quickfix协议实例

系统教程460 更新时间：2026-04-05 17:23:10

2023年11月29日发(作者：)

quickfix协议实例

实现客户端向服务器下单，服务器回应

客户端

⽬录结构

ties

#file name: ties

app.=/wls/apache/applogs/Pagi_qer

app.name=PAGI-QER

log4j.E=org.4j.ConsoleAppender

log4j.old=INFO

log4j.ng=UTF-8

log4j.=org.4j.PatternLayout

log4j.sionPattern=[%d{yyyy-MM-dd HH:mm:ss:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%n

log4j.T=org.4j.DailyRollingFileAppender

log4j.=true

log4j.ttern='.'yyyy-MM-dd

log4j.=${app.}/info.log

log4j.old=INFO

log4j.ng=UTF-8

log4j.=org.4j.PatternLayout

log4j.sionPattern=[%d{yyyy-MM-dd HH:mm:ss:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%n

log4j.T-ERROR=org.4j.DailyRollingFileAppender

log4j.T-ERROR.Append=true

log4j.T-ERROR.DatePattern='.'yyyy-MM-dd

log4j.T-ERROR.File=${app.}/error.log

log4j.T-ERROR.Threshold=ERROR

log4j.T-ERROR.Encoding=UTF-8

log4j.T-ERROR.layout=org.4j.PatternLayout

log4j.T-ERROR.sionPattern=[%d{yyyy-MM-dd HH:mm:ss:SSS} [%p]][${app.name}] %X{module}-%X{random}: %m%n

log4j.=trace

log4j.framework=INFO

log4j.rootLogger=INFO, CONSOLE ,PRODUCT,PRODUCT-ERROR

ties

#ties

[default]

ConnectionType=initiator

HeartBtInt=30

ReconnectInterval=0

FileStorePath=F:quantization_01temp

FileLogPath=log

UseDataDictionary=N

SocketConnectHost=127.0.0.1

DataDictionary=src/resources/properties/

ContinueInitializationOnError=Y

[session]

BeginString=FIX.4.2

SenderCompID=CLIENT1

TargetCompID=FixServer

SocketConnectHost=127.0.0.1

SocketConnectPort=10003

StartTime=00:00:00

EndTime=23:00:00

ResetOnLogon=Y

ResetSeqNumFlag=Y

package ixInititor;

import ateTime;

import tyConfigurator;

import ation;

import Error;

import tMessageFactory;

import onvertError;

import gFactory;

import oreFactory;

import tory;

import eFactory;

import eStoreFactory;

import eError;

}

private static SessionSettings settings;

/*

* 指定配置⽂件启动

*

* @param proFile

* @throws ConfigError

* @throws FieldConverError

*/

public FixInitialtor(String propFile) throws ConfigError, FieldConvertError {

// 设置配置⽂件

settings = new SessionSettings(propFile);

// 设置⼀个APPlication

Application application = new FixInitialtorApplication();

/**

*

* eStore 有2种实现。 ore,ore .

* JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix

* 默认⽤⽂件存储，因为⽂件存储效率⾼。

*/

MessageStoreFactory storeFactory = new FileStoreFactory(settings);

LogFactory logFactory = new FileLogFactory(settings);

MessageFactory messageFactory = new DefaultMessageFactory();

initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);

}

private void startServer() throws RuntimeError,ConfigError {

();

}

private void stop(){

();

}

/**

* 被调⽤的start⽅法

*

* @throws ConfigError

* @throws FieldConvertError

*/

public static void start() throws ConfigError, FieldConvertError {

FixInitialtor servercom = new FixInitialtor("ties");

erver();

}

/**

* 测试本地使⽤的main⽅法

*

* @param args

* @throws FieldConvertError

* @throws ConfigError

* @throws InterruptedException

* @throws ProxoolException

*/

public static void main(String[] args) throws ConfigError, FieldConvertError, InterruptedException {

// 配置LOG⽇记

ure("src/resources/properties/ties");

FixInitialtor fixInitialtor = new FixInitialtor("src/resources/properties/ties");

erver();

SessionID sessionID = new SessionID("FIX.4.2", "CLIENT1", "FixServer");

while(true){

NewOrderSingle order = new NewOrderSingle();

LocalDateTime date = ();

(new ClOrdID("5678"));

(new Account("100"));

(new HandlInst('1'));

(new OrderQty(45.00));

(new Price(25.40));

