Thread: [Quickfix-developers] Getting Started with QuickFix and .NET
Brought to you by:
orenmnero
Menu
▾
▴
quickfix-developers
|
From: John K. <kam...@gm...> - 2007-09-24 12:40:04
|
HI, I'm a newbie to quick fix and for a few days now I've been investigating the examples provided and anything else I could find on the web, and I can say for certain that quickfix has one of the steepest learning curves I've ever seen. The documentation and examples especially for .net developers is very limited. There is very little on how to actually get anything working with quickfix, kind of like a "hello world" for on QF. Basically... how to: 1. connect to your host & login 2. receive messages and determine the message type 3. send messages 4. log out If I could just get an example showing how an app connects to the host, provides the userid and pwd, then sets the event handlers and waits for data to arrive, I'd be most grateful. Any help would be most appreciated. I'm sure from there I'll be able to realise whats going on and make some progress. In fact, if I"m able to at least connect, I"ll create my own tutorial on using QF, C# and VB.NET for beginners and post it online for others to read. Thanks in advance John -- View this message in context: http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Tarek F. K. <tk...@ss...> - 2007-09-24 12:46:11
|
John K, I am going through the exact same thing, and that is what's stopping our department from truly adopting QuickFix as our fix engine/gateway instead of the proprietary software we pay huge amounts of money for. If you ever find something please do share it with us as I will also submit any threads I find. Cheers, On 9/24/07, John K. <kam...@gm...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > HI, I'm a newbie to quick fix and for a few days now I've been > investigating > the examples provided and anything else I could find on the web, and I can > say for certain that quickfix has one of the steepest learning curves I've > ever seen. The documentation and examples especially for .net developers > is > very limited. There is very little on how to actually get anything working > with quickfix, kind of like a "hello world" for on QF. > Basically... how to: > 1. connect to your host & login > 2. receive messages and determine the message type > 3. send messages > 4. log out > > If I could just get an example showing how an app connects to the host, > provides the userid and pwd, then sets the event handlers and waits for > data > to arrive, I'd be most grateful. Any help would be most appreciated. I'm > sure from there I'll be able to realise whats going on and make some > progress. > In fact, if I"m able to at least connect, I"ll create my own tutorial on > using QF, C# and VB.NET for beginners and post it online for others to > read. > Thanks in advance > John > -- > View this message in context: > http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: John K. <kam...@gm...> - 2007-09-24 13:20:08
|
I'm actually just trying to find a way of using QF to connect to a properietary system we have internally and persist the data to sql server (read only, no writing). So far I'm not even sure where to get started. I've managed to be able to create QuickFix.Message objects from the log files that the properitery system creates, but connecting to it to receiving real-time data is proving far more difficult than I thought. If anyone could please point us in the right direction, we'd be most grateful. Thanks John Tarek F. Koudsi wrote: > > > John K, > > I am going through the exact same thing, and that is what's stopping our > department from truly adopting QuickFix as our fix engine/gateway instead > of > the proprietary software we pay huge amounts of money for. > > If you ever find something please do share it with us as I will also > submit > any threads I find. > > Cheers, > -- View this message in context: http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859822 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Rodrick B. <rod...@gm...> - 2007-09-24 13:36:43
|
Have you looked at the sample applications that come with QF? Executor, OrderMatch, etc... On 9/24/07, John K. <kam...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > HI, I'm a newbie to quick fix and for a few days now I've been investigating > the examples provided and anything else I could find on the web, and I can > say for certain that quickfix has one of the steepest learning curves I've > ever seen. The documentation and examples especially for .net developers is > very limited. There is very little on how to actually get anything working > with quickfix, kind of like a "hello world" for on QF. > Basically... how to: > 1. connect to your host & login > 2. receive messages and determine the message type > 3. send messages > 4. log out > > If I could just get an example showing how an app connects to the host, > provides the userid and pwd, then sets the event handlers and waits for data > to arrive, I'd be most grateful. Any help would be most appreciated. I'm > sure from there I'll be able to realise whats going on and make some > progress. > In fact, if I"m able to at least connect, I"ll create my own tutorial on > using QF, C# and VB.NET for beginners and post it online for others to read. > Thanks in advance > John > -- > View this message in context: http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Rodrick R. Brown http://www.rodrickbrown.com |
