Re: [Quickfix-developers] Quickfix-developers Digest, Vol 16, Issue 3

[Thomas B. <th...@ik...>]

Here's a bit of sample VB.net code:

'Code for connecting
    Public Sub Run(ByVal configFile As String)
        ratesAPI = New FIXRates
        ratesAPI.form = m_form

        ratesSessionSettings = New SessionSettings(configFile)
        ratesMemoryStoreFactory = New MemoryStoreFactory()
        ratesFileLogFactory = New FileLogFactory(ratesSessionSettings)
        ratesMessageFactory = New DefaultMessageFactory()

        Utils.Log("Initiating rates connection instance...")
        ratesInitiator = New SocketInitiator(ratesAPI, 
ratesMemoryStoreFactory, ratesSessionSettings, ratesFileLogFactory, 
ratesMessageFactory)

        ratesInitiator.start()

        While Not m_stopme
            Thread.Sleep(25)
        End While

        ratesInitiator.stop()
        ratesInitiator.Dispose()
    End Sub

I have the above code in a class, and the below code in the FIXRates class 
(mentioned above).

'Some part of the message handling code:
   Public Sub fromApp(ByVal message As QuickFix.Message, ByVal sessionID As 
QuickFix.SessionID) Implements QuickFix.Application.fromApp
        'Utils.Log("from app - rates")
        'Utils.Log(message.ToString)
        crack(message, sessionID)
    End Sub
    Public Sub send(ByVal message As QuickFix.Message)
        Try
            QuickFix.Session.sendToTarget(message, m_sessionID)
        Catch ex As Exception
            Utils.Log(ex.Message)
        End Try
    End Sub

    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.BusinessMessageReject, ByVal sessionID As QuickFix.SessionID)
        Utils.Log("msg - BusinessMessageReject")
        Utils.Log(msg.ToString)
    End Sub
    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.MarketDataSnapshotFullRefresh, ByVal sessionID As 
QuickFix.SessionID)
        Utils.Log("msg - MarketDataSnapshotFullRefresh")
        Utils.Log(msg.ToString)
    End Sub
    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.MarketDataRequest, ByVal sessionID As QuickFix.SessionID)
        Utils.Log("msg - MarketDataRequest")
        Utils.Log(msg.ToString)
    End Sub

    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.MarketDataIncrementalRefresh, ByVal sessionID As 
QuickFix.SessionID)
        [..]
    End Sub

Et cetera.

Thomas Bakker
Skype: ThomasDutch (add me if you want)