application *	pApp,
		const std::string &	senderCompID,
		const std::string &	targetCompID,
		const std::string &	protocolName,
		const SessionExtraParameters *	pParam = `NULL`,
		const MessageStorageType	storageType = `persistentMM_storageType`,
		FIXVersion	defaultAppProtocol = `NA`
	)

Creates a new FIX Session.

Parameters:

pApp	a pointer to the Application that will process the incoming messages.
senderCompID	SenderCompID of the session.
targetCompID	TargetCompID of the session.
protocolName	Name of the protocol ('id' attribute in the FIX Dictionary file). FIX Parser for this protocol should be created.

See also:: Engine::FixEngine::createFixParser.

Parameters:

pParam	an option session parameters, can be NULL.
storageType	- type of the message storage
defaultAppProtocol	Default application FIX protocol version. Required if underlyingProtocolType equals FIXT11_TCP or protocolID points to FIXT 1.1 protocol.

Warning:: Do not delete the Application while the session is not terminated.

Note:: two sessions with the same values of senderCompID and targetCompID can not be created.

Returns:: a pointer to the created session.

static void Engine::FixEngine::destroy ( ) [static]

Destroys the instance of this class.

Note:: Must be called after the using of FIX Engine to free the allocated resources.

AdminApplication* Engine::FixEngine::getAdminApplication ( )

Returns administrative application.

If there is no registered custom application, embedded is returned.

FIXVersion Engine::FixEngine::getBaseProtocol ( ProtocolID protocolID ) const

Returns base FIX protocol version.

Exceptions:

Utils::Exception If protocol with given ID is not found.

Returns:: base FIX protocol version.

FixDictionary2::DictionaryT::CPtr Engine::FixEngine::getDictionary ( ) const

Returns reference to protocol dictionary.

static const EngineProperties Engine::FixEngine::GetEnginePropertiesDefaults ( ) [static]

Retrieves properties defaults.

Returns:: FIX Engine configuration parameters

static std::string Engine::FixEngine::getEngineVersion ( ) [static]

Returns version of the FixEngine.

Returns:: version of the FixEngine

int Engine::FixEngine::getListenPort ( )

Returns Engine's listen port.

const FAProperties* Engine::FixEngine::getProperties ( ) const

Returns settings.

ProtocolID Engine::FixEngine::getProtocolID ( const std::string & name ) const

Returns unique protocol ID.

Parameters:

[in] Unique protocol name

Exceptions:

Utils::Exception If protocol with given name is not found.

Returns:: unique protocol ID.

Engine::AsciiString Engine::FixEngine::getProtocolName ( ProtocolID protocolID ) const

Returns unique protocol name.

Parameters:

[in] protocolID Unique protocol ID

Exceptions:

Utils::Exception If protocol with given ID is not found.

Returns:: unique protocol name.

Engine::SessionsManager* Engine::FixEngine::getSessionsManager ( )

Returns the current SessionsManager.

MessageStorageType Engine::FixEngine::getSessionStorageType ( ) const

Returns the default unregistered session's storage type.

Returns:: type storage type that will be used in new sessions.

void Engine::FixEngine::getStatistics ( Statistics * apS )

Returns the statistical information.

Parameters:

[out] apS Instance of Statistics to store result.

static FixEngine* Engine::FixEngine::init ( const EngineProperties & engineProperties ) [static]

Initializes the Engine.

Parameters:

propertiesFileName the FIX Engine configuration parameters.

Returns:: pointer to an instance of this class.

Note:: Must be called before any other method of this library.

static FixEngine* Engine::FixEngine::init	(	const std::string &	propertiesFileName = `""`,
		int	listenPort = `-1`,
		const std::string &	engineRoot = `""`,
		const std::string &	additionalFields = `""`
	)		`[static]`

Initializes the Engine.

Parameters:

propertiesFileName	the FIX Engine configuration parameters file name. If it is equal to "", then "./engine.properties" is used.
listenPort	Engine's listen port. Overrides the value from the properties file. If it is equal to -1 then the value from the proterties file is used.
engineRoot	The top of the directory tree under which the engine's configuration, and log files are kept. Do NOT add a slash at the end of the directory path. Overrides the value from the properties file. If it is equal to "", then the value from the properties file is used.
additionalFields	Specifies additional messages fields.

Returns:: pointer to an instance of this class.

Note:: Must be called before any other method of this library.

void Engine::FixEngine::loadProtocolFile ( std::string const & fileName )

Loads protocol definition/customization file.

Parameters:

[in] fileName Path to the protocol file

void Engine::FixEngine::registerAdminApplication ( AdminApplication * app )

Register administrative application.

Parameters:

app	custom administrative application.

Exceptions:

Utils::Exception if administrative application already registered.

void Engine::FixEngine::registerEventListener ( Engine::EventListener * apListener )

Registers the given EventListener with FixEngine.

Parameters:

apListener EventListener

void Engine::FixEngine::registerSessionsManager ( SessionsManager * apManager )

Registers SessionsManager with the engine.

Parameters:

apManager Instance of SessionsManager.

static void Engine::FixEngine::setAdditionalFields	(	const std::string &	propertiesFileName = `""`,
		const std::string &	engineRoot = `""`,
		const std::string &	additionalFields = `""`
	)		`[static]`

Initializes the additional fields.

Parameters:

propertiesFileName	the FIX Engine configuration parameters file name. If it is equal to "", then "./engine.properties" is used.
engineRoot	The top of the directory tree under which the engine's configuration, and log files are kept. Do NOT add a slash at the end of the directory path. Overrides the value from the properties file. If it is equal to "", then the value from the proterties file is used.
additionalFields	Specifies additional messages fields.

Note:: Do not use it with init() method.

void Engine::FixEngine::setSessionStorageType ( const MessageStorageType type )

Sets the default unregistered session's storage type.

Parameters:

type	storage type that will be used in new sessions.

static FixEngine* Engine::FixEngine::singleton ( ) [static]

Returns an instance of this class.

Returns:: pointer to an instance of this class.

See also:: init()

void Engine::FixEngine::stop ( void )

Stops the engine's worker threads.

bool Engine::FixEngine::unregisterEventListener ( Engine::EventListener * apListener )

Unregisters the given EventListener.

Parameters:

apListener EventListener

Returns:: true if the EventListener was found, otherwise false.

Engine::FixEngine Class Reference

Public Member Functions

Static Public Member Functions

Detailed Description

Member Function Documentation