|
From: Oren M. <or...@qu...> - 2007-09-24 14:08:11
|
Can you guys indicate what it is you have looked at already? Maybe we can point out documentation you might have missed, or supplement it with anything that isn't currently available. --oren On Sep 24, 2007, at 7:46 AM, Tarek F. Koudsi wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > John K, > > I am going through the exact same thing, and that is what's > stopping our department from truly adopting QuickFix as our fix > engine/gateway instead of the proprietary software we pay huge > amounts of money for. > > If you ever find something please do share it with us as I will > also submit any threads I find. > > Cheers, > > On 9/24/07, John K. < kam...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > HI, I'm a newbie to quick fix and for a few days now I've been > investigating > the examples provided and anything else I could find on the web, > and I can > say for certain that quickfix has one of the steepest learning > curves I've > ever seen. The documentation and examples especially for .net > developers is > very limited. There is very little on how to actually get anything > working > with quickfix, kind of like a "hello world" for on QF. > Basically... how to: > 1. connect to your host & login > 2. receive messages and determine the message type > 3. send messages > 4. log out > > If I could just get an example showing how an app connects to the > host, > provides the userid and pwd, then sets the event handlers and waits > for data > to arrive, I'd be most grateful. Any help would be most > appreciated. I'm > sure from there I'll be able to realise whats going on and make some > progress. > In fact, if I"m able to at least connect, I"ll create my own > tutorial on > using QF, C# and VB.NET for beginners and post it online for others > to read. > Thanks in advance > John > -- > View this message in context: http://www.nabble.com/Getting-Started- > with-QuickFix-and-.NET-tf4508939.html#a12859040 > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: John K. <kam...@gm...> - 2007-09-24 14:43:44
|
There really isn't much in the way of examples as regards QF, I've looked at Executor and read all the documentation regarding it in the QF help. I understand how the fix protocol works etc. I know that that QF's objects are an OO representation of the Fix protocol. What is not clear however, is the process. Basically a very simple code sample showing the process in action, connecting, trapping events, receiving messages, sending messages, logging out etc. Even a 5 line sample will really help. Thanks John On 24/09/2007, Oren Miller <or...@qu...> wrote: > > Can you guys indicate what it is you have looked at already? Maybe we can > point out documentation you might have missed, or supplement it with > anything that isn't currently available. > > --oren > > On Sep 24, 2007, at 7:46 AM, Tarek F. Koudsi wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > John K, > > I am going through the exact same thing, and that is what's stopping our > department from truly adopting QuickFix as our fix engine/gateway instead of > the proprietary software we pay huge amounts of money for. > > If you ever find something please do share it with us as I will also > submit any threads I find. > > Cheers, > > On 9/24/07, John K. < kam...@gm...> wrote: > > > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > HI, I'm a newbie to quick fix and for a few days now I've been > > investigating > > the examples provided and anything else I could find on the web, and I > > can > > say for certain that quickfix has one of the steepest learning curves > > I've > > ever seen. The documentation and examples especially for .net developers > > is > > very limited. There is very little on how to actually get anything > > working > > with quickfix, kind of like a "hello world" for on QF. > > Basically... how to: > > 1. connect to your host & login > > 2. receive messages and determine the message type > > 3. send messages > > 4. log out > > > > If I could just get an example showing how an app connects to the host, > > provides the userid and pwd, then sets the event handlers and waits for > > data > > to arrive, I'd be most grateful. Any help would be most appreciated. I'm > > > > sure from there I'll be able to realise whats going on and make some > > progress. > > In fact, if I"m able to at least connect, I"ll create my own tutorial on > > using QF, C# and VB.NET <http://vb.net/>for beginners and post it online > > for others to read. > > Thanks in advance > > John > > -- > > View this message in context: > > http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://nabble.com/> > > . > > > > > > ------------------------------------------------------------------------- > > > > This SF.net email is sponsored by: Microsoft > > Defy all challenges. Microsoft(R) Visual Studio 2005. > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > |
|
From: John K. <kam...@gm...> - 2007-09-24 14:08:32
|
I've looked at Executor, (I cannot open order match, my VS2005 license doesnt include c++ projects) and executor the difficulty with learning from executor is that it jumps straight into it. No slow walkthrough, i.e. here we connect to the server, then await trap the OnMessage event etc. For a newbie who has just seen QF, this like learning to swim in shark infested waters, 30 miles from land. :) Also, for now what I"m actually intending on doing is just connecting to a host and waiting to trap received messages, once I'm able to do that I'm sure i"ll be able to figure the rest out. On 24/09/2007, Rodrick Brown <rod...@gm...> wrote: > > Have you looked at the sample applications that come with QF? > Executor, OrderMatch, etc... > > On 9/24/07, John K. <kam...@gm...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > HI, I'm a newbie to quick fix and for a few days now I've been > investigating > > the examples provided and anything else I could find on the web, and I > can > > say for certain that quickfix has one of the steepest learning curves > I've > > ever seen. The documentation and examples especially for .net developers > is > > very limited. There is very little on how to actually get anything > working > > with quickfix, kind of like a "hello world" for on QF. > > Basically... how to: > > 1. connect to your host & login > > 2. receive messages and determine the message type > > 3. send messages > > 4. log out > > > > If I could just get an example showing how an app connects to the host, > > provides the userid and pwd, then sets the event handlers and waits for > data > > to arrive, I'd be most grateful. Any help would be most appreciated. I'm > > sure from there I'll be able to realise whats going on and make some > > progress. > > In fact, if I"m able to at least connect, I"ll create my own tutorial on > > using QF, C# and VB.NET for beginners and post it online for others to > read. > > Thanks in advance > > John > > -- > > View this message in context: > http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > ------------------------------------------------------------------------- > > This SF.net email is sponsored by: Microsoft > > Defy all challenges. Microsoft(R) Visual Studio 2005. > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > -- > Rodrick R. Brown > http://www.rodrickbrown.com > |
|
From: Oren M. <or...@qu...> - 2007-09-24 14:45:33
|
Ok, and have you seen the code samples in the documentation? Did you find them but found them confusing? Did you not find them at all? Are they difficult to find? --oren On Sep 24, 2007, at 9:08 AM, John K. wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I've looked at Executor, (I cannot open order match, my VS2005 > license doesnt include c++ projects) and executor the difficulty > with learning from executor is that it jumps straight into it. No > slow walkthrough, i.e . here we connect to the server, then await > trap the OnMessage event etc. For a newbie who has just seen QF, > this like learning to swim in shark infested waters, 30 miles from > land. :) > Also, for now what I"m actually intending on doing is just > connecting to a host and waiting to trap received messages, once > I'm able to do that I'm sure i"ll be able to figure the rest out. > > > On 24/09/2007, Rodrick Brown <rod...@gm...> wrote: > Have you looked at the sample applications that come with QF? > Executor, OrderMatch, etc... > > On 9/24/07, John K. < kam...@gm...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/ > doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > HI, I'm a newbie to quick fix and for a few days now I've been > investigating > > the examples provided and anything else I could find on the web, > and I can > > say for certain that quickfix has one of the steepest learning > curves I've > > ever seen. The documentation and examples especially for .net > developers is > > very limited. There is very little on how to actually get > anything working > > with quickfix, kind of like a "hello world" for on QF. > > Basically... how to: > > 1. connect to your host & login > > 2. receive messages and determine the message type > > 3. send messages > > 4. log out > > > > If I could just get an example showing how an app connects to the > host, > > provides the userid and pwd, then sets the event handlers and > waits for data > > to arrive, I'd be most grateful. Any help would be most > appreciated. I'm > > sure from there I'll be able to realise whats going on and make some > > progress. > > In fact, if I"m able to at least connect, I"ll create my own > tutorial on > > using QF, C# and VB.NET for beginners and post it online for > others to read. > > Thanks in advance > > John > > -- > > View this message in context: http://www.nabble.com/Getting- > Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > ---------------------------------------------------------------------- > --- > > This SF.net email is sponsored by: Microsoft > > Defy all challenges. Microsoft(R) Visual Studio 2005. > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > -- > Rodrick R. Brown > http://www.rodrickbrown.com > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: John K. <kam...@gm...> - 2007-09-24 15:27:22
