[Quickfix-developers] please help with Socket[both].... under VB.NET

[Bogdan C. <fxe...@ya...>]

[I too am complete newbie to FIX ... all I know is MetaTrader...]

I started to unravel the quickfix mysteries starting from the Executor app.
Was kinda dumb at that time and I didn't understand how to make the settings file, so I was forced to learn how to make config manually.
I thought things would be simpler with a container class, which was supposed to easily handle the config.

so here it goes:

Option Explicit On
Imports System
Imports System.Globalization
Imports QuickFix
Module FastFix



    Public Const FIX44 As String = "FIX.4.4"
    Public Const FIX43 As String = "FIX.4.3"
    Public Const FIX42 As String = "FIX.4.2"
    Public Const FIX41 As String = "FIX.4.1"
    Public Const FIX40 As String = "FIX.4.0"
    Public Const Initiator As String = "initiator"
    Public Const Acceptor As String = "acceptor"


    Public Class FixContainer

        Public fixConnectionType As String

        Public fixSessionID As SessionID
        Public fixDictionary As New Dictionary
        Public fixDataDictionary As New DataDictionary
        Public fixSessionSettings As SessionSettings
        Public fixApplication As New Application
        Public fixFileStoreFactory As FileStoreFactory
        Public fixFileLogFactory As FileLogFactory
        Public fixMessageFactory As New DefaultMessageFactory
        Public fixSocketAcceptor As SocketAcceptor
        Public fixSocketInitiator As SocketInitiator




        Public Sub New(ByVal BaseURL As String, _
                       ByVal BeginString As String, _
                       ByVal SenderCompID As String, _
                       ByVal TargetCompID As String, _
                       ByVal SessionQualifier As String, _
                       ByVal ConnectionType As String, _
                       ByVal SocketPort As Integer, _
                       ByVal SocketHost As String, _
                             Optional ByVal StartTime As String = "", _
                             Optional ByVal EndTime As String = "", _
                             Optional ByVal StartDay As String = "", _
                             Optional ByVal EndDay As String = "", _
                             Optional ByVal MillisecondsInTimeStamp As String = "Y", _
                             Optional ByVal SendRedundantResendRequests As String = "N", _
                             Optional ByVal ResetOnLogon As String = "N", _
                             Optional ByVal ResetOnLogout As String = "N", _
                             Optional ByVal ResetOnDisconnect As String = "N", _
                             Optional ByVal RefreshOnLogon As String = "N", _
                             Optional ByVal HeartBtInt As Integer = 30)
            fixConnectionType = ConnectionType
            Try
                'ID keys
                Dim NowDateStart, NowDateEnd As DateTime
                Dim FullURL As String = BaseURL
                Dim FixFile As String = ""
                fixSessionID = New SessionID(BeginString, SenderCompID, TargetCompID, SessionQualifier)
                Select Case BeginString
                    Case "FIX.4.0"
                        FixFile = "FIX40.XML"
                    Case "FIX.4.1"
                        FixFile = "FIX41.XML"
                    Case "FIX.4.2"
                        FixFile = "FIX42.XML"
                    Case "FIX.4.3"
                        FixFile = "FIX43.XML"
                    Case "FIX.4.4"
                        FixFile = "FIX44.XML"
                End Select
                FullURL = BaseURL + FixFile
                fixDataDictionary = New DataDictionary(FullURL)
                fixDictionary.setString("BeginString", BeginString)
                fixDictionary.setString("SenderCompID", SenderCompID)
                fixDictionary.setString("TargetCompID", TargetCompID)
                If fixConnectionType = "initiator" Then
                    fixDictionary.setString("SessionQualifier", SessionQualifier)
                End If
                fixDictionary.setString("ConnectionType", ConnectionType)
                NowDateStart = DateTime.UtcNow
                NowDateEnd = NowDateStart.AddDays(7)
                If Len(StartTime) <> 0 Then
                    fixDictionary.setString("StartTime", StartTime)
                Else
                    fixDictionary.setString("StartTime", NowDateStart.ToString("T", DateTimeFormatInfo.InvariantInfo))
                End If
                If Len(EndTime) <> 0 Then
                    fixDictionary.setString("EndTime", EndTime)
                Else
                    fixDictionary.setString("EndTime", NowDateEnd.ToString("T", DateTimeFormatInfo.InvariantInfo))
                End If
                If Len(StartDay) <> 0 Then
                    fixDictionary.setString("StartDay", StartDay)
                Else
                    fixDictionary.setString("StartDay", NowDateStart.DayOfWeek)
                End If
                If Len(EndDay) <> 0 Then
                    fixDictionary.setString("EndDay", EndDay)
                Else
                    fixDictionary.setString("EndDay", NowDateEnd.DayOfWeek)
                End If
                fixDictionary.setString("MillisecondsInTimeStamp", MillisecondsInTimeStamp)
                fixDictionary.setString("SendRedundantResendRequests", SendRedundantResendRequests)
                fixDictionary.setString("ResetOnLogon", ResetOnLogon)
                fixDictionary.setString("ResetOnLogout", ResetOnLogout)
                fixDictionary.setString("ResetOnDisconnect", ResetOnDisconnect)
                fixDictionary.setString("ResetOnLogon", RefreshOnLogon)
                'Validation keys
                fixDictionary.setString("UseDataDictionary", "Y")
                fixDictionary.setString("DataDictionary", FullURL)
                'Initiator and acceptor keys
                fixDictionary.setLong("HeartBtInt", HeartBtInt)
                If fixConnectionType = "initiator" Then
                    fixDictionary.setLong("SocketConnectPort", SocketPort)
                    fixDictionary.setString("SocketConnectHost", SocketHost)
                End If
                If fixConnectionType = "acceptor" Then
                    fixDictionary.setLong("SocketAcceptPort", SocketPort)
                End If
                'Building settings
                fixSessionSettings = New SessionSettings
                fixSessionSettings.set(fixSessionID, fixDictionary)
                fixFileStoreFactory = New FileStoreFactory("c:\quickfixmsgs")
                fixFileLogFactory = New FileLogFactory("c:\quickfixmsgs")
                fixDataDictionary = New DataDictionary(FullURL)                
                'Building Session
                'at FIX.SocketInitiator.{ctor}(SocketInitiator* , Application* , MessageStoreFactory* , SessionSettings* , LogFactory* )
                If fixConnectionType = "initiator" Then
                    'error goes here
                    fixSocketInitiator = New SocketInitiator(fixApplication, fixFileStoreFactory, fixSessionSettings, fixFileLogFactory, fixMessageFactory)
                End If
                If fixConnectionType = "acceptor" Then
                    'and here
                    fixSocketAcceptor = New SocketAcceptor(fixApplication, fixFileStoreFactory, fixSessionSettings, fixFileLogFactory, fixMessageFactory)
                End If
                Console.WriteLine("Session existence status : " +               CStr(Session.doesSessionExist(fixSessionID)))
            Catch e As System.Exception
                Console.WriteLine(e)
                Console.ReadKey()
            End Try
        End Sub

