Java FIX Engine
Samples :: Simple FIX
Simple Buy Side
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 “SimpleSellSide” sample. The “SimpleSellSide” must be started first.
Usage
- Run the sample:
- win: 2-SimpleBuySide.bat
- linux: 2-SimpleBuySide.sh
- Clean everything:
- win: clean.bat
- linux: clean.sh
Source Code
import biz.onixs.fix.dictionary.Version;
import biz.onixs.fix.engine.Engine;
import biz.onixs.fix.engine.Session;
import biz.onixs.fix.engine.SessionState;
import biz.onixs.fix.parser.Message;
import biz.onixs.fix.tag.FIX40;
import biz.onixs.fix.tag.Tag;
import biz.onixs.util.TimestampFormat;
import biz.onixs.util.settings.PropertyBasedSettings;
import biz.onixs.util.settings.Settings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.util.concurrent.Semaphore;
/**
* FIX Initiator - Buy Side.
*/
public class SimpleBuySide implements Session.InboundApplicationMessageListener, Session.StateChangeListener,
Session.MessageResendingListener, Session.InboundSessionMessageListener, Session.WarningListener,
Session.ErrorListener, Runnable {
private static final Logger LOG = LoggerFactory.getLogger(SimpleBuySide.class);
private static final String SETTINGS_RESOURCE = "sample/SimpleBuySide.properties";
private final Semaphore sessionIsEstablished = new Semaphore(0);
private final Semaphore executionReportIsReceived = new Semaphore(0);
private Settings settings = null;
private Version fixVersion = null;
private Session session = null;
public void run() {
try {
LOG.info("SimpleBuySide");
LOG.info("The application is starting...");
//
LOG.info("Loading settings from: {}", SETTINGS_RESOURCE);
settings = new PropertyBasedSettings(SETTINGS_RESOURCE);
//
LOG.info("Starting the Engine...");
final Engine engine = Engine.init(settings);
//
createSession();
//
establishConnection();
//
LOG.info("Waiting for session establishment...");
sessionIsEstablished.acquire();
//
final Message order = createOrder();
session.send(order);
//
LOG.info("Waiting for execution report...");
executionReportIsReceived.acquire();
//
session.logout("The session is disconnected by SimpleBuySide");
session.dispose();
//
LOG.info("Engine shutdown...");
engine.shutdown();
} catch (final Exception e) {
LOG.error(e.getMessage(), e);
} finally {
LOG.info("The application is stopped.");
}
}
private void createSession() {
fixVersion = Version.getByNumber(settings.getString("FIXVersion"));
session = new Session(settings.getString("SenderCompID"), settings.getString("TargetCompID"),
fixVersion, settings.getBoolean("keepSequenceNumbersBetweenFixConnections"));
//
session.setSenderSubID("SenderSubID (50) field")
.setSendingTimeFormat(TimestampFormat.YYYYMMDDHHMMSSMsec)
.setInboundApplicationMessageListener(this)
.setInboundSessionMessageListener(this)
.addStateChangeListener(this)
.setMessageResendingListener(this)
.setErrorListener(this)
.setWarningListener(this);
}
private void establishConnection() {
final String host = settings.getString("CounterpartyHost");
final int port = settings.getInteger("CounterpartyPort");
LOG.info("Establishing connection to {}:{}...", host, port);
session.logonAsInitiator(host, port, true);
}
private Message createOrder() {
final Message order = Message.create(FIX40.MsgType.Order_Single, fixVersion);
order.set(Tag.HandlInst, "1")
.set(Tag.ClOrdID, "Unique identifier for Order")
.set(Tag.Symbol, "IBM")
.set(Tag.Side, "1")
.set(Tag.OrderQty, 1000)
.set(Tag.OrdType, "1");
return order;
}
@Override
public void onInboundApplicationMessage(final Object sender, final Session.InboundApplicationMessageArgs args) {
final Message message = args.getMsg();
LOG.info("Incoming application-level message: {}", message);
if (message.checkType(FIX40.MsgType.Execution_Report)) {
LOG.info("Execution report received.");
executionReportIsReceived.release();
}
// Processing of the incoming application-level message...
