int main( int argc, char** argv )
{
if ( argc != 2 )
{
std::cout << "usage: " << argv[ 0 ]
<< " FILE." << std::endl;
return 0;
}
std::string file = argv[ 1 ];
try
{
FIX::SessionSettings settings( file );
Application application;
FIX::FileStoreFactory storeFactory( settings );
FIX::ScreenLogFactory logFactory( settings );
FIX::ThreadedSocketAcceptor acceptor( application, storeFactory, settings, logFactory );
acceptor.start();
wait();
acceptor.stop();
return 0;
}
catch ( std::exception & e )
{
std::cout << e.what() << std::endl;
return 1;
}
}
int main( int argc, char** argv )
{
if ( argc != 2 )
{
std::cout << "usage: " << argv[ 0 ]
<< " FILE." << std::endl;
return 0;
}
std::string file = argv[ 1 ];
try
{
FIX::SessionSettings settings( file );
Application application;
FIX::FileStoreFactory storeFactory( settings );
FIX::FileLogFactory logFactory( settings );
FIX::SocketAcceptor acceptor( application, storeFactory, settings, logFactory );
acceptor.start();
//wait();
while(true){
FIX::process_sleep(5);
application.sendXMessages();
}
acceptor.stop();
return 0;
}
catch ( std::exception & e )
{
std::cout << e.what() << std::endl;
return 1;
}
}
int main( int argc, char** argv )
{
if ( argc != 2 )
{
std::cout << "usage: " << argv[ 0 ]
<< " FILE." << std::endl;
return 0;
}
std::string file = argv[ 1 ];
try
{
FIX::SessionSettings settings( file );
MDApplication application;
FIX::FileStoreFactory storeFactory( settings );
FIX::FileLogFactory logFactory(settings);
FIX::SocketInitiator initiator( application, storeFactory, settings, logFactory );
initiator.start();
application.run();
initiator.stop();
return 0;
}
catch ( std::exception & e )
{
std::cout << e.what();
return 1;
}
}
int main( int argc, char** argv )
{
if ( argc < 2 )
{
std::cout << "usage: " << argv[ 0 ]
<< " FILE." << std::endl;
return 0;
}
std::string file = argv[ 1 ];
#ifdef HAVE_SSL
std::string isSSL;
if (argc > 2)
{
isSSL.assign(argv[2]);
}
#endif
FIX::Acceptor * acceptor = 0;
try
{
FIX::SessionSettings settings( file );
Application application;
FIX::FileStoreFactory storeFactory( settings );
FIX::ScreenLogFactory logFactory( settings );
#ifdef HAVE_SSL
if (isSSL.compare("SSL") == 0)
acceptor = new FIX::ThreadedSSLSocketAcceptor ( application, storeFactory, settings, logFactory );
else if (isSSL.compare("SSL-ST") == 0)
acceptor = new FIX::SSLSocketAcceptor ( application, storeFactory, settings, logFactory );
else
#endif
acceptor = new FIX::SocketAcceptor ( application, storeFactory, settings, logFactory );
acceptor->start();
wait();
acceptor->stop();
delete acceptor;
return 0;
}
catch ( std::exception & e )
{
std::cout << e.what() << std::endl;
delete acceptor;
return 1;
}
}
int testSendOnSocket( int count, short port )
{
std::stringstream stream;
stream
<< "[DEFAULT]" << std::endl
<< "SocketConnectHost=localhost" << std::endl
<< "SocketConnectPort=" << (unsigned short)port << std::endl
<< "SocketAcceptPort=" << (unsigned short)port << std::endl
<< "SocketReuseAddress=Y" << std::endl
<< "StartTime=00:00:00" << std::endl
<< "EndTime=00:00:00" << std::endl
<< "UseDataDictionary=N" << std::endl
<< "BeginString=FIX.4.2" << std::endl
<< "PersistMessages=N" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=acceptor" << std::endl
