CME Drop Copy Handler sample that connects to the pre-defined host and port.
File Location | Description |
---|---|
conf/sample/GettingStarted.properties | configuration file |
conf/sample/CmeDropCopyFixDialect.xml | dialect file |
conf/logback.xml | log configuration file |
docs | documentation including this file |
libs | all dependency libraries |
src/main/java | source files |
clean.bat and clean.sh | scripts used to clean log and storage directories which will be created while the client is running |
GettingStarted.bat and GettingStarted.sh | scripts used to run the client |
OnixS.lic | trial license file |
pom.xml | maven build configuration file |
22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 | import biz.onixs.cme.dropcopy.handler.ErrorEventArgs; import biz.onixs.cme.dropcopy.handler.Handler; import biz.onixs.cme.dropcopy.handler.MessageEventArgs; import biz.onixs.fix.parser.Group; import biz.onixs.fix.parser.GroupInstance; import biz.onixs.fix.parser.Message; import biz.onixs.fix.scheduler.InitiatorConnection; import biz.onixs.fix.scheduler.MultiDayLengthSchedule; import biz.onixs.fix.scheduler.SequenceNumberResetPolicy; import biz.onixs.fix.scheduler.SessionSchedule; import biz.onixs.fix.scheduler.SessionScheduler; import biz.onixs.fix.tag.Tag; import biz.onixs.util.settings.PropertyBasedSettings; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import java.io.BufferedReader; import java.io.InputStreamReader; import java.net.InetSocketAddress; import java.time.DayOfWeek; import java.time.LocalTime; public class GettingStarted implements Handler.ErrorListener, Handler.WarningListener, Handler.HandlerListener { private static final Logger LOG = LoggerFactory.getLogger(GettingStarted. class ); private Handler handler; private static final String SETTINGS_RESOURCE = "sample/GettingStarted.properties" ; public GettingStarted() { System.out.println( "CME Drop Copy Handler Getting Started Sample." ); } private void run() throws Exception { final PropertyBasedSettings settings = new PropertyBasedSettings(SETTINGS_RESOURCE); final boolean isUpToDate = settings.getBoolean( "UpToDate" ); if (!isUpToDate) { throw new Exception( "Please update the configuration file (" + SETTINGS_RESOURCE + ") with up-to-date values" ); } Handler.setLicenseFile(settings.getString( "LicenseFile" )); Handler.setLogDirectory(settings.getString( "LogDirectory" )); Handler.setDialectFile( "sample/CmeDropCopyFixDialect.xml" ); //Fill the values below with the data for your application: final String[] handlerVersion = Handler.getAppVersion().split( "\\." ); Handler.ApplicationSystemVendor = "OnixS" ; Handler.ApplicationSystemName = "OnixS Trading System" ; Handler.ApplicationSystemVersion = "J" + handlerVersion[ 0 ] + "." + handlerVersion[ 1 ]; String senderCompId = settings.getString( "SenderCompID" ); String targetCompId = settings.getString( "TargetCompID" ); String senderSubId = settings.getString( "SenderSubID" ); String targetSubId = settings.getString( "TargetSubID" ); String senderLocationId = settings.getString( "SenderLocationID" ); handler = new Handler(senderCompId, targetCompId, senderSubId, targetSubId, senderLocationId); handler.setErrorListener( this ); handler.setWarningListener( this ); handler.setHandlerListener( this ); handler.setProcessNextExpectedSeqNumFromCmeLogout( true ); final String host = settings.getString( "Host" ); final int port = settings.getInteger( "Port" ); final String backupHost = settings.getString( "BackupHost" , "" ); final int backupPort = settings.getInteger( "BackupPort" , 0 ); final String accessKeyID = settings.getString( "AccessKeyID" , "" ); final String secretKey = settings.getString( "SecretKey" , "" ); final boolean useScheduler = settings.getBoolean( "UseScheduler" ); SessionScheduler sessionScheduler = null ; if (useScheduler) { sessionScheduler = new SessionScheduler(); sessionScheduler.start(); final SessionSchedule schedule = createSchedule(); final InitiatorConnection connection = new InitiatorConnection(); connection.setInitiatorConnectionListener(handler); // This is required to process switching between primary and backup hosts correctly. final InetSocketAddress address = InetSocketAddress.createUnresolved(host, port); connection.addAddress(address); if (backupHost != null ) { final InetSocketAddress address2 = InetSocketAddress.createUnresolved(backupHost, backupPort); connection.addAddress(address2); } Message customLogon = handler.createLogonMessage(accessKeyID, secretKey); connection.setCustomLogonMessage(customLogon.toString()); sessionScheduler.register(handler.getSession(), schedule, connection); } BufferedReader br = new BufferedReader( new InputStreamReader(System.in)); printHelp(); while ( true ) { System.out.print( "> " ); String s = br.readLine(); boolean shouldExit = false ; try { switch (s) { case "exit" : case "1" : shouldExit = true ; break ; case "help" : case "2" : printHelp(); break ; case "logon-primary" : case "3" : handler.logon(host, port, accessKeyID, secretKey); break ; case "logon-backup" : case "4" : handler.logon(backupHost, backupPort, accessKeyID, secretKey); break ; case "logout" : case "5" : handler.logout(); break ; case "printsessionstate" : case "6" : System.out.printf( "Session [%s]: %s\r\n" , handler.getSession().getId(), handler.getSession().getState().toString()); break ; case "reset" : case "7" : handler.reset(); break ; } } catch (Exception ex) { System.err.println(ex.toString()); } if (shouldExit) break ; } System.out.println( "Clean-up resources." ); if (sessionScheduler != null ) sessionScheduler.stop(); handler.dispose(); System.out.println( "Done." ); } private static SessionSchedule createSchedule() { final MultiDayLengthSchedule schedule = new MultiDayLengthSchedule(); schedule.setLogonTime(LocalTime.parse( "00:00" )); schedule.setLogoutTime(LocalTime.parse( "23:00" )); schedule.setFirstDay(DayOfWeek.SUNDAY); schedule.setLastDay(DayOfWeek.FRIDAY); schedule.setResetPolicy(SequenceNumberResetPolicy.WEEKLY); return schedule; } private void printHelp() { System.out.println( " 1. exit - exit from application" ); System.out.println( " 2. help - print this help" ); System.out.println( " 3. logon-primary - logon to the primary host" ); System.out.println( " 4. logon-backup - logon to the backup host" ); System.out.println( " 5. logout - logout current session" ); System.out.println( " 6. printsessionstate - print session state" ); System.out.println( " 7. reset - reset MsgSeqNum" ); } public static void main(String[] args) { try { ( new GettingStarted()).run(); } catch (Exception e) { LOG.error(e.getMessage()); } } @Override public void onExecutionReportReceived(Object sender, MessageEventArgs args) { final Message report = args.getMessage(); System.out.printf( "Execution Report received: %s.\n" , report); if (report.contains(Tag.OrdStatus)) System.out.printf( "OrdStatus = %s.\n" , report.get(Tag.OrdStatus)); if (report.contains(Tag.ExecType)) System.out.printf( "ExecType = %s.\n" , report.get(Tag.ExecType)); if (report.contains(Tag.Price)) System.out.printf( "Price = %s.\n" , report.get(Tag.Price)); if (report.contains(Tag.OrderQty)) System.out.printf( "OrderQty = %s.\n" , report.get(Tag.OrderQty)); if (report.contains(Tag.LeavesQty)) System.out.printf( "LeavesQty = %s.\n" , report.get(Tag.LeavesQty)); if (report.contains(Tag.LastPx)) System.out.printf( "LastPx = %s.\n" , report.get(Tag.LastPx)); if (report.contains(Tag.SecurityDesc)) System.out.printf( "SecurityDesc = %s.\n" , report.get(Tag.SecurityDesc)); } @Override public void onMassOrderCancelReportReceived(Object sender, MessageEventArgs args) { final Message orderMassActionReport = args.getMessage(); System.out.printf( "Mass Order Cancel Report received: %s.\n" , orderMassActionReport); if (orderMassActionReport.contains(Tag.MarketSegmentID)) System.out.printf( "MarketSegmentID = %s.\n" , orderMassActionReport.get(Tag.MarketSegmentID)); System.out.printf( "MassActionScope = %s.\n" , orderMassActionReport.get(Tag.MassActionScope)); System.out.printf( "MassActionResponse = %s.\n" , orderMassActionReport.get(Tag.MassActionResponse)); System.out.printf( "TotalAffectedOrders = %s.\n" , orderMassActionReport.get(Tag.TotalAffectedOrders)); if (args.getMessage().hasGroup(Tag.NoAffectedOrders)) { System.out.printf( "NoAffectedOrders = %s.\n" , args.getMessage().get(Tag.NoAffectedOrders)); final Group noAffectedOrdersGrp = orderMassActionReport.getGroup(Tag.NoAffectedOrders); for ( final GroupInstance instance: noAffectedOrdersGrp) { System.out.printf( "OrigClOrdID = %s.\n" , instance.get(Tag.OrigClOrdID)); System.out.printf( "CxlQty = %s.\n" , instance.get(Tag.CxlQty)); System.out.printf( "AffectedOrderID = %s.\n" , instance.get(Tag.AffectedOrderID)); System.out.printf( "---------------\n" ); } } System.out.printf( "LastFragment = %s.\n" , orderMassActionReport.get(Tag.LastFragment)); } @Override public void onError(Object sender, ErrorEventArgs args) { LOG.error( "{}" , args); } @Override public void onWarning(Object sender, ErrorEventArgs args) { LOG.warn( "{}" , args); } } |