}
@Override
public void onInboundSessionMessage(final Object sender, final Session.InboundSessionMessageArgs args) {
final Message message = args.getMsg();
LOG.info("Incoming session-level message: {}", message);
// Processing of the incoming session-level message...
}
@Override
public void onStateChange(final Object sender, final Session.StateChangeArgs args) {
final SessionState newState = args.getNewState();
final SessionState prevState = args.getPrevState();
LOG.info("Session state changed from {} to {}", prevState, newState);
if (SessionState.ESTABLISHED == newState) {
sessionIsEstablished.release();
}
}
@Override
public void onError(final Object sender, final Session.ErrorArgs args) {
LOG.error("{}", args);
}
@Override
public void onWarning(final Object sender, final Session.WarningArgs args) {
LOG.warn("{}", args);
}
@Override
public boolean onMessageResending(final Object sender, final Session.MessageResendingArgs args) {
LOG.info("Message resending request: {}", args.getMsg());
// Return false if it's necessary to skip this message (GapFill will be sent).
return false;
}
@Override
public void onMessageResendingStarted(final Object sender, final long beginSeqNum, final long endSeqNum) {
LOG.info("Message resending is about to start from {} to {} seq. numbers", beginSeqNum, endSeqNum);
}
@Override
public void onMessageResendingFinished(final Object sender, final long beginSeqNum, final long endSeqNum) {
LOG.info("Message resending is finished from {} to {} seq. numbers", beginSeqNum, endSeqNum);
}
public static void main(final String[] args) {
(new SimpleBuySide()).run();
}
}
Simple Sell Side
Description
This is a FIX acceptor that waits for incoming connections on the pre-defined port (ListenPort). If the incoming application-level message is “SingleOrder - New” (MsgType=‘D’) then the “ExecutionReport” (MsgType=‘8’) message is sent to the counterparty. Otherwise the “Email” (MsgType=‘C’) message is sent back.
This sample can be run together with the “SimpleBuySide” sample. The “SimpleSellSide” must be started first.
Usage
- Run the sample:
- win: 2-SimpleSellSide.bat
- linux: 2-SimpleSellSide.sh
- Clean everything:
- win: clean.bat
- linux: clean.sh
Source Code
import biz.onixs.fix.dictionary.Version;
import biz.onixs.fix.engine.Engine;
import biz.onixs.fix.engine.Session;
import biz.onixs.fix.engine.SessionState;
import biz.onixs.fix.parser.Message;
import biz.onixs.fix.tag.FIX40;
import biz.onixs.fix.tag.Tag;
import biz.onixs.util.GuidGenerator;
import biz.onixs.util.TimestampFormat;
import biz.onixs.util.settings.PropertyBasedSettings;
import biz.onixs.util.settings.Settings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.util.concurrent.Semaphore;
/**
* Processes incoming messages.
