quickfix-users — QuickFIX user support

[Quickfix-users] shutting down fix sessions

[Matt F. <ma...@ba...>]

What's the best way to shut down a connected and active quickfix
session?  i'm trying the stop() method on my SocketInitiator but that
locks up my app.  I've tried logout but it just reconnects.  The only
way i've gotten it to work is to uncleanly do Application.Exit(), but
that doesn't lend itself to easy use in an administrative interface.

[Quickfix-users] Example Applications

[boris m. <bor...@gm...>]

Hi,

I didn't Example Applications for Windows GUI but for console mode only.
Why?

Regards,
Boris.

RE: [Quickfix-users] delegating persistence handling to application

[Steve B. <st...@xp...>]

Hi Nick,

An initial version of a pure Java QuickFIX will be committed
to CVS soon. It has a JDBC file store and file log implementation
that should work with almost any JDBC-supported DBMS and should
also work with the QuickFIX/JNI implementation.

HTH,

Steve

> -----Original Message-----
> From: Nick Evgeniev [mailto:ni...@de...]
> Sent: Sunday, February 27, 2005 4:51 PM
> To: Oren Miller
> Cc: qui...@li...
> Subject: Re: [Quickfix-users] delegating persistence handling to
> application
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi,
> 
> oops, I missed this feature.... Thank you :)
> 
> ----- Original Message -----
> From: "Oren Miller" <or...@qu...>
> To: "Nick Evgeniev" <ni...@de...>
> Cc: <qui...@li...>
> Sent: Sunday, February 27, 2005 8:22 PM
> Subject: Re: [Quickfix-users] delegating persistence handling to application
> 
> 
> > You can already do this.  The MessageStoreFactory and MessageStore are
> > both regular java interfaces.  You can implement them however you like
> > and pass your new implementation into the Acceptor/Initiator just like
> > the File and MySQL implementations that come with QuickFIX.
> >
> > --oren
> >
> > On Feb 27, 2005, at 8:35 AM, Nick Evgeniev wrote:
> >
> > > QuickFIX Documentation:
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX FAQ:
> > > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > > Hi,
> > >
> > > I think it would be nice to have persistence handling delegating from
> > > quickfix core to application level, because it would be quite natural
> > > to
> > > have persistence in java to be implemented via jdbc to ha-oracle or
> > > something like that (I can even say oracle advanced queuing).
> > >
> > > The current implementation (while it's quite robust) limits
> > > persistence to
> > > plain file and mysql only
> > >
> > > What the others are thinking about this? :)
> > >
> > >
> > >
> > >
> > > -------------------------------------------------------
> > > SF email is sponsored by - The IT Product Guide
> > > Read honest & candid reviews on hundreds of IT Products from real
> > > users.
> > > Discover which products truly live up to the hype. Start reading now.
> > > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click
> > > _______________________________________________
> > > Quickfix-users mailing list
> > > Qui...@li...
> > > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> > >
> >
> >
> 
> 
> 
> -------------------------------------------------------
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> Read honest & candid reviews on hundreds of IT Products from real users.
> Discover which products truly live up to the hype. Start reading now.
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> _______________________________________________
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> 

Re: [Quickfix-users] delegating persistence handling to application

[Nick E. <ni...@de...>]

Hi,

oops, I missed this feature.... Thank you :)

----- Original Message -----
From: "Oren Miller" <or...@qu...>
To: "Nick Evgeniev" <ni...@de...>
Cc: <qui...@li...>
Sent: Sunday, February 27, 2005 8:22 PM
Subject: Re: [Quickfix-users] delegating persistence handling to application


> You can already do this.  The MessageStoreFactory and MessageStore are
> both regular java interfaces.  You can implement them however you like
> and pass your new implementation into the Acceptor/Initiator just like
> the File and MySQL implementations that come with QuickFIX.
>
> --oren
>
> On Feb 27, 2005, at 8:35 AM, Nick Evgeniev wrote:
>
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX FAQ:
> > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi,
> >
> > I think it would be nice to have persistence handling delegating from
> > quickfix core to application level, because it would be quite natural
> > to
> > have persistence in java to be implemented via jdbc to ha-oracle or
> > something like that (I can even say oracle advanced queuing).
> >
> > The current implementation (while it's quite robust) limits
> > persistence to
> > plain file and mysql only
> >
> > What the others are thinking about this? :)
> >
> >
> >
> >
> > -------------------------------------------------------
> > SF email is sponsored by - The IT Product Guide
> > Read honest & candid reviews on hundreds of IT Products from real
> > users.
> > Discover which products truly live up to the hype. Start reading now.
> > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
>
>

Re: [Quickfix-users] delegating persistence handling to application

[Oren M. <or...@qu...>]

You can already do this.  The MessageStoreFactory and MessageStore are 
both regular java interfaces.  You can implement them however you like 
and pass your new implementation into the Acceptor/Initiator just like 
the File and MySQL implementations that come with QuickFIX.

--oren

On Feb 27, 2005, at 8:35 AM, Nick Evgeniev wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I think it would be nice to have persistence handling delegating from
> quickfix core to application level, because it would be quite natural 
> to
> have persistence in java to be implemented via jdbc to ha-oracle or
> something like that (I can even say oracle advanced queuing).
>
> The current implementation (while it's quite robust) limits 
> persistence to
> plain file and mysql only
>
> What the others are thinking about this? :)
>
>
>
>
> -------------------------------------------------------
> SF email is sponsored by - The IT Product Guide
> Read honest & candid reviews on hundreds of IT Products from real 
> users.
> Discover which products truly live up to the hype. Start reading now.
> http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] delegating persistence handling to application

[Nick E. <ni...@de...>]

Hi,

I think it would be nice to have persistence handling delegating from
quickfix core to application level, because it would be quite natural to
have persistence in java to be implemented via jdbc to ha-oracle or
something like that (I can even say oracle advanced queuing).

The current implementation (while it's quite robust) limits persistence to
plain file and mysql only

What the others are thinking about this? :)

Re: [Quickfix-users] Fix 4.0: execution reports, field Rule80A/47

[Oren M. <or...@qu...>]

Insert it as a valid value into your FIX40.xml under the Rule80A field.  =
The block looks like this...

   <field number=3D"47" name=3D"Rule80A" type=3D"CHAR">
      <value enum=3D"A" description=3D"AGENCY_SINGLE_ORDER"/>
      <value enum=3D"D" =
description=3D"PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
      <value enum=3D"C" =
description=3D"PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
      <value enum=3D"J" =
description=3D"PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
      <value enum=3D"K" =
description=3D"PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
      <value enum=3D"U" =
description=3D"PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
      <value enum=3D"Y" =
description=3D"PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
      <value enum=3D"M" =
description=3D"PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
      <value enum=3D"N" =
description=3D"PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
      <value enum=3D"W" =
description=3D"ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
    </field>

Just insert enum "I" into this block.
  ----- Original Message -----=20
  From: Matt Fitzpatrick=20
  To: qui...@li...=20
  Sent: Thursday, February 24, 2005 12:07 PM
  Subject: [Quickfix-users] Fix 4.0: execution reports, field Rule80A/47


  Quickfix seems to be rejecting execution reports where field 47=3DI.  =
Does anyone know how I can turn off validation for this field or fix it =
so it can handle I as a value (it should be valid as per fixionary).



-------------------------------------------------------------------------=
-----
  From: Matt Fitzpatrick=20
  Sent: Thursday, January 20, 2005 7:20 AM
  To: 'qui...@li...'
  Subject: Quick Fix & drop copies


  Can I use quick fix to process drop copies?

