Samples :: Credential

Credential Buy Side Sample

Description

This is a FIX Initiator that connects to the pre-defined host and port. When the session is established, the “SingleOrder - New”(MsgType=‘D’) FIX message is sent to the counterparty.

This sample can be run together with the “CredentialSellSide” sample. The “CredentialSellSide” must be started first.

Usage

  • Run the sample:
    • win: 2-CredentialBuySide.bat
    • linux: 2-CredentialBuySide.sh
  • Clean everything:
    • win: clean.bat
    • linux: clean.sh

Source Code

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import biz.onixs.fix.dictionary.Version;
import biz.onixs.fix.engine.Engine;
import biz.onixs.fix.engine.Session;
import biz.onixs.fix.parser.Message;
import biz.onixs.fix.tag.FIX43;
import biz.onixs.fix.tag.SessionLevelMsgType;
import biz.onixs.fix.tag.Tag;
import biz.onixs.util.GuidGenerator;
import biz.onixs.util.Utils;
import biz.onixs.util.settings.PropertyBasedSettings;
import biz.onixs.util.settings.Settings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
  
/**
 * FIX Initiator - Buy Side.
 */
public class CredentialBuySide implements Session.InboundApplicationMessageListener, Session.StateChangeListener {
    private static final Logger LOG = LoggerFactory.getLogger(CredentialBuySide.class);
    private Version fixVersion = null;
  
    public void run() {
        final PropertyBasedSettings settings
                = new PropertyBasedSettings("sample/CredentialBuySide.properties");
        LOG.info("Starting the Engine...");
        final Engine engine = Engine.init(settings);
  
        fixVersion = Version.getByNumber(settings.getString("FIXVersion"));
        final String senderCompID = settings.getString("SenderCompID");
        final String targetCompID = settings.getString("TargetCompID");
        final Session sn = new Session(senderCompID, targetCompID, fixVersion);
  
        sn.setSenderSubID("SenderSubID (50) field")
                .setInboundApplicationMessageListener(this)
                .addStateChangeListener(this);
  
        // Create custom logon message with username and password specified
        final Message logonMsg = createLogonMessage(settings);
        //
        Utils.waitForEnter("Press 'Enter' to establish connection." +
                " Make sure that the counterparty is ready, for instance 'CredentialSellSide' application is started.");
        //
        // Do logon
        sn.logonAsInitiator(settings.getString("CounterpartyHost"), settings.getInteger("CounterpartyPort"), logonMsg);
  
        Utils.waitForEnter("\nPress 'Enter' to send the order.\n");
  
        final Message order = createOrder();
        sn.send(order);
  
        LOG.info("The order ({}) was sent", order);
  
        Utils.waitForEnter("\nPress 'Enter' to disconnect the session and terminate the application.\n");
  
        sn.logout("The session is disconnected by CredentialBuySide");
        sn.dispose();
        //
        LOG.info("Engine shutdown...");
        engine.shutdown();
    }
  
    private Message createOrder() {
        final Message order = Message.create(FIX43.MsgType.Order_Single, fixVersion);
        final GuidGenerator guidGenerator = new GuidGenerator();
        order.set(Tag.ClOrdID, guidGenerator.generate())
                .set(Tag.HandlInst, "1")
                .set(Tag.Symbol, "IBM")
                .set(Tag.Side, "1")
                .set(Tag.OrderQty, 1000)
                .set(Tag.OrdType, "1");
        final long nowMillis = System.currentTimeMillis();
        order.setTimestamp(Tag.TransactTime, nowMillis);
        return order;
    }
  
    /**
     * Creates custom logon message with username and password specified in the settings
     *
     * @param settings application settings
     * @return logon message
     */
    private Message createLogonMessage(final Settings settings) {
        final Message logon = Message.create(SessionLevelMsgType.Logon, fixVersion);
        logon.set(Tag.Username, settings.getString("Username"))
                .set(Tag.Password, settings.getString("Password"));
        return logon;
    }
  