<< "SenderCompID=SERVER" << std::endl
<< "TargetCompID=CLIENT" << std::endl
<< "[SESSION]" << std::endl
<< "ConnectionType=initiator" << std::endl
<< "SenderCompID=CLIENT" << std::endl
<< "TargetCompID=SERVER" << std::endl
<< "HeartBtInt=30" << std::endl;
FIX::ClOrdID clOrdID( "ORDERID" );
FIX::HandlInst handlInst( '1' );
FIX::Symbol symbol( "LNUX" );
FIX::Side side( FIX::Side_BUY );
FIX::TransactTime transactTime;
FIX::OrdType ordType( FIX::OrdType_MARKET );
FIX42::NewOrderSingle message( clOrdID, handlInst, symbol, side, transactTime, ordType );
FIX::SessionID sessionID( "FIX.4.2", "CLIENT", "SERVER" );
TestApplication application;
FIX::MemoryStoreFactory factory;
FIX::SessionSettings settings( stream );
FIX::ScreenLogFactory logFactory( settings );
FIX::SocketAcceptor acceptor( application, factory, settings );
acceptor.start();
FIX::SocketInitiator initiator( application, factory, settings );
initiator.start();
FIX::process_sleep( 1 );
int start = GetTickCount();
for ( int i = 0; i <= count; ++i )
FIX::Session::sendToTarget( message, sessionID );
while( application.getCount() < count )
FIX::process_sleep( 0.1 );
int ticks = GetTickCount() - start;
initiator.stop();
acceptor.stop();
return ticks;
}
/**
* Entry point
*/
int
main(int argc, char** argv )
{
// TODO ([email protected]) put init settings in ctor
ApplicationConfig config;
config.print_debug = false;
config.is_logging = true;
SetSignalHandlers();
#ifdef LOG
logging_init(createTimestampedLogFilename(PANTHEIOS_FE_PROCESS_IDENTITY).c_str());
#endif
if (capk::InitializeZMQPublisher(&g_zmq_context, &g_pub_socket) != 0) {
#ifdef LOG
pan::log_CRITICAL("Can't init ZMQ - exiting");
#endif
return (-1);
}
// Must call this to use protobufs
GOOGLE_PROTOBUF_VERIFY_VERSION;
// First read command line
if (ReadCommandLineParams(argc, argv, &config) != 0) {
#ifdef LOG
pan::log_CRITICAL("Aborting due to missing parameters.");
#endif
return (-1);
}
// Read the symbols to subscribe to from file
std::vector<std::string> symbols = capk::readSymbolsFile(config.symbol_file_name);
if (symbols.size() <= 0) {
#ifdef LOG
pan::log_CRITICAL("No symbols set in:", config.symbol_file_name.c_str());
#endif
return (-1);
}
try {
FIX::SessionSettings settings(config.config_file_name);
std::set<FIX::SessionID> sessions = settings.getSessions();
assert(sessions.size() == 1);
FIX::SessionID sessionId = *(sessions.begin());
const FIX::Dictionary& dict = settings.get(sessionId);
// Get additional config settings from FIX config file
if (ReadFIXConfig(&config, dict) != 0) {
fprintf(stderr, "Can't read local config file - exiting\n");
return (-1);
}
if (config.venue_config_file_name == "") {
// Get config settings from config server
if (ReadRemoteConfig(&config) != 0) {
fprintf(stderr, "Can't read remote configuration - exiting\n");
return (-1);
}
}
else {
// Get config settings from local ini file
if (ReadLocalVenueConfig(config.venue_config_file_name, &config) != 0) {
fprintf(stderr, "Can't read local venue configuration - exiting\n");
return (-1);
}
}
PrintConfig(&config);
// Create the FIX application instance
Application application(config);
g_papplication = &application;
application.addSymbols(symbols);
// Create the output directories for orderbooks, log, and store if needed.