[Quickfix-users] Fix 4.0: execution reports, field Rule80A/47

[Matt F. <ma...@ba...>]

Quickfix seems to be rejecting execution reports where field 47=3DI.  =
Does
anyone know how I can turn off validation for this field or fix it so it
can handle I as a value (it should be valid as per fixionary).

  _____ =20

From: Matt Fitzpatrick=20
Sent: Thursday, January 20, 2005 7:20 AM
To: 'qui...@li...'
Subject: Quick Fix & drop copies



Can I use quick fix to process drop copies?

[Quickfix-users] Problem running QuickFix 1.9.3 managed wrapper (System.IO.FileNotFoundException) in VB/.NET

[Paul P. <pa...@ch...>]

Hi,
 
It seems I have same issue as posting 2004-11-18 10:20, except my
application is in VB/.NET
 
When I try to run the application I get the following exception.
 An unhandled exception of type "System.IO.FileNotFoundException"
occurred in Unknown
Module.
 Additional information: File or assembly name quickfix_net, or one of
its dependencies, was
not found.
 
I suspect it is to do with sessionSettings not finding executor.cfg,
because when I run the following the contents of executor.cfg are
written to the console
        Try
            Dim sr As StreamReader = New StreamReader(CmdArgs(0))
            Dim line As String
            Do
                line = sr.ReadLine()
                Console.WriteLine(line)
            Loop Until line Is Nothing
            sr.Close()
        Catch E As Exception
            Console.WriteLine("The file could not be read:")
        End Try
 
But when I try:
        Try
            Dim sessionSettings As New SessionSettings(CmdArgs(0))
        Catch e As Exception
            Console.WriteLine(E)
        End Try
 
the error appears.
 
The file executor.cfg is in the same directory as the vb source code.
 
Many thanks,
 
Paul

[Quickfix-users] QuickFIX 1.9.4 RPMS for Fedora Core 3

[Clive M. <cl...@va...>]

I've built QuickFIX 1.9.4 RPMS for Fedora Core 3, which include support for 
MySQL, Python and Java. May be of use to someone else. Build notes and links 
to download .....

http://www.objectsoft-systems.ltd.uk/quickfix/

Regards

Clive
-- 
Clive Messer <cl...@va...>

AW: [Quickfix-users] QuickFIX crashes when DataDictionary is used

[tribusa.com <tr...@tr...>]

Hello Oren,

I've realised the error of my ways. It was a basic beginners mistake. My
FIX provider has a custom field in his Logon message which I had not
defined and had not included in the DataDictionary. This was what was
causing my application to crash.

Thanks,

Elmo

-----Urspr=FCngliche Nachricht-----
Von: qui...@li...
[mailto:qui...@li...] Im Auftrag von Oren
Miller
Gesendet: Mittwoch, 26. Januar 2005 15:26
An: Elmo Lewis
Cc: qui...@li...
Betreff: Re: [Quickfix-users] QuickFIX crashes when DataDictionary is
used


QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ:
http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Please post your data dictionary and your message log.

--oren

On Jan 26, 2005, at 3:10 AM, Elmo Lewis wrote:

> Hello,
> =A0
> I'm having the following problem with QuickFIX.
>  =A0
> When I do not use=A0a DataDictionary everything works fine but now,
> seeing as=A0I am using repeating groups and=A0I need to use=A0a=20
> DataDictionary. With the DataDictionary, QuickFIX now crashes upon=20
> reception of the first message (a Logon confirmation).
> =A0
> Does anybody know how I can solve this?
> =A0
> Thanks,
> =A0
> Elmo
>
> Do you Yahoo!?
>  Yahoo! Search presents - Jib Jab's 'Second Term'


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Re: [Quickfix-users] QuickFIX crashes when DataDictionary is used

[Oren M. <or...@qu...>]

Please post your data dictionary and your message log.