    @Override
    public void onInboundApplicationMessage(final Object sender, final Session.InboundApplicationMessageArgs args) {
        LOG.info("Incoming application-level message:\n{}", args.getMsg());
        // Processing of the application-level incoming message ...
    }
  
    @Override
    public void onStateChange(final Object sender, final Session.StateChangeArgs args) {
        LOG.info("New session state: {}", args.getNewState());
    }
  
    public static void main(final String[] args) {
        try {
            LOG.info("CredentialBuySide");
            LOG.info("The application is starting...");
            final CredentialBuySide credentialBuySide = new CredentialBuySide();
            credentialBuySide.run();
        } catch (final Throwable throwable) {
            LOG.error(throwable.getMessage(), throwable);
        } finally {
            LOG.info("The application is stopped.");
        }
    }
}

Credential Sell Side Sample

Description

This is a FIX Acceptor that waits for incoming connections on the pre-defined port (ListenPort). It demonstrates how to process the username and password from the counterparty.

If the incoming application-level message is “SingleOrder - New” (MsgType=‘D’) then the “ExecutionReport” (MsgType=‘8’) message is send to the counterparty. Otherwise the “Email” (MsgType=‘C’) message is sent back.

This sample can be run together with the “CredentialBuySide” sample. The “CredentialSellSide” must be started first.

Usage

  • Run the sample:
    • win: 1-CredentialSellSide.bat
    • linux: 1-CredentialSellSide.sh
  • Clean everything:
    • win: clean.bat
    • linux: clean.sh

Source Code

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import biz.onixs.fix.dictionary.Version;
import biz.onixs.fix.engine.Engine;
import biz.onixs.fix.engine.Session;
import biz.onixs.fix.parser.Group;
import biz.onixs.fix.parser.Message;
import biz.onixs.fix.parser.MessageValidationFlags;
import biz.onixs.fix.tag.FIX44;
import biz.onixs.fix.tag.Tag;
import biz.onixs.util.TimestampFormat;
import biz.onixs.util.Utils;
import biz.onixs.util.settings.PropertyBasedSettings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
  
/**
 * Processes incoming messages.
 */
public class CredentialSellSide implements Session.InboundApplicationMessageListener, Session.StateChangeListener,
        Session.ErrorListener, Session.WarningListener {
    private static final Logger LOG = LoggerFactory.getLogger(CredentialSellSide.class);
    private int orderCounter = 0;
    private Version fixVersion = null;
  
    public void run() {
        final PropertyBasedSettings settings
                = new PropertyBasedSettings("sample/CredentialSellSide.properties");
        LOG.info("Starting the Engine...");
        final Engine engine = Engine.init(settings);
        //
        fixVersion = Version.getByNumber(settings.getString("FIXVersion"));
        final String senderCompID = settings.getString("SenderCompID");
        final String targetCompID = settings.getString("TargetCompID");
        final Session sn = new Session(senderCompID, targetCompID, fixVersion);
        //
        sn.setInboundApplicationMessageListener(this)
                .addStateChangeListener(this)
                .setErrorListener(this)
                .setWarningListener(this)
                .setInboundSessionMessageListener(new CredentialController(settings))
                .setSendingTimeFormat(TimestampFormat.YYYYMMDDHHMMSSMsec);
        //
        sn.logonAsAcceptor();
        LOG.info("Awaiting session-initiator...");
        //
        Utils.waitForEnterToTerminateApp();
        //
        sn.logout();
        sn.dispose();
        //
        LOG.info("Engine shutdown...");
        engine.shutdown();
    }
  