(new Symbol("USD/EUR"));

(new Side());

( new TransactTime(date));

(new OrdType());

try {

//35=D – New Order Single

Target(order, sessionID);

(3000);

} catch (SessionNotFound e) {

// TODO Auto-generated catch block

tackTrace();

}

package ixInititor;

import ation;

import end;

import otFound;

import ectDataFormat;

import ectTagValue;

import e;

import Logon;

import nID;

import ortedMessageType;

/**

*

* MessageCracker是⼀个⼯具类，通过继承MessageCracker可以覆盖onMessage⽅法

* 通过调⽤crack回调onMessage中的业务逻辑。所以所有的业务逻辑可以直接写在onMessage ⽅法中。

*

* onCreate –>当⼀个Fix Session建⽴是调⽤

*

* onLogon –>当⼀个Fix Session登录成功时候调⽤

*

* onLogout –>当⼀个Fix Session退出时候调⽤

*

* fromAdmin–>当收到⼀个消息,经过⼀系列检查，合格后，属于Admin 类型时候调⽤

*

* fromApp–>当收到⼀个消息,经过⼀系列检查，合格后，不属于Admin 类型时候调⽤

*

* toAdmin–>当发送⼀个admin类型消息调⽤toApp—>当发送⼀个⾮admin(业务类型)消息调⽤

*

*/

public class FixInitialtorApplication implements Application{

@Override

public void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound,

IncorrectDataFormat, IncorrectTagValue, RejectLogon {

// TODO Auto-generated method stub

n("From Admin: " + ng());

}

@Override

public void fromApp(Message arg0, SessionID arg1) throws FieldNotFound,

IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {

n("From App: " + ng());

}

@Override

public void onCreate(SessionID arg0) {

// TODO Auto-generated method stub

}

@Override

public void onLogon(SessionID arg0) {

}

@Override

public void onLogout(SessionID arg0) {

// TODO Auto-generated method stub

}

@Override

public void toAdmin(Message arg0, SessionID arg1) {

// TODO Auto-generated method stub

n("Sender toApp: " + ng());

}

@Override

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

n("Sender toApp: " + ng());

}

服务器端

⽂件⽬录

ties

#ties

[default]

ConnectionType=acceptor

SocketAcceptAddress=127.0.0.1

SocketAcceptPort=10003

SocketReuseAddress=Y

FileLogPath=log

FileStorePath=F:/quantization_02/temp

DataDictionary=src/resources/properties/

[session]

BeginString=FIX.4.2

SenderCompID=FixServer

TargetCompID=CLIENT1

HeartBtInt=180

ResetOnLogon=Y

ResetSeqNumFlag=Y

import edSocketAcceptor;

public class FixServer {

private static ThreadedSocketAcceptor acceptor = null;

public static ThreadedSocketAcceptor getAcceptor() {

return acceptor;

}

/*

* 指定配置⽂件启动

*

* @param proFile

* @throws ConfigError

* @throws FieldConverError

*/

public FixServer(String propFile) throws ConfigError, FieldConvertError {

// 设置配置⽂件

SessionSettings settings = new SessionSettings(propFile);

// 设置⼀个APPlication

Application application = new FixServerApplication();

/**

*

* eStore 有2种实现。 ore,ore .

* JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix

* 默认⽤⽂件存储，因为⽂件存储效率⾼。

*/

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 {

();

}

private void stop(){

();

}

/**

* 被调⽤的start⽅法

*

* @throws ConfigError

* @throws FieldConvertError

*/

public static void start() throws ConfigError, FieldConvertError {

FixServer servercom = new FixServer("ties");

erver();

}

/**

* 测试本地使⽤的main⽅法

*

* @param args

* @throws FieldConvertError

* @throws ConfigError

* @throws ProxoolException

*/

public static void main(String[] args) throws ConfigError, FieldConvertError {

// 配置LOG⽇记

ure("src/resources/properties/ties");

FixServer fixServer = new FixServer("src/resources/properties/ties");

//SessionID sessionID = new SessionID("FIX.4.2", "FixServer", "CLIENT1");

erver();

Scanner reader = new Scanner();

n("press to quit");

ne();

();

n("quit success");

}

package ix01;

import ation;

import end;

import otFound;

import ectDataFormat;

import ectTagValue;

import e;

import Logon;

import n;

import nID;

import nNotFound;

import ortedMessageType;

import D;

import ;

import ansType;

import pe;

import tus;

import D;

import ;

import ionReport;

import eCracker;

import erSingle;

