FIX 协议介绍

样例：8=FIX.4.2
9=73
35=A
34=1
49=CLIENT
52=20181119-10:42:48.768
56=SERVER
98=0
108=30
141=Y
10=208
1、消息长度：9=73
35=A
34=1
49=CLIENT
52=20181119-10:42:48.768
56=SERVER
98=0
108=30
141=Y
（这段长度）2、效验码检查char *GenerateCheckSum( char *buf, long bufLen ) {static char tmpBuf[ 4 ]; long idx;unsigned int cks;for( idx = 0L, cks = 0; idx < bufLen; cks += (unsigned int)buf[ idx++ ] ); sprintf( tmpBuf, “%03d”, (unsigned int)( cks % 256 ) );return( tmpBuf );}

 | 标准消息头             | Y  | MsgType=D                                                        

 | 标准消息头             | Y  | MsgType=8                                        

| 标准消息头             | Y  | MsgType=H                                

 | 标准消息头             | Y  | MsgType=F                  

| 标准消息头            | Y  | MsgType=9                  

# 定义会话的默认配置（default节点）[DEFAULT]FileStorePath=storeFileLogPath=logConnectionType=acceptorReconnectInterval=60SenderCompID=SERVERResetOnDisconnect=YResetOnLogout=YResetOnLogon=Y
[SESSION]BeginString=FIX.4.2TargetCompID=CLIENTStartTime=00:00:00EndTime=23:59:59HeartBtInt=30SocketAcceptHost=127.0.0.1SocketAcceptPort=6666DataDictionary=FIX42.xml

[DEFAULT]ConnectionType=initiatorReconnectInterval=60FileLogPath=logFileStorePath=storeStartTime=00:00:00EndTime=23:59:59HeartBtInt=30ResetOnDisconnect=YResetOnLogout=YResetOnLogon=Y
[SESSION]BeginString=FIX.4.2SenderCompID=CLIENTTargetCompID=SERVERSocketConnectPort=6666SocketConnectHost=127.0.0.1DataDictionary=FIX42.xml

package com.app.fix;
import quickfix.*;
/** * 服务启动主类(线程) */public class FixServer {    private static ThreadedSocketAcceptor acceptor = null;
    /**     * 指定配置文件启动     *     * @param propFile     * @throws ConfigError     * @throws FieldConvertError     */    public FixServer(String propFile) throws ConfigError, FieldConvertError {        // 设置配置文件        SessionSettings settings = new SessionSettings(propFile);
        // 设置一个APPlication        Application application = new FixServerApplication();
        /**         *         * quickfix.MessageStore 有2种实现。 quickfix.JdbcStore,quickfix.FileStore .         * JdbcStoreFactory 负责创建JdbcStore ， FileStoreFactory 负责创建FileStorequickfix         * 默认用文件存储，因为文件存储效率高。         */        MessageStoreFactory storeFactory = new FileStoreFactory(settings);
        LogFactory logFactory = new FileLogFactory(settings);
        MessageFactory messageFactory = new DefaultMessageFactory();
        acceptor = new ThreadedSocketAcceptor(application, storeFactory, settings, logFactory, messageFactory);
    }
    private void startServer() throws RuntimeError, ConfigError {        acceