Re: [Quickfix-users] custom messages/ message wrappers

[Blain S. <bla...@tr...>]

Thanks for your quick response!

To answer your question, the client-side server (I know it's bizzare 
sounding :-) talks real fix to the outside world and real fix + the 
wrappers and a custom logon message to the inside.  The main advantage 
it offers is that I can send any version fix message to it and it will 
appropriately translate to the version that the message's destination is 
talking, so my application need only speak one version of fix.

Your idea about having a proxy is great, but I don't know if it is best 
for this situation, I get into that below.

The custom logon message is the real problem here.  An example:

<proprietarycompanyname>
    <msg msgtype="6" sendercompid="BuySide" targetcompid="SellSide" 
username="guest" password="bighexadecimalstring" />
</proprietarycompanyname>

So it's really a Fixml (perhaps nonstandard) message.  After a little 
more peeking into the code it looks like I could (as you suggested) add 
a username and password field to the message in the toAdmin callback, 
but then I still have the problem of getting quickfix to format it as 
per above.

My guess is that I might be able to overload the toString() method in 
the FIX44::Logon class which I think quickfix calls before it sends the 
message over the wire.  BUT... I don't know if I am going to break the 
system or even if it is possible to overload that method at that level.  
If I can do this however, I might as well just throw in the 
<proprietarycompanyname></proprietarycompanyname> in FIX44::Message and 
not worry about the proxy.

Anyway, if you could give me a little insight into the ramifications of 
doing the above that would be fantastic.

Thanks again for you help, you have a awesome library here, I just hope 
I can use it!

-B

 

or...@qu... wrote:

>Wow.  That's some requirement!  Do they have the ability to talk to any off the shelf FIX engines?  Doesn't
>sound likely.  
>
>The custom logon is easy, you can add on any fields to the outgoing logon in the toAdmin callback.  Just add
>whatever custom fields you need with setField.  If they are sending you custom fields, just add them to the
>DataDictionary and you should have no problem pulling them out with getField.
>
>Now the <tag></tag> thing is weird!  You certainly could hack around the code to try to support this strange
>behavior, but what I would probably do instead is to write a small proxy to handle this.  Essentially just
>write a little server that will take a proper FIX message on one end, and add the <tag></tag> before sending to
>the counterparty, and strip them out of messages you receive before sending to your application.  Another
>advantage of having a proxy is that you could always swap in a new FIX engine if you ever wanted to switch.
>
>  
>
>>-------- Original Message --------
>>Subject: [Quickfix-users] custom messages/ message wrappers
>>From: "Blain Sadler" <bla...@tr...>
>>Date: Thu, May 06, 2004 11:37 am
>>To: qui...@li...
>>
>>Hi all,
>>
>>I am looking at integrating QuickFix as a part of a client application
>>
>>communicating with a proprietary client side fix engine.  The main 
>>problem that I am encountering is that this particular engine needs a 
>>custom logon message, and for all messages to be wrapped in <tag></tag>
>>
>>with the raw fix message encompassed within.
>>
>>Being unfamiliar with the quickfix c++ codebase,My questions to the
>>list 
>>are these:
>>1) Where in the code would I go about tacking on and removing the 
>><tag></tag> pairs for incoming and outgoing messages?
>>2) How should I go about dealing with the custom logon and logon 
>>response messages, subclass FIXxx::Logon?  Plug it into the socket's 
>>receiving code?
>>
>>My thanks in advance for any help
>>
>>-B
>>
>>
>>
>>
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