|
I've reviewed as much of the documentation as I could. The thing is, I'm not so proficient in C++, and there is no client/intiator example in c# of vb.net. On 24/09/2007, Oren Miller <or...@qu...> wrote: > > Ok, and have you seen the code samples in the documentation? Did you find > them but found them confusing? Did you not find them at all? Are they > difficult to find? > > --oren > > On Sep 24, 2007, at 9:08 AM, John K. wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I've looked at Executor, (I cannot open order match, my VS2005 license > doesnt include c++ projects) and executor the difficulty with learning from > executor is that it jumps straight into it. No slow walkthrough, i.e . > here we connect to the server, then await trap the OnMessage event etc. For > a newbie who has just seen QF, this like learning to swim in shark infested > waters, 30 miles from land. :) > Also, for now what I"m actually intending on doing is just connecting to a > host and waiting to trap received messages, once I'm able to do that I'm > sure i"ll be able to figure the rest out. > > > On 24/09/2007, Rodrick Brown <rod...@gm... > wrote: > > > > Have you looked at the sample applications that come with QF? > > Executor, OrderMatch, etc... > > > > On 9/24/07, John K. < kam...@gm...> wrote: > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > > > > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > > > > HI, I'm a newbie to quick fix and for a few days now I've been > > investigating > > > the examples provided and anything else I could find on the web, and I > > can > > > say for certain that quickfix has one of the steepest learning curves > > I've > > > ever seen. The documentation and examples especially for .net > > developers is > > > very limited. There is very little on how to actually get anything > > working > > > with quickfix, kind of like a "hello world" for on QF. > > > Basically... how to: > > > 1. connect to your host & login > > > 2. receive messages and determine the message type > > > 3. send messages > > > 4. log out > > > > > > If I could just get an example showing how an app connects to the > > host, > > > provides the userid and pwd, then sets the event handlers and waits > > for data > > > to arrive, I'd be most grateful. Any help would be most appreciated. > > I'm > > > sure from there I'll be able to realise whats going on and make some > > > progress. > > > In fact, if I"m able to at least connect, I"ll create my own tutorial > > on > > > using QF, C# and VB.NET <http://vb.net/> for beginners and post it > > online for others to read. > > > Thanks in advance > > > John > > > -- > > > View this message in context: > > http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040 > > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://nabble.com/> > > . > > > > > > > > > > > ------------------------------------------------------------------------- > > > This SF.net email is sponsored by: Microsoft > > > Defy all challenges. Microsoft(R) Visual Studio 2005. > > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > > _______________________________________________ > > > Quickfix-developers mailing list > > > Qui...@li... > > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > > > > -- > > Rodrick R. Brown > > http://www.rodrickbrown.com > > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________ > > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > |
|
From: John K. <kam...@gm...> - 2007-09-27 10:25:43
|
After some research and massive help from John Haldi, I think I've finally understood the basics of Quickfix and the Fix protocol. Note the word "Basics". I've managed to create a simple vb.net app that can connect to the executor example that ships with the QF documentation. I'll go through this process in this post so that other vb.net newbies can understand. I'll start assuming that whoever is reading this knows the difference between Fix and Quickfix. That is, Fix is a protocol and QuickFix is a set of libraries that can allow your app to use the Fix protocol. If anyone notes something that I've stated wrong, please correct me, I'm a newbie after all. :) In QF there are 2 types of apps, Server and Client, referred to as Acceptor and Initiator. The server/acceptor sits back waits for clients to connect, and the client connects to a server. The vb.net executor example is an Acceptor, there is no vb.net example of an initiator. And thats what I'll create here step by step. Note that the example will create doesnt do anything, it just connects and receives heartbeats. Lets start with the config file. The config file is where the Qf engine will get its settings from, similar to the asp.net web.config file. I wont go into the details of each property (these you can get from the documentation). Below is the config file the initiator/client will use. [DEFAULT] ConnectionType=initiator HeartBtInt=30 ReconnectInterval=1 FileStorePath=c:\fixfiles FileLogPath=log StartTime=00:00:00 EndTime=00:00:00 UseDataDictionary=N SocketConnectHost=localhost [SESSION] BeginString=FIX.4.4 SenderCompID=CLIENT1 TargetCompID=EXECUTOR