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

[Rodrick B. <rod...@gm...>]

I know not everyone on quickfix-users is subscribed to
quickfix-developers, and many have been asking for coding samples.
Thomas Bakker was kind enough to provide the following.

---------- Forwarded message ----------
From: Thomas Bakker <th...@ik...>
Date: Sep 24, 2007 11:12 AM
Subject: Re: [Quickfix-developers] Quickfix-developers Digest, Vol 16, Issue 3
To: qui...@li...


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

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)




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-- 
Rodrick R. Brown
http://www.rodrickbrown.com