Re: [Quickfix-developers] Just Starting...

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You should start with the executor project.  Review the code, set up a =
config file with your connections and see if you can connect.  You can =
go to the Open Fix testing website to see if you can connect and =
practice sending different types of orders.  Below is my config file =
code:
=20
[DEFAULT]
ConnectionType=3Dinitiator
ReconnectInterval=3D30
FileStorePath=3DC:\QuickFix\Log
FileLogPath=3DC:\QuickFix\Log

[SESSION]
BeginString=3DFIX.4.2
TargetCompID=3DTarget
HeartBtInt=3D45
LogonTimeout=3D60
SenderCompID=3DSender
SocketConnectPort=3D1234
SocketConnectHost=3D198.63.227.24
StartTime=3D00:00:00
EndTime=3D23:59:00
DataDictionary=3DC:\\quickfix\spec\FIX42.xml
CheckLatency=3DN
ResetOnLogout=3DN
ResetOnDisconnect=3DN
SendResetSeqNumFlag=3DY
RefreshOnLogon=3DY
=20
[SESSION]
BeginString=3DFIX.4.2
TargetCompID=3DTarget1
HeartBtInt=3D45
LogonTimeout=3D60
SenderCompID=3DSender
SocketConnectPort=3D1234
SocketConnectHost=3D66.150.110.105
StartDay=3Dsun
StartTime=3D00:01:00
EndDay=3Dsat
EndTime=3D23:59:00
DataDictionary=3DC:\quickfix\spec\FIX42.xml
ValidateUserDefinedFields=3DN
ValidateFieldsHaveValues=3DN=20
CheckLatency=3DN
ResetOnLogout=3DN
ResetOnDisconnect=3DN
SendResetSeqNumFlag=3DY
RefreshOnLogon=3DY
=20
[SESSION]
BeginString=3DFIX.4.2
TargetCompID=3DTarget2
HeartBtInt=3D45
LogonTimeout=3D60
SenderCompID=3DSender
SocketConnectPort=3D1234
SocketConnectHost=3D66.150.110.105
StartDay=3Dsun
StartTime=3D00:01:00
EndDay=3Dsat
EndTime=3D23:59:00
DataDictionary=3DC:\quickfix\spec\FIX42.xml
ValidateUserDefinedFields=3DN
ValidateFieldsHaveValues=3DN=20
CheckLatency=3DN
ResetOnLogout=3DN
ResetOnDisconnect=3DN
SendResetSeqNumFlag=3DY
RefreshOnLogon=3DY
=20
Here is the code for the executor login to begin heartbeating with the =
connection you set up.  This is the debug version so it's called from a =
form.  The live version runs as a service:
=20
public void Login()

{

try

{

int index =3D new int();

index =3D 1;

=20

if (!System.Diagnostics.EventLog.SourceExists("NewSource"))=20

{=20

System.Diagnostics.EventLog.CreateEventSource(

"NewSource","EC_Log");

}

else

{

//mEC_Log.Clear();

}

mEC_Log.Source =3D "NewSource";

mEC_Log.Log =3D "EC_Log";

mEC_Log.Clear();

mEC_Log.WriteEntry("ElectronicClerk");

ElectronicClerk ec =3D new ElectronicClerk();

//System.Threading.AutoResetEvent autoEvent =3D new =
System.Threading.AutoResetEvent(false);

// Create a timer that signals the delegate to invoke=20

// ProcessOrders after one second, and every 1/4 second=20

// thereafter.

TimerCallback timerDelegate =3D=20

new TimerCallback(ProcessOrders);

// create timer and attach our method delegate to it

mtmEC =3D=20

new Timer(timerDelegate, null, 1000, 250);

=20

string path =3D System.IO.Path.GetDirectoryName(=20

System.Reflection.Assembly.GetExecutingAssembly().GetName().CodeBase );

path =3D path.Substring(6, path.Length - 6);

System.Diagnostics.Debug.WriteLine(path);

SessionSettings settings =3D new SessionSettings(path.ToString() + =
"\\QuickFix_Test_ALL.cfg");

FIX_ElectronicClerk.Application application =3D new =
FIX_ElectronicClerk.Application();

FileStoreFactory factory =3D new FileStoreFactory(settings);

FileLogFactory logFactory =3D new FileLogFactory(settings);

System.Diagnostics.Debug.WriteLine(settings);

MessageFactory messageFactory =3D new DefaultMessageFactory();

m_initiator =3D new SocketInitiator(application, factory, settings, =
logFactory,

messageFactory);

//try

//{

//Conn.ConnectionString=3D settings.ToString();

m_initiator.start();

// Write an informational entry to the event log.=20

//}

}

catch (Exception e)

{

mEC_Log.WriteEntry(e.ToString());

mtmEC.Dispose();

}

}

=20
=20
=20

=20

________________________________

From: qui...@li... on behalf of =
azmat
Sent: Wed 1/16/2008 12:40 PM
To: qui...@li...
Subject: Re: [Quickfix-developers] Just Starting...

QuickFIX Documentation: =
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

All-

In my efforts to learn and use QF at my firm, I plan to share my journey
with everyone here -- well mostly for the future newcomers who will need =
a
place to start.  Yesterday I downloaded the source code (
quickfix-1.12.4.zip) and built the solution for VS2005, and followed the
Installation instructions
(http://www.quickfixengine.org/quickfix/doc/html/index.html).=20

I can now view all of the class files in C++ and C#, but am unsure where =
to
go from here.  I tried running some of the examples (ordermatch,
tradeclient, etc), but that doesn't seem to work.  I would like to =
create a
QFServer and a QFClient on my machine to simulate orders/transactions
between the two projects -- but not before these samples get working.  =
Any
suggestions?

with regards,
azmat

azmat wrote:
>
> Hello everyone...
>
> I've been reading through the FIX Spec (4.2) as well as the quickfix
> documentation.  I'm able to create sessions, send logon messages, get
> feedback from the server, etc.=20
>
> Now I want to create a message and send it over to the Acceptor, and
> hopefully receive something from the Server.  This is where I am =
'stuck'.
> How do I handle all of the possible return messages from the Acceptor =
in
> my code?  Do I have to create case statements in case of each type of
> message that might get returned from the Acceptor (broker)?
>
> Another question/concern I have now is what happens when a =
packet/message
> gets "dropped" between me (initiator) and the broker (acceptor)?   I =
know
> there are a number of resend requests that get passed back and forth, =
but
> what actually happens?  Does quickfix have some sort of internal data
> structure that has all of the messages that were sent but not yet =
ACKd?
> Or is this something I need to implement on my OMS?
>
> I would also be interested in finding some sort of documentation =
regarding
> the data flow of objects using the quickfix engine or maybe an entity
> relationship diagram of the objects....anything like this would be =
much
> appreciated!
>
> I've read several posts of people trying to learn FIX/quickfix over =
the
> years and now that's my turn I'm hoping some of those people can come =
back
> and help explain some of the things they learned along the way!
>
>
>
> thanks!
> Azmat
>

--

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