        Sub Login()
            If fixConnectionType = "initiator" Then
                fixSocketInitiator.start()
            End If
            If fixConnectionType = "acceptor" Then
                fixSocketAcceptor.start()
            End If
        End Sub

        Sub Logoff()
            If fixConnectionType = "initiator" Then
                fixSocketInitiator.stop()
            End If
            If fixConnectionType = "acceptor" Then
                fixSocketAcceptor.stop()
            End If
        End Sub


    End Class



End Module



I left the Application.vb module intact as it was in Executor, and initiated configuration from the main module:

Dim Fixc As New FixContainer("file:///F:/Trading%20Platform%20Kits/QuickFIX%20engine/quickfix/spec/", FIX41, "TW", "ARCA", "Fixc", Initiator, 9823, "123.123.123.123")

what i get is this:

System.AccessViolationException: Attempted to read or write protected memory. Th
is is often an indication that other memory is corrupt.
   at FIX.SocketInitiator.{ctor}(SocketInitiator* , Application* , MessageStoreF
actory* , SessionSettings* , LogFactory* )
   at QuickFix.SocketInitiator..ctor(Application application, MessageStoreFactor
y factory, SessionSettings settings, LogFactory logFactory, MessageFactory messa
geFactory)
[....]

Now I'm totally lost.

P.S.
1.If i set connection type to Acceptor, i get the same error, generated by New SocketAcceptor
2.I also have doubts about the FileStoreFactory and FileLogFactory, because the New requests a path and in the example the New is applied to settings...

Did anyone confront with this issue?

 
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