// Note that actual log directories are created in the location specified
// with -o arg each time the program starts
// @TODO ([email protected]) Maybe better to put
// each log in the dated directory rather than have store and
// log on same level as dated tick dirs
if (config.root_output_dir.length() > 0) {
fs::path argPath = fs::path(config.root_output_dir);
if (!fs::exists(argPath)) {
fs::create_directories(argPath);
}
fs::path fix_log_path = argPath / fs::path("log");
if (!fs::exists(fix_log_path)) {
fs::create_directory(fix_log_path);
}
config.fix_log_output_dir = fix_log_path.string();
fs::path store_path = argPath / fs::path("store");
if (!fs::exists(store_path)) {
fs::create_directory(store_path);
}
config.fix_store_output_dir = store_path.string();
}
pid_t pid = getpid();
pid_t ppid = getppid();
#ifdef LOG
pan::log_DEBUG("pid: ", pan::integer(pid), " ppid: ", pan::integer(ppid));
#endif
if (WritePidFile(argv[0], config.mic_string.c_str(), pid, ppid) != 0) {
#ifdef LOG
pan::log_CRITICAL("Can't write pid file - exiting");
#endif
return (-1);
}
// Set ZMQ parameters in Application
if (config.is_publishing) {
zmq_bind(g_pub_socket, config.publishing_addr.c_str());
application.setZMQContext(g_zmq_context);
application.setZMQSocket(g_pub_socket);
}
if (config.is_logging) {
std::cout << "Logging with FileStoreFactory" << std::endl;
FIX::FileStoreFactory fileStoreFactory(config.fix_store_output_dir);
FIX::FileLogFactory logFactory(config.fix_log_output_dir);
g_pinitiator = new FIX::SocketInitiator(application,
fileStoreFactory,
settings,
logFactory);
assert(g_pinitiator);
} else {
std::cout << "Logging with NullStoreFactory" << std::endl;
FIX::NullStoreFactory nullStoreFactory;
g_pinitiator = new FIX::SocketInitiator(application,
nullStoreFactory,
settings);
assert(g_pinitiator);
}
std::cout << "Starting initiator" << std::endl;
g_pinitiator->start();
char x;
std::cout << "Type 'q' to disconnect and exit" << std::endl;
while (std::cin >> x) {
if (x == 'q') {
break;
}
}
std::cout << "Cleaning up" << std::endl;
g_pinitiator->stop();
return 0;
} catch(FIX::Exception& e) {
std::cerr << e.what();
return 1;
}
}
int main( int argc, char** argv )
{
int err = 0;
std::string argOutputDir;
std::string symbolFile;
std::string configFile;
std::string password;
bool printDebug;
(void) signal(SIGINT, sighandler);
(void) signal(SIGTERM, sighandler);
(void) signal(SIGHUP, sighandler);
try {
po::options_description desc("Allowed options");
desc.add_options()
("help", "produce help message")
("s", po::value<std::string>(), "<symbol file>")
("c", po::value<std::string>(), "<config file>")
("d", "debug info")
;
po::variables_map vm;
po::store(po::parse_command_line(argc, argv, desc), vm);
po::notify(vm);
if (vm.count("help")) {
std::cout << desc << "\n";
return 1;
}
if (vm.count("s")) {
std::cout << "Symbol file: " << vm["s"].as<std::string>() << "\n";
symbolFile = vm["s"].as<std::string>();
} else {
// use default name for symbols file name
symbolFile = "symbols.cfg";
std::cout << "Using default symbols file: symbols.cfg\n";
}
if (vm.count("c")) {
std::cout << "Config file: " << vm["c"].as<std::string>() << ".\n";
configFile = vm["c"].as<std::string>();
} else {
std::cout << "Config file was not set.\n";
err++;
}
printDebug = vm.count("d") > 0;
}
catch(std::exception& e) {
std::cerr << "EXCEPTION:" << e.what();
return 1;
}
if (err > 0) {
std::cout << "Usage: validate_symbols --c <config_file> --s <symbol_file> \n";
std::cout << "Will save files to MIC.validated-symbols";
return 1;
}
/*
* @see http://www.boost.org/doc/libs/1_41_0/doc/html/program_options.html
*/
std::vector<std::string> symbols = readSymbols(symbolFile);
try
{
FIX::SessionSettings settings(configFile);
std::set<FIX::SessionID> sessions = settings.getSessions ();
assert(sessions.size() == 1);
FIX::SessionID sessionId = *(sessions.begin());
const FIX::Dictionary& dict = settings.get(sessionId);
ApplicationConfig config;
// MIC code for adding to output filename
config.mic_code = dict.has("MIC") ? dict.getString("MIC") : "";
// Username and password settings
config.username = dict.has("Username") ? dict.getString("Username") : "";
config.password = dict.has("Password") ? dict.getString("Password") : "";
config.sendPasswordInRawDataField = dict.has("SendPasswordInRawData") &&
dict.getBool("SendPasswordInRawData");
// Fix Version string
config.version = dict.has("FIXVersion") ? (FIXVersion)atoi(dict.getString("FIXVersion").c_str()) : FIX_42;
std::cout << "Using FIX version: " << config.version << std::endl;
// Reset sequence numbers?