/**

*

* MessageCracker是⼀个⼯具类，通过继承MessageCracker可以覆盖onMessage⽅法

* 通过调⽤crack回调onMessage中的业务逻辑。所以所有的业务逻辑可以直接写在onMessage ⽅法中。

*

* onCreate –>当⼀个Fix Session建⽴是调⽤

*

* onLogon –>当⼀个Fix Session登录成功时候调⽤

*

* onLogout –>当⼀个Fix Session退出时候调⽤

*

* fromAdmin–>当收到⼀个消息,经过⼀系列检查，合格后，属于Admin 类型时候调⽤

*

* fromApp–>当收到⼀个消息,经过⼀系列检查，合格后，不属于Admin 类型时候调⽤

*

* toAdmin–>当发送⼀个admin类型消息调⽤toApp—>当发送⼀个⾮admin(业务类型)消息调⽤

*

*/

public class FixServerApplication extends MessageCracker implements Application{

@Override

public void onMessage(NewOrderSingle order, SessionID sessionID) {

n("Receiver onMessage.. " + order);

}

@Override

public void fromAdmin(Message arg0, SessionID arg1) throws FieldNotFound,

IncorrectDataFormat, IncorrectTagValue, RejectLogon {

// TODO Auto-generated method stub

n("Receiver fromAdmin.. " + arg0);

}

@Override

public void fromApp(Message arg0, SessionID arg1) throws FieldNotFound,

IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {

n("Receiver fromApp.. " + arg0);

ExecutionReport exeReport = new ExecutionReport();

(new OrderID("1234"));

(new ClOrdID("5678"));

(new ExecID("2233"));

(new ExecTransType('0'));

(new ExecType('2'));

(new OrdStatus('2'));

(new Symbol("USD/EUR"));

(new Side());

n("send exeReport infomation to client " + arg1);

try {

Target(exeReport, arg1);

} catch (SessionNotFound e) {

tackTrace();

}

@Override

public void onCreate(SessionID arg0) {

// TODO Auto-generated method stub

}

@Override

public void onLogon(SessionID arg0) {

// TODO Auto-generated method stub

}

@Override

public void onLogout(SessionID arg0) {

// TODO Auto-generated method stub

}

@Override

public void toAdmin(Message arg0, SessionID arg1) {

// TODO Auto-generated method stub

}

@Override

public void toApp(Message arg0, SessionID arg1) throws DoNotSend {

// TODO Auto-generated method stub

}

<project xmlns="/POM/4.0.0" xmlns:xsi="/2001/XMLSchema-instance"

xsi:schemaLocation="/POM/4.0.0 /xsd/">

<modelVersion>4.0.0modelVersion>

<groupId>quickfix01groupId>

<artifactId>quickfix01artifactId>

<version>0.0.1-SNAPSHOTversion>

<name>quickfix01name>

<Encoding>UTF-8Encoding>

<>1.7>

properties>

<groupId>junitgroupId>

<artifactId>junitartifactId>

<version>4.11version>

<scope>testscope>

dependency>

<groupId>ixjgroupId>

<artifactId>quickfixj-coreartifactId>

<version>2.0.0version>

dependency>

<groupId>ixjgroupId>

<artifactId>quickfixj-messages-allartifactId>

<version>2.0.0version>

dependency>

<groupId>log4jgroupId>

<artifactId>log4jartifactId>

<version>1.2.17version>

dependency>

<groupId>4jgroupId>

<artifactId>log4j-coreartifactId>

<version>2.10.0version>

dependency>

dependencies>

<build>

<artifactId>maven-clean-pluginartifactId>

<version>3.0.0version>

plugin>

<artifactId>maven-resources-pluginartifactId>

<version>3.0.2version>

plugin>

<artifactId>maven-compiler-pluginartifactId>

<version>3.7.0version>

plugin>

<artifactId>maven-surefire-pluginartifactId>

<version>2.20.1version>

plugin>

<artifactId>maven-jar-pluginartifactId>

<version>3.0.2version>

plugin>

<artifactId>maven-install-pluginartifactId>

<version>2.5.2version>

plugin>

<artifactId>maven-deploy-pluginartifactId>

<version>2.8.2version>

plugin>

plugins>

pluginManagement>

build>

project>

本文发布于:2023-11-29，感谢您对本站的认可！

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quickfix协议实例

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