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Re: [Quickfixj-users] Performance hints
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From: <th...@co...> - 2011-01-13 00:27:18
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Baljeet,
I am not quite sure what you have going on there, but following is the basic idea with QuickFix/J...
General setup of FIX application :
Your class should... extend quickfix.MessageCracker and implement quickfix.Application
This code to implement Application...
@Override
public void fromApp(Message message, SessionID sessionID)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue
{
final String msgTypeName = message.getClass().getSimpleName();
try {
// IMPORTANT NOTE... the crack() method eventually calls your onMessage() method(s)
crack( message, sessionID );
} catch (RuntimeException ex) {
logger.log( Level.SEVERE, "Unable to crack '" + msgTypeName + "' message from session (" + sessionID + ")", ex );
}
}
This code to setup and start your sessions...
FixProcessor application = new FixProcessor();
SessionSettings sessionSettings = new SessionSettings( new FileInputStream( sessionSettingsFileName ) );
MessageStoreFactory storeFactory = new FileStoreFactory( sessionSettings );
LogFactory logFactory = new FileLogFactory( sessionSettings );
MessageFactory messageFactory = new DefaultMessageFactory();
// SETUP FOR AN INITIATOR (use ThreadedSocketInitiator if supporting multiple sessions)...
SocketInitiator initiator = null;
try {
initiator = new SocketInitiator( application, storeFactory, sessionSettings, logFactory, messageFactory );
} catch (ConfigError ex) {
logger.log( Level.WARNING, "Unable to create SocketInitiator" );
throw ex;
}
try {
initiator.start();
logger.log( Level.INFO, "SocketInitiator started" );
} catch (ConfigError ex) {
logger.log( Level.WARNING, "Unable to start SocketInitiator" );
throw ex;
}
// SETUP FOR AN ACCEPTOR (use ThreadedSocketAcceptor if supporting multiple sessions)...
SocketAcceptor acceptor = null;
try {
acceptor = new SocketAcceptor( application, storeFactory, sessionSettings, logFactory, messageFactory );
} catch (ConfigError ex) {
logger.log( Level.WARNING, "Unable to create SocketAcceptor", ex );
throw ex;
}
try {
acceptor.start();
logger.log( Level.INFO, "SocketAcceptor started" );
} catch (ConfigError ex) {
logger.log( Level.WARNING, "Unable to start SocketAcceptor", ex );
throw ex;
}
Code to get a Session...
SessionID sessionID = new SessionID( FixVersions.BEGINSTRING_FIX44, "MY_CompID", "THEIR_CompID" );
Session session = Session.lookupSession( sessionID );
if (session == null) {
logger.log( Level.WARNING, "No such session: " + sessionID );
}
Code to send a Quote message...
QuoteID quoteID = new QuoteID( getNextQuoteID() ); // You will need unique QuoteID values
Quote message = new Quote( quoteID );
// SETUP any additional fields
message.set( new SecurityID( "MY_CUSIP" ) );
message.set( new SecurityIDSource( SecurityIDSource.CUSIP ) );
if (session.isLoggedOn()) {
session.send( message );
} else {
logger.log( Level.WARNING, "FIX session is not logged on" );
}
This code handle Quote messages...
@Override
public void onMessage(Quote message, SessionID sessionID)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue
{
final String msgTypeName = message.getClass().getSimpleName();
final Header header = (Header) message.getHeader();
logger.log( Level.INFO, "Incoming " + msgTypeName +
" message (" + header.getMsgSeqNum() + ") from session (" + sessionID + "); Message (" + message + ")" );
}
You can override as many of the onMessage methods for each of message class as you wish.
That is about all you need to perform your test.
Regards - Tommy
On Jan 12, 2011, at 11:06 AM, Sandhu, Baljeet wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi
>
> Thanks for responding.
>
> The 'SocketTcpNoDelay' seems to have a default value of Y, according to
> the user guide.
> I am posting some relevant code. Maybe you can spot a problem.
>
> ============== Initiator ==============
>
> On the client side (initiator) we have MessageListener and MessageSender
> abstractions.
>
> ----Message Listener----
>
> @Override
> public final void onMessage(SessionID sessionId, Message message) {
> log.trace(sessionId + " >> " + message);
> try {
> crack(message, sessionId);
> } catch (Exception e) {
> log.debug(e.getMessage(), e);
> throw new FixException(e);
> }
> }
>
> @Override
> public void onMessage(Quote quote, @SuppressWarnings("unused")
> SessionID sessionId) {
> try {
> FiQuote fiQuote = messageCodec.decodeQuote(quote);
> log.info(addInfo(fiQuote.getId(), "FI Quote received",
> fiQuote.getUserId()));
>
> quoteResponseListener.onQuote(fiQuote);
> // This goes into a workflow where we lock the quote
> object
> // inorder to process it
> } catch (Exception e) {
> throw new FixException(e);
> }
> }
>
>
> ----MessageSender----
>
> @Override
> public final void send(Message message) {
> if (sessionId == null) {
> throw new FixSessionNotInitializedException("FIX session is
> not established for " + cmdirectId
> + ". Verify that FIX server is up and running");
> }
> if(log.isDebugEnabled()){
> log.debug(sessionId + " << " + message);
> }
> try {
> Session.sendToTarget(message, sessionId);
> } catch (Exception e) {
> log.debug(e.getMessage(), e);
> throw new FixException(e);
> }
> }
>
> -----Config-----
>
> [DEFAULT]
> ConnectionType=initiator
> BeginString=FIX.4.4
> HeartBtInt=30
> ReconnectInterval=5
> SenderCompID=TEST_CLIENT
>
> [SESSION]
> CMDirectID=RFQ_SESSION
> TargetCompID=TEST_SERVER
> ResetOnLogout=Y
> SendResetSeqNumFlag=Y
> ResetOnLogon=Y
> TimeZone=America/New_York
> EndTime=00:00:00
> StartTime=00:00:00
> SocketConnectHost=ulcmdrd1.devfg.rbc.com
> SocketConnectPort=9876
> PersistMessages=Y
> UseDataDictionary=Y
> DataDictionary=FIX44_Eddie.xml
> ValidateUserDefinedFields=Y
> SocketSendBufferSize=32768
> SocketReceiveBufferSize=32768
>
> ============== Acceptor ==============
>
> public void fromApp(quickfix.Message message, SessionID sessionId)
> throws FieldNotFound, IncorrectTagValue, UnsupportedMessageType {
> log.info("Got from FIX client: " + sessionId + " >>" +
> formatMessage(message, sessionId));
> taskExecutor.execute(new ProcessTask(message, sessionId));
> }
>
> @Override
> public void onMessage(QuoteRequest quoteRequest, SessionID
> sessionId) {
> try {
> Quote quote = createQuote(quoteRequest);
> log.debug("Sending Quote: " + sessionId + " << " + quote);
> Session.sendToTarget(quote, sessionId);
> } catch (Exception e) {
> handleErrors(e);
> }
> }
>
> private class ProcessTask implements Runnable {
> private final Message message;
> private final SessionID sessionId;
>
> public ProcessTask(Message message, SessionID sessionId) {
> this.message = message;
> this.sessionId = sessionId;
> }
>
> @Override public void run() {
> onMessage(message, sessionId);
> }
> }
>
> -----Config-----
>
> [DEFAULT]
> ConnectionType=acceptor
> BeginString=FIX.4.4
> SenderCompID=TEST_SERVER
> DataDictionary=FIX44_Eddie.xml
>
> TimeZone=America/New_York
> StartTime=00:00:00
> EndTime=00:00:00
> SocketAcceptPort=9876
>
> PersistMessages=Y
> SocketSendBufferSize=32768
> SocketReceiveBufferSize=32768
>
>
> Thanks heaps
> Baljeet
>
> -----Original Message-----
> From: th...@co... [mailto:th...@co...]
> Sent: 2011, January, 11 6:47 PM
> To: qui...@li...
> Subject: Re: [Quickfixj-users] Performance hints
>
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
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