bool bReset = dict.has("ResetSeqNo") ? dict.getBool("ResetSeqNo") : false;
std::cout << "Resetting sequence numbers: " << bReset << std::endl;
// Debug settings
config.printDebug = printDebug;
Application application(bReset, config);
papplication = &application;
application.addSymbols(symbols);
// if user specified an output dir, then put files into date-sorted
// subdirectories, otherwise put into the default dirs specified in
// config file
std::string orderBooksOutputDir = ".";
std::string logOutputDir = dict.has("FileLogPath") ? dict.getString("FileLogPath") : ".";
std::string storeOutputDir = dict.has("FileStorePath") ? dict.getString("FileStorePath") : ".";
if (argOutputDir.length() > 0) {
orderBooksOutputDir = argOutputDir;
fs::path argPath = fs::path(argOutputDir);
if (!fs::exists(argPath)) { fs::create_directories(argPath); }
/* put both order books and message logs in subdirs,
but put the store at the root dir
*/
fs::path logOutputPath = argPath / fs::path("log");
if (!fs::exists(logOutputPath)) { fs::create_directory(logOutputPath); }
logOutputDir = logOutputPath.string();
fs::path storeOutputPath = argPath / fs::path("store");
if (!fs::exists(storeOutputPath)) { fs::create_directory(storeOutputPath); }
storeOutputDir = storeOutputPath.string();
}
FIX::FileStoreFactory storeFactory(storeOutputDir);
FIX::FileLogFactory logFactory(logOutputDir);
FIX::SocketInitiator initiator(application, storeFactory, settings, logFactory);
pinitiator = &initiator;
std::cout << "Starting initiator" << std::endl;
initiator.start();
//application.run();
char x;
while(std::cin >> x) {
std::cout << " Press 'q' to quit" << std::endl;
if (x == 'q') {
break;
}
}
std::cout << "Stopping initiator..." << std::endl;
initiator.stop();
return 0;
}
catch ( FIX::Exception & e )
{
std::cout << e.what();
return 1;
}
}
int main( int argc, char** argv )
{
int err = 0;
std::string argOutputDir;
std::string symbolFile;
std::string configFile;
std::string password;
bool printDebug;
bool isLogging;
int zero = 0;
(void) signal(SIGINT, sighandler);
(void) signal(SIGTERM, sighandler);
(void) signal(SIGHUP, sighandler);
g_zmq_context = zmq_init(1);
assert(g_zmq_context);
pub_socket = zmq_socket(g_zmq_context, ZMQ_PUB);
zmq_setsockopt(pub_socket, ZMQ_LINGER, &zero, sizeof(zero));
assert(pub_socket);
GOOGLE_PROTOBUF_VERIFY_VERSION;
try {
po::options_description desc("Allowed options");
desc.add_options()
("help", "produce help message")
("c", po::value<std::string>(), "<config file>")
("s", po::value<std::string>(), "<symbol file>")
("o", po::value<std::string>(), "<output path>")
("nolog", po::value<int>()->implicit_value(0), "disable logging (FIX and tick)")
("d", "debug info")
;
po::variables_map vm;
po::store(po::parse_command_line(argc, argv, desc), vm);
po::notify(vm);
if (vm.count("nolog")) {
std::cout << "Logging disabled" << std::endl;
//isLogging = (vm["nolog"].as<int>() == 1 ? false : true);
isLogging = false;
}
else {
std::cout << "Logging enabled" << std::endl;
isLogging = true;
