Buy Side Sample

This sample connects to the pre-defined host and port (acts as a FIX Initiator). When the session is established, the SingleOrder - New FIX message is sent to the counterparty.

---

Source code:

• Listener.h
• Listener.cpp
• BuySide.cpp

---

Listener.h:

#include <OnixS/FIXEngine/FIX/ISessionListener.h>

class Listener : public OnixS::FIX::ISessionListener
{
public:
    /// Is called when the application-level message is received from the counterparty.
    void onInboundApplicationMsg(OnixS::FIX::Message & msg, OnixS::FIX::Session * sn) ONIXS_FIXENGINE_FINAL;

    /// Is called when the session-level message is received from the counterparty.
    void onInboundSessionMsg(OnixS::FIX::Message & msg, OnixS::FIX::Session * sn) ONIXS_FIXENGINE_FINAL;

    void onStateChange(OnixS::FIX::SessionState::Enum newState, OnixS::FIX::SessionState::Enum prevState, OnixS::FIX::Session * sn) ONIXS_FIXENGINE_FINAL;

    void onError(OnixS::FIX::ErrorReason::Enum reason, const std::string & description, OnixS::FIX::Session * sn) ONIXS_FIXENGINE_FINAL;
    void onWarning(OnixS::FIX::WarningReason::Enum reason, const std::string & description, OnixS::FIX::Session * sn) ONIXS_FIXENGINE_FINAL;
};

Listener.cpp:

#include "Listener.h"

#include <OnixS/FIXEngine/FIX/Message.h>

#include <iostream>
#include <string>

using namespace OnixS::FIX;

void Listener::onInboundApplicationMsg(Message & msg, Session * /*sn*/)
{
    std::clog << "\nIncoming application-level message:\n" << msg << std::endl;
}

void Listener::onInboundSessionMsg(Message & msg, Session * /*sn*/)
{
    std::clog << "\nIncoming session-level message:\n" << msg << std::endl;
}

void Listener::onStateChange(SessionState::Enum newState, SessionState::Enum prevState,
                             Session * /*sn*/)
{
    std::clog
            << "\nSession's state is changed, prevState="
            << SessionState::toString(prevState)
            << ", newState="
            << SessionState::toString(newState)
            << std::endl;
}

void Listener::onError(ErrorReason::Enum /*reason*/, const std::string & description, Session * /*sn*/)
{
    std::cerr << "\nSession-level error:" << description << std::endl;
}

void Listener::onWarning(WarningReason::Enum /*reason*/, const std::string & description,
                         Session * /*sn*/)
{
    std::cerr << "\nSession-level warning:" << description << std::endl;
}

BuySide.cpp:

#include <OnixS/FIXEngine.h>

#include "Listener.h"

#include "../../Common/Helpers.h"
#include "../../Common/Settings.h"

using namespace OnixS::FIX;
using namespace OnixS::FIX::FIX44;
using namespace Settings;

// Uncomment if you'd like to test SSL feature.
//#define SSL_ENCRYPTION 1

int main()
{
    std::clog << "BuySide sample." << std::endl << std::endl;

    try {
        manageLinuxSignals();

        EngineSettings settings;
        settings.dictionaryFile("FixDialectDescription.xml")
                .licenseStore(LicenseStore);
        Engine::init(settings);

        Listener listener;
        Session session(SenderCompId, TargetCompId, FixProtocolVersion, &listener);

        Message customLogon(Values::MsgType::Logon, FixProtocolVersion);

        bool setResetSeqNumFlagInLogon = true; // For testing only!
        customLogon.setFlag(Tags::ResetSeqNumFlag, setResetSeqNumFlagInLogon);

        const std::string rawData;

        if(! rawData.empty()) {
            customLogon.set(Tags::RawData, rawData)
                       .set(Tags::RawDataLength, (int) rawData.size());
        }

        const std::string counterpartyHost = "localhost";

        const int counterpartyPort =
#ifdef SSL_ENCRYPTION
            SslListenPort;
#else
            ListenPort;
#endif
        const int heartBtInt = 30;

        // Uncomment the line below if you would like to set the outgoing message sequence number "manually".
        //session.setOutSeqNum(11);

#ifdef SSL_ENCRYPTION
        std::clog << "SSL Mode." << std::endl;
        session.encryptionMethod(EncryptionMethod::SSL);
#endif
        session.logonAsInitiator(counterpartyHost, counterpartyPort, heartBtInt, &customLogon);

        std::clog << "Press any key to send the order..." << std::endl;

        waitUntilEnterKey();

        Message order(Values::MsgType::NewOrderSingle, FixProtocolVersion);
        setOrderFields(&order);

        session.send(&order);

        std::clog << "The order " << std::endl << order << std::endl << " was sent" << std::endl;

        std::clog << "Press any key to disconnect the session and terminate the application." << std::endl;

        waitUntilEnterKey();

        session.logout("The session is disconnected by BuySide").shutdown();

        Engine::shutdown();
    }
    catch(const std::exception & ex) {
        processSampleException(ex.what());
        return 1;
    }

    return 0;
}