--oren

On Jan 26, 2005, at 3:10 AM, Elmo Lewis wrote:

> Hello,
> =A0
> I'm having the following problem with QuickFIX.
>  =A0
> When I do not use=A0a DataDictionary everything works fine but now,=20
> seeing as=A0I am using repeating groups and=A0I need to use=A0a=20
> DataDictionary. With the DataDictionary, QuickFIX now crashes upon=20
> reception of the first message (a Logon confirmation).
> =A0
> Does anybody know how I can solve this?
> =A0
> Thanks,
> =A0
> Elmo
>
> Do you Yahoo!?
>  Yahoo! Search presents - Jib Jab's 'Second Term'=

[Quickfix-users] QuickFIX crashes when DataDictionary is used

[Elmo L. <elm...@ya...>]

Hello,
 
I'm having the following problem with QuickFIX. 
 
When I do not use a DataDictionary everything works fine but now, seeing as I am using repeating groups and I need to use a DataDictionary. With the DataDictionary, QuickFIX now crashes upon reception of the first message (a Logon confirmation).
 
Does anybody know how I can solve this?
 
Thanks,
 
Elmo

		
---------------------------------
Do you Yahoo!?
 Yahoo! Search presents - Jib Jab's 'Second Term'

Re: [Quickfix-users] Quick Fix & drop copies

[Brian E. <azz...@ya...>]

My FIX server (acceptor) sends drop copies. You should send them as
ExecutionReports - at least in 4.3 and above, pretty much every field
in a NewOrderSingle also appears in the ExecutionReport.

The ExecType should probably be 'New' - that's how I've implemented it.
If the actual status of the order is something other than 'New', you
can indicate that in the OrdStatus field.

- Brian Erst

--- Matt Fitzpatrick <ma...@ba...> wrote:

> Can I use quick fix to process drop copies?
> 
> 

Re: [Quickfix-users] Quick Fix & drop copies

[Andrew M. <an...@nm...>]

Sure, as long as the drop copy line is sending the drops as FIX execution 
reports.

On Thu, 20 Jan 2005, Matt Fitzpatrick wrote:

> Can I use quick fix to process drop copies?
>
>

[Quickfix-users] Quick Fix & drop copies

[Matt F. <ma...@ba...>]

Can I use quick fix to process drop copies?

[Quickfix-users] How to do a reconnection logon

[Tom T. <pp_...@ya...>]

Hi,

Could anyone tell me how to do a reconnection logon using either VB.NET or C#.NET?

I'm using the .NET version of QuickFIX with Visual Basic. My program is crashing when I attempt to do a reconnection logon. I'm using the following code:

Dim settings As New SessionSettings(settingsFile)

Dim factory As New FileStoreFactory("C:\Programme\quickfix\Resources\")

Dim logFactory As New ScreenLogFactory(True, True, True)

Dim messageFactory As New DefaultMessageFactory()

'application is already declared from the previous logon

initiator = New SocketInitiator(application, factory, settings, logFactory, messageFactory)

initiator.start()

 

The program quickfix_net.dll is crashing at the Fix.Session.IsEnabled module.

Thanks


		
---------------------------------
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Re: [Quickfix-users] Fix engine sequence reset

[Dominique J. <jun...@ho...>]

Thanks.

I had to define "the" session before being able to use the reset method :

			QuickFix.Session s = Session.lookupSession(SID);
			s.reset();

But now it's working perfectly.

Thanks again.

Junker Dominique



>From: Oren Miller <or...@qu...>
>To: "Dominique Junker" <jun...@ho...>
>CC: qui...@li...
>Subject: Re: [Quickfix-users] Fix engine sequence reset
>Date: Wed, 19 Jan 2005 08:24:10 -0600
>
>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Dominique, please note the Session::reset() method.
>
>--oren
>
>On Jan 19, 2005, at 1:54 AM, Dominique Junker wrote:
>
>>QuickFIX Documentation: 
>>http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Hi all,
>>
>>To reset the sequence numbers of a QuickFix engine, the only solution that 
>>I see is to stop it and "physically" replace the *.seqnums file content by 
>>"1 : 1".
>>
>>The pb is that even if the Fix Engine is stopped, I get a "File currently 
>>used by another process" when I try to do that.
>>
>>Does anybody have a solution?
>>
>>
>>Thanks.
>>
>>Junker Dominique
>>
>>
>>
>>
>>-------------------------------------------------------
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>>_______________________________________________
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>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-users
>>
>
>
>
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Re: [Quickfix-users] Fix engine sequence reset

[Oren M. <or...@qu...>]

Dominique, please note the Session::reset() method.