}
if (vm.count("help")) {
std::cout << desc << "\n";
return 1;
}
if (vm.count("o")) {
std::cout << "Output path: " << vm["o"].as<std::string>() << "\n";
argOutputDir = vm["o"].as<std::string>();
} else {
// set default
std::cout << "Output path file was not set \n";
}
if (vm.count("s")) {
std::cout << "Symbol file: " << vm["s"].as<std::string>() << "\n";
symbolFile = vm["s"].as<std::string>();
} else {
// use default name for symbols file name
symbolFile = "symbols.cfg";
std::cout << "Using default symbols file: symbols.cfg\n";
}
if (vm.count("c")) {
std::cout << "Config file: " << vm["c"].as<std::string>() << ".\n";
configFile = vm["c"].as<std::string>();
} else {
std::cout << "Config file was not set.\n";
err++;
}
printDebug = vm.count("d") > 0;
/* moved passwords to cfg files
if (vm.count("p")) {
std::cout << "Pass: "******"p"].as<std::string>() << ".\n";
password = vm["p"].as<std::string>();
} else {
std::cout << "Password was not set.\n";
err++;
}
*/
}
catch(std::exception& e) {
std::cerr << "EXCEPTION:" << e.what();
return 1;
}
if (err > 0) {
std::cout << "Aborting due to missing parameters.\n";
return 1;
}
/*
* @see http://www.boost.org/doc/libs/1_41_0/doc/html/program_options.html
*/
std::vector<std::string> symbols = readSymbols(symbolFile);
try
{
FIX::SessionSettings settings(configFile);
std::set<FIX::SessionID> sessions = settings.getSessions ();
assert(sessions.size() == 1);
FIX::SessionID sessionId = *(sessions.begin());
const FIX::Dictionary& dict = settings.get(sessionId);
ApplicationConfig config;
// MIC code for adding to output filename
config.mic_string = dict.has("MIC") ? dict.getString("MIC") : "";
std::cout << "My MIC is: " << config.mic_string << std::endl;
capk::get_config_params(g_zmq_context, "tcp://127.0.0.1:11111", &all_venue_config);
capkproto::venue_configuration my_config = capk::get_venue_config(&all_venue_config, config.mic_string.c_str());
std::cout << "Received config:\n" << my_config.DebugString() << std::endl;
// venue id as for protobuf usage to identify venue
if (my_config.venue_id() == "") {
std::cerr << "venue_id not set!" << std::endl;
exit(-1);
}
else {
// boost version of atoi
if (qi::parse(my_config.venue_id().begin(), my_config.venue_id().end(), qi::int_, config.venue_id) == false) {
std::cout << "Can't parse venue_id" << std::endl;
exit(-1);
}
if (config.venue_id == 0) {
std::cerr << "venue_id can not be 0" << std::endl;
exit(-1);
}
std::cout << "Set venue_id to: " << config.venue_id << std::endl;
}
// Username and password settings
config.username = dict.has("Username") ? dict.getString("Username") : "";
config.password = dict.has("Password") ? dict.getString("Password") : "";
config.sendPasswordInRawDataField = dict.has("SendPasswordInRawData") &&
dict.getBool("SendPasswordInRawData");
// Should use aggregated book?
config.aggregatedBook = dict.has("AggregatedBook") && dict.getBool("AggregatedBook");
std::cout << "Aggregated book: " << config.aggregatedBook << std::endl;
// Should we reset sequence numbers?