    @Override
    public void onInboundApplicationMessage(final Object sender, final Session.InboundApplicationMessageArgs args) {
        LOG.info("Incoming application-level message:\n{}", args.getMsg());
        try {
            args.getMsg().validate(MessageValidationFlags.Strict);
  
            final Message reply;
            if (args.getMsg().checkType('D')) {
                // New Order - Single
                ++orderCounter;
                final Message order = args.getMsg();
                final Message execReport = Message.create("8", fixVersion);
                execReport.set(Tag.OrderID, order.get(Tag.ClOrdID))
                        .set(Tag.ExecID, "ExecID_" + orderCounter)
                        .set(Tag.ExecTransType, "0")
                        .set(Tag.OrdStatus, "0")
                        .set(Tag.Symbol, order.get(Tag.Symbol))
                        .set(Tag.Side, order.get(Tag.Side))
                        .set(Tag.OrderQty, order.get(Tag.OrderQty))
                        .set(Tag.CumQty, order.get(Tag.OrderQty))
                        .set(Tag.AvgPx, "100.0");
                reply = execReport;
            } else {
                final Message email = Message.create("C", fixVersion);
                email.set(Tag.EmailType, "0");
                final Group group = email.setGroup(FIX44.Tag.NoLinesOfText, 1);
                group.set(Tag.Text, 0,
                        "The message with MsgType=" + args.getMsg().get(Tag.MsgType) + " was received");
                reply = email;
            }
            final Session sn = (Session) sender;
            sn.send(reply);
            LOG.info("Sent to the counterparty:\n{}", reply);
        } catch (final RuntimeException ex) {
            final Message email = Message.create("C", fixVersion);
            email.set(Tag.EmailType, "0");
            final Group group = email.setGroup(FIX44.Tag.NoLinesOfText, 1);
  
            final String errorMsg = "Exception during the processing of incoming message: " + ex;
  
            group.set(Tag.Text, 0, errorMsg);
  
            final Session sn = (Session) sender;
            sn.send(email);
  
            LOG.info(errorMsg);
        }
    }
  
    @Override
    public void onStateChange(final Object sender, final Session.StateChangeArgs args) {
        LOG.info("New session state: {}", args.getNewState());
    }
  
    @Override
    public void onError(final Object sender, final Session.ErrorArgs args) {
        LOG.error("Error condition: {}", args);
    }
  
    @Override
    public void onWarning(final Object sender, final Session.WarningArgs args) {
        LOG.warn("Warning condition: {}", args);
    }
  
    public static void main(final String[] args) {
        try {
            LOG.info("CredentialSellSide");
            LOG.info("The application is starting...");
            final CredentialSellSide credentialSellSide = new CredentialSellSide();
            credentialSellSide.run();
        } catch (final Throwable throwable) {
            LOG.error(throwable.getMessage(), throwable);
        } finally {
            LOG.info("The application is stopped.");
        }
    }
}

The following class is used in the sample:

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import biz.onixs.fix.engine.Session;
import biz.onixs.fix.parser.Message;
import biz.onixs.fix.tag.SessionLevelMsgType;
import biz.onixs.fix.tag.Tag;
import biz.onixs.util.settings.Settings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
  
public class CredentialController implements Session.InboundSessionMessageListener {
    private static final Logger LOG = LoggerFactory.getLogger(CredentialController.class);
    private final String username;
    private final String password;
  
    public CredentialController(final Settings settings) {
        username = settings.getString("Username");
        password = settings.getString("Password");
    }
  
    @Override
    public void onInboundSessionMessage(final Object sender, final Session.InboundSessionMessageArgs args) {
        final Message message = args.getMsg();
        if (message.checkType(SessionLevelMsgType.Logon)) {
            if ((null != username) && !message.containsSame(Tag.Username, username)) {
                LOG.error("Username is incorrect.");
                // you can throw exception here to logout the session
                throw new RuntimeException("Username is incorrect");
            } else {
                LOG.info("Username is correct.");
            }
            if ((null != password) && !message.containsSame(Tag.Password, password)) {
                LOG.error("Password is incorrect.");
                // you can throw exception here to logout the session
                throw new RuntimeException("Password is incorrect");
            } else {
                LOG.info("Password is correct.");
            }
        }
    }
}