--oren

On Jan 19, 2005, at 1:54 AM, Dominique Junker wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> To reset the sequence numbers of a QuickFix engine, the only solution 
> that I see is to stop it and "physically" replace the *.seqnums file 
> content by "1 : 1".
>
> The pb is that even if the Fix Engine is stopped, I get a "File 
> currently used by another process" when I try to do that.
>
> Does anybody have a solution?
>
>
> Thanks.
>
> Junker Dominique
>
>
>
>
> -------------------------------------------------------
> The SF.Net email is sponsored by: Beat the post-holiday blues
> Get a FREE limited edition SourceForge.net t-shirt from ThinkGeek.
> It's fun and FREE -- well, almost....http://www.thinkgeek.com/sfshirt
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Fix engine sequence reset

[Dominique J. <jun...@ho...>]

Hi all,

To reset the sequence numbers of a QuickFix engine, the only solution that I 
see is to stop it and "physically" replace the *.seqnums file content by "1 
: 1".

The pb is that even if the Fix Engine is stopped, I get a "File currently 
used by another process" when I try to do that.

Does anybody have a solution?


Thanks.

Junker Dominique

[Quickfix-users] Re: Exception using SocketInitiator in a Windows service

[GRIGLIO F. <FAB...@se...>]

It works !!

Thanks Oren , modifying the MSXML_DOCUMENT the windows service run properly. 

Fabio

Re: [Quickfix-users] Re: Exception using SocketInitiator in a Windows service

[Oren M. <or...@qu...>]

I think this has to do with the CoInitialize in MSXML_DOCUMENT.  Try 
changing this to CoInitializeEx, which should use MTA by default 
instead of STA.

--oren

On Jan 14, 2005, at 6:04 AM, GRIGLIO FABIO wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I don't know if could be useful to solve the problem but the same 
> exception
> return implementing the service in vb.NET.
>
> A workaround is to remove the DataDictionary from the configuration 
> file :
>
> #with this configuration we 've problem
> DataDictionary=c:/myfix/spec/FIX40.xml
> UseDataDictionary=Y
>
>
> #in this manner the service starts
> UseDataDictionary=N
>
>
> any idea ? Could be a bug in the dictionary xml loading ?
>
> thanks & regards
> Fabio
>
>
>
>
> -------------------------------------------------------
> The SF.Net email is sponsored by: Beat the post-holiday blues
> Get a FREE limited edition SourceForge.net t-shirt from ThinkGeek.
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> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

[Quickfix-users] Re: Exception using SocketInitiator in a Windows service

[GRIGLIO F. <FAB...@se...>]

I don't know if could be useful to solve the problem but the same exception 
return implementing the service in vb.NET.

A workaround is to remove the DataDictionary from the configuration file :

#with this configuration we 've problem
DataDictionary=c:/myfix/spec/FIX40.xml
UseDataDictionary=Y


#in this manner the service starts
UseDataDictionary=N


any idea ? Could be a bug in the dictionary xml loading ?

thanks & regards
Fabio

[Quickfix-users] Error: No session defined for initiator

[Tom T. <to...@tr...>]

Hello, I'm a complete beginner with QuickFix and am attempting to
connect to my FIX provider. I am getting the following error and have
spent a lot of time trying to figure out what is wrong. Maybe it is just
a small mistake and somebody out there knows what I'm doing wrong. 