bool bReset = dict.has("ResetSeqNo") && dict.getBool("ResetSeqNo");
std::cout << "Resetting sequence numbers: " << bReset << std::endl;
// How to send market data requests - bulk or multiple messages
config.sendIndividualMarketDataRequests =
dict.has("SendIndividualMarketDataRequests") && dict.getBool("SendIndividualMarketDataRequests");
std::cout << "Send individual market data requests: "
<< config.sendIndividualMarketDataRequests << std::endl;
// Fix Version string
config.version = dict.has("FIXVersion") ? (FIXVersion)atoi(dict.getString("FIXVersion").c_str()) : FIX_42;
std::cout << "Using FIX version: " << config.version << std::endl;
// Market depth
std::string depth = dict.has("MarketDepth") ? dict.getString("MarketDepth") : "";
config.marketDepth = atoi(depth.c_str());
std::cout << "Setting market depth: " << config.marketDepth << std::endl;
// Update Type
long updateType = dict.has("MDUpdateType") ? dict.getLong("MDUpdateType") : -1;
std::cout << "Setting update type: " << updateType << std::endl;
// Debug settings
config.printDebug = printDebug;
Application application(bReset, config);
papplication = &application;
application.addSymbols(symbols);
// if user specified an output dir, then put files into date-sorted
// subdirectories, otherwise put into the default dirs specified in
// config file
std::string orderBooksOutputDir = ".";
std::string logOutputDir = dict.has("FileLogPath") ? dict.getString("FileLogPath") : ".";
std::string storeOutputDir = dict.has("FileStorePath") ? dict.getString("FileStorePath") : ".";
if (argOutputDir.length() > 0) {
orderBooksOutputDir = argOutputDir;
fs::path argPath = fs::path(argOutputDir);
if (!fs::exists(argPath)) { fs::create_directories(argPath); }
/* put both order books and message logs in subdirs,
but put the store at the root dir
*/
fs::path logOutputPath = argPath / fs::path("log");
if (!fs::exists(logOutputPath)) { fs::create_directory(logOutputPath); }
logOutputDir = logOutputPath.string();
fs::path storeOutputPath = argPath / fs::path("store");
if (!fs::exists(storeOutputPath)) { fs::create_directory(storeOutputPath); }
storeOutputDir = storeOutputPath.string();
}
pid_t pid = getpid();
pid_t ppid = getppid();
printf("pid: %d, ppid: %d\n", pid, ppid);
std::string pidFileName = std::string(argv[0]) + "." + config.mic_string + std::string(".pid");
std::ofstream pidFile(pidFileName);
if (pidFile.is_open()) {
pidFile << pid;
pidFile.flush();
}
else {
std::cerr << "Can't write pid file - exiting";
exit(-1);
}
// Get the bind address for zmq sockets
bool isPublishing = dict.has("should_publish_prices") && dict.getBool("should_publish_prices");
if (isPublishing) {
std::cout << "Collector is publishing prices to: " << my_config.market_data_broadcast_addr() << std::endl;
}
else {
std::cout << "Collector is NOT publishing prices" << std::endl;
}
// ZMQ initialization
if (isPublishing) {
zmq_bind(pub_socket, my_config.market_data_broadcast_addr().c_str());
application.setZMQContext(g_zmq_context);
application.setZMQSocket(pub_socket);
}
application.setPublishing(isPublishing);
application.setLogging(isLogging);
// Set MDUpdateType
application.setUpdateType(updateType);
// orderbook output setup
application.setDataPath(orderBooksOutputDir);
// fix logging params
if (isLogging) {
std::cout << "Logging with FileStoreFactory" << std::endl;
FIX::FileStoreFactory fileStoreFactory(storeOutputDir);
FIX::FileLogFactory logFactory(logOutputDir);
pinitiator = new FIX::SocketInitiator(application, fileStoreFactory, settings, logFactory);
}
else {
std::cout << "Logging with NullStoreFactory" << std::endl;
FIX::NullStoreFactory nullStoreFactory;
pinitiator = new FIX::SocketInitiator(application, nullStoreFactory, settings);
}
//pinitiator = &initiator;
std::cout << "Starting initiator" << std::endl;
pinitiator->start();
char x;
while(std::cin >> x) {
if (x == 'q') {
break;
}
}
std::cout << "Stopping initiator..." << std::endl;
pinitiator->stop();
return 0;
}
catch ( FIX::Exception & e )
{
std::cout << e.what();
return 1;
}
}