SocketConnectPort=5001 Save this somewhere say, c:\fixconfig\myconfig.cfg, we'll need it in a moment. QuickFix needs a way to communicate with your app, to do this it needs an object that implements an interface that it knows about namely QuickFix.Application. In the app, we'll create an object that implements this interface, initialise it and wait for QF to send us messages. Ok, moving on, Open VS2005 and Create a vb.net console app, by default the IDE will create for a Module named Module1.vb and the main entry point Sub Main(). Replace the whole Module with this. Module Module1 'QuickFIX engine environment variables Public mySessionSettings As SessionSettings Public myApplication As Application Public myStoreFactory As FileStoreFactory Public myMessageFactory As DefaultMessageFactory Public myLogFactory As ScreenLogFactory Public myInitiator As SocketInitiator Public LoggedOn As Boolean Sub Main() mySessionSettings = New SessionSettings("c:\fixconfig\myconfig.cfg") myApplication = New Application myStoreFactory = New FileStoreFactory(mySessionSettings) myMessageFactory = New DefaultMessageFactory myLogFactory = New ScreenLogFactory(True, True, True) myInitiator = New SocketInitiator(myApplication, myStoreFactory, mySessionSettings, myLogFactory, myMessageFactory) myInitiator.start() Do 'Find something to do while waiting Loop While LoggedOn = False End Sub End Module In Sub main you see we create a couple of objects, first the SessionSettings, this will feed QF our settings, the ones we created earlier. Second is the key object, Application, which implements the QuickFix.Application interface, this is the object that QF will use to send messages to us. We need to create it, so, below the module, paste this. Public Class Application Implements QuickFix.Application Public Sub New() End Sub Public Sub fromAdmin(ByVal Param As QuickFix.Message, ByVal Param1 As QuickFix.SessionID) Implements QuickFix.Application.fromAdmin System.Console.WriteLine("fromAdmin: " & Param.GetType.FullName) End Sub Public Sub fromApp(ByVal Param As QuickFix.Message, ByVal Param1 As QuickFix.SessionID) Implements QuickFix.Application.fromApp System.Console.WriteLine("IN: " & Param.GetType.FullName) End Sub Public Sub onCreate(ByVal Param As QuickFix.SessionID) Implements QuickFix.Application.onCreate System.Console.WriteLine("onCreate") End Sub Public Overloads Sub onMessage(ByVal message As QuickFix44.ExecutionReport, ByVal Param As QuickFix.SessionID) System.Console.WriteLine() End Sub Public Sub onLogon(ByVal Param As QuickFix.SessionID) Implements QuickFix.Application.onLogon System.Console.WriteLine("Logon: " & Param.GetType.FullName) End Sub Public Sub onLogout(ByVal Param As QuickFix.SessionID) Implements QuickFix.Application.onLogout System.Console.WriteLine("Logout") End Sub Public Sub toAdmin(ByVal message As QuickFix.Message, ByVal Param1 As QuickFix.SessionID) Implements QuickFix.Application.toAdmin System.Console.WriteLine("toAdmin: " & message.GetType.FullName) End Sub Public Sub toApp(ByVal Param As QuickFix.Message, ByVal Param1 As QuickFix.SessionID) Implements QuickFix.Application.toApp System.Console.WriteLine("toApp: " & Param.GetType.FullName) End Sub End Class Note that in sub main I have an infinite loop, this means the app will never exit so, if you want it to, change that code so that you exit once you've done all you needed to do. This is all the code you need to AT LEAST connect to executor. The main thing you need to know about, is how to receive messages. This is done by overriding the onMessage method. When you know what type of message you want to receive (like in the case of executor, an ExecutionReport), you just override the method and wait. However, executor will only send you this, when you've submitted a new order using the NewOrderSingle object. >From the example you (the newbie) should easily realise how to do this from a Winforms app, and therefore add some interactivity to your app. Note however that you can't just set text to controls directly, you'll have to use a delegate and the Invoke method of the control. Similar to what you'd do if you were writing a multi-threaded winforms app. I know its not much, but I hope at least vb.net newbies can at least gain something from it. If you feel there is more I should add, just let me know, especially if it adds to the value of this example. On a final note, Qf is extremely powerful, but for newbies like me who don't know c++, it was a hellishly hard just getting these few lines of code to work. It was kind of like learning the theory of relativity in Latin. Thanks John K. -- View this message in context: http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12918488 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: kuriandungu <kur...@ya...> - 2007-09-27 13:58:45
|
Thank you very much John K. Your Code really helps clarify . I have been looking into QF for about 3 months now and only after your example do i know what is going on. I think i can now do an app at least. Cheers and keep it up :) -- View this message in context: http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12921884 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