*/
public class SimpleSellSide implements Session.InboundApplicationMessageListener, Session.StateChangeListener,
Session.ErrorListener, Session.WarningListener, Session.MessageResendingListener,
Session.InboundSessionMessageListener, Runnable {
private static final Logger LOG = LoggerFactory.getLogger(SimpleSellSide.class);
private static final String SETTINGS_RESOURCE = "sample/SimpleSellSide.properties";
private final Semaphore sessionIsDisconnected = new Semaphore(0);
private final Semaphore sessionIsEstablished = new Semaphore(0);
private final GuidGenerator guidGenerator = new GuidGenerator();
private Settings settings = null;
private Version fixVersion = null;
private Session session = null;
public void run() {
try {
LOG.info("SimpleSellSide");
LOG.info("The application is starting...");
//
LOG.info("Loading settings from: {}", SETTINGS_RESOURCE);
settings = new PropertyBasedSettings(SETTINGS_RESOURCE);
//
LOG.info("Starting the Engine...");
final Engine engine = Engine.init(settings);
//
createSession();
session.logonAsAcceptor();
sessionIsDisconnected.acquire();
//
LOG.info("Waiting for connection...");
sessionIsEstablished.acquire();
//
LOG.info("Waiting for disconnection...");
sessionIsDisconnected.acquire();
session.logout();
session.dispose();
//
LOG.info("Engine shutdown...");
engine.shutdown();
} catch (final Exception e) {
LOG.error(e.getMessage(), e);
} finally {
LOG.info("The application is stopped.");
}
}
private void createSession() {
fixVersion = Version.getByNumber(settings.getString("FIXVersion"));
session = new Session(settings.getString("SenderCompID"),
settings.getString("TargetCompID"),
fixVersion, settings.getBoolean("keepSequenceNumbersBetweenFixConnections"));
//
session.setInboundApplicationMessageListener(this)
.setInboundSessionMessageListener(this)
.addStateChangeListener(this)
.setErrorListener(this)
.setWarningListener(this)
.setMessageResendingListener(this)
.setSendingTimeFormat(TimestampFormat.YYYYMMDDHHMMSSMsec);
}
private Message createExecutionReport(final Message order) {
final Message execReport = Message.create(FIX40.MsgType.Execution_Report, fixVersion);
execReport.set(Tag.OrderID, order.get(Tag.ClOrdID))
.set(Tag.ExecID, guidGenerator.generate())
.set(Tag.ExecTransType, "0")
.set(Tag.OrdStatus, "0")
.set(Tag.Symbol, order.get(Tag.Symbol))
.set(Tag.Side, order.get(Tag.Side))
.set(Tag.LastQty, order.get(Tag.OrderQty))
.set(Tag.LastPx, "100.0")
.set(Tag.OrderQty, order.get(Tag.OrderQty))
.set(Tag.CumQty, order.get(Tag.OrderQty))
.set(Tag.AvgPx, "100.0");
return execReport;
}
@Override
public void onInboundApplicationMessage(final Object sender, final Session.InboundApplicationMessageArgs args) {
final Message message = args.getMsg();
LOG.info("Incoming application-level message: {}", message);
if (message.checkType(FIX40.MsgType.Order_Single)) {
LOG.info("Order received.");
final Message executionReport = createExecutionReport(message);
LOG.info("Sending execution report in response: {}", executionReport);
session.send(executionReport);
}
}
@Override
public void onInboundSessionMessage(final Object sender, final Session.InboundSessionMessageArgs args) {
final Message message = args.getMsg();
LOG.info("Incoming session-level message: {}", message);
// Processing of the incoming session-level message...
}
@Override
public void onStateChange(final Object sender, final Session.StateChangeArgs args) {
final SessionState newState = args.getNewState();
final SessionState prevState = args.getPrevState();
LOG.info("Session state changed from {} to {}", prevState, newState);
if (SessionState.AWAIT_LOGON == newState) {
sessionIsDisconnected.release();
} else if (SessionState.ESTABLISHED == newState) {
sessionIsEstablished.release();
}
}
@Override
public void onError(final Object sender, final Session.ErrorArgs args) {
LOG.error("{}", args);
}
@Override
public void onWarning(final Object sender, final Session.WarningArgs args) {
LOG.warn("{}", args);
}
@Override
public boolean onMessageResending(final Object sender, final Session.MessageResendingArgs args) {
LOG.info("Message resending request: {}", args.getMsg());
// Return false if it's necessary to skip this message (GapFill will be sent).
return false;
}
@Override
public void onMessageResendingStarted(final Object sender, final long beginSeqNum, final long endSeqNum) {
LOG.info("Message resending is about to start from {} to {} seq. numbers", beginSeqNum, endSeqNum);
}
@Override
public void onMessageResendingFinished(final Object sender, final long beginSeqNum, final long endSeqNum) {
LOG.info("Message resending is finished from {} to {} seq. numbers", beginSeqNum, endSeqNum);
}
public static void main(final String[] args) {
(new SimpleSellSide()).run();
}
}