The error is "No session defined for initiator" and it occurs on the
line of code which attempts to create a new SocketInitiator

I am using the following session settings:

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=ABCD
SenderSubID=111
[SESSION]
SessionQualifier=Session1
BeginString=FIX.4.4
TargetCompID=ABCD
TargetSubID=111
StartTime=08:00:00
EndTime=16:35:00
HeartBtInt=20
SocketConnectPort=123
SocketConnectHost=11.22.333.44
DataDictionary=C:\Programme\quickFIX\trader\FIX44.xml

and the following code (visual basic)...

Imports QuickFix
Module Trader
    Sub Main()
        'Initiate Session
        Try
            Dim sessionSettings1 As New
SessionSettings("C:\Programme\quickFIX\trader\Settings.txt")
            Dim application As New Application()
            Dim factory As New FileStoreFactory(sessionSettings1)
            Dim logFactory As New ScreenLogFactory(True, True, True)
            Dim messageFactory As New DefaultMessageFactory()
            Dim initiator As New SocketInitiator _
                (application, factory, sessionSettings1, logFactory,
messageFactory)
            initiator.start()
            Console.WriteLine("press <enter> to quit")
            Console.Read()
            initiator.stop()
        Catch e As Exception
            Console.WriteLine(e)
            Console.Read()
        End Try
    End Sub
End Module

Thanks in advance for any help!

Tom

Re: [Quickfix-users] Modifying toAdmin/toApp messages

[Brian E. <azz...@ya...>]

Following up my own message, for complete backward compatibility, you'd
need a new "crack" method for the non-const methods, otherwise calling
the "new" crack() would still route messages to the "wrong" methods for
existing applications.

- Brian Erst

--- Brian Erst <azz...@ya...> wrote:

> Oren -
> 
> I think that sounds great. My main concern was whether non-C++
> platforms (.Net, Java and Python) handled overloaded methods that
> differed only by the "constness" of one of the arguments.
> 
> I also wondered about backward compatibility - if the new method
> differed only by signature, it might break existing applications
> which
> are currently using the cracker on toApp/toAdmin messages and
> performing the cast. (If you called the new cracker from
> toApp/toAdmin,
> it would crack to the non-const method, but the existing application
> would be overriding the const method, causing the messages to be
> skipped.)
> 
> A best of both worlds approach might be to simply make the
> "non-const"
> versions have a different method name (as in decorateMessage() or
> something that better fits your naming scheme) - existing
> applications
> would not be affected, but you wouldn't pollute the namespace with
> another class definition.
> 
> If/when this gets implemented, I'll try to update the Wiki to
> document
> the new behavior.
> 
> Thanks, Oren!
> 
> - Brian Erst
> 
> 
> --- Oren Miller <or...@qu...> wrote:
> 
> > No need to go typing all that up.  We certainly didn't type up the 
> > MessageCracker.  It is being generated off of the XML.
> > 
> > I think instead of creating a new Decorator class, we can add
> methods
> > that 
> > receive non-const messages alongside the const ones.  This way the
> > same 
> > message cracker can be used and C++ will be able to resolve which
> > method to 
> > call based on the constness of the message.  So for instance we
> could
> > have:
> > 
> > virtual void onMessage( const SessionID& sessionID, const 
> > FIX42::NewOrderSingle& message )
> > virtual void onMessage( const SessionID& sessionID,
> > FIX42::NewOrderSingle& 
> > message )
> > 
> > Both generated for the MessageCracker.  What do you think of that?
> > 
> > --oren
> > 
> > ----- Original Message ----- 
> > From: "Brian Erst" <azz...@ya...>
> > To: <qui...@li...>
> > Sent: Thursday, December 30, 2004 11:13 PM
> > Subject: [Quickfix-users] Modifying toAdmin/toApp messages
> > 
> > 
> > > QuickFIX Documentation: 
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX FAQ:
> > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > > As I am relatively new to QuickFIX, this may have already been
> > covered
> > > in the past (I did a search across the mailing list archive and
> > didn't
> > > see much on it though).
> > >
> > > It seems to me that the use of toApp and toAdmin needs to be
> better
> > > documented and that there might be a need for a message cracker
> > > specific to these messages. None of the examples, for instance,
> > make
> > > use of either of these methods (except for a token check of the
> > > PossDupFlag in TradeClient).
> > >
> > > The FIX server I was connecting to required the use of the
> Username
> > and
> > > Password fields in a Logon message. It took a long time perusing
> > the
> > > mailing list and reading the source code to figure out that I'd
> > need to
> > > use the toApp method to trap the automatically generated Logon
> > message
> > > and modify that message.
> > >
> > > After that, I bumped into a slight problem with message cracking.
> > The
> > > MessageCracker class can crack any message, but will only
> dispatch
> > > those messages as "const", which requires a cast in order to add
> > the
> > > appropriate fields (I created a non-const pointer to the Logon
> > message
> > > and set the fields).
> > >
> > > Is there/should there be an "inbound" message cracker and an
> > "outbound"
> > > message cracker? "Inbound" messages would have a "const" modifier
> > to
> > > prevent changes to the message, while "outbound" messages would
> be
> > > non-const so the message could be modified (or "decorated") prior
> > to
> > > being sent.
> > >
> > > For backward compatibility, the "inbound" message cracker could
> > > continue to be MessageCracker, while a new class could handle the
> > > "outbound"  message cracking/decorating.
> > >
> > > I'd foresee something like:
> > >
> > > class MessageDecorator
> > > {
> > > public:
> > >
> > >    virtual ~MessageDecorator() {}
> > >    virtual void decorateMessage(Message&, const FIX::SessionID&)
> > >        {throw FIX::UnsupportedMessageType();}
> > >    virtual void decorateMessage(Heartbeat&, const
> FIX::SessionID&)
> > {}
> > >    virtual void decorateMessage(Logon &, const FIX::SessionID&)
> {}
> > >    ...
> > >
> > > public:
> > >
> > >    void decorate(Message & message, const FIX::SessionID &
> > sessionID)
> > >    {
> > >        FIX::MsgType msgType;
> > >        message.getHeader().getField(msgType);
> > >        std::string msgTypeValue = msgType.getValue();
> > >
> > >        if (msgTypeValue == "0")
> > >            decorateMessage((Heartbeat&)message, sessionID);
> > >        else
> > >        if (msgTypeValue == "A")
> > >            decorateMessage((Logon&)message, sessionID);
> > >        ...
> > >    }
> > > }
> > >
> > > and Application could inherit from both MessageCracker and
> > > MessageDecorator.
> > >
> > > Then, when an Application-derived class needs to add fields to
> > outbound
> > > messages, they simply override the toApp() or toAdmin() methods
> and
> > > override the appropriate decorator.
> > >
> > > Maybe this is overkill to avoid casting, but it also helps to
> > separate
> > > the message flow - otherwise, a single "onMessage" method might
> be
> > > called by both inbound messages AND outbound messages (when
> systems
> > are
> > > closer to being peers, you can often see the same messages going
> > both
> > > ways) and you have to add additional checks (who does the
> > SenderCompID
> > > point to in this message).
> > >
> > > Just an idea. I'm willing to put my money where my mouth is an
> > write a
> > > C++ MessageDecorator class - it's a pretty simple modification of
> > the
> > > existing MessageCracker class(es).
> > >
> > > I'll also look into updating the Wiki to document how things work
> > now -
> > > assuming I accurately understand the process.
> > >
> > > - Brian Erst
> > >
> > > p.s. QuickFIX is a very impressive piece of work - none of the
> > above
> > > should be construed as anything other than a wishlist item.
> > >
> > >
> > > -------------------------------------------------------
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> > > _______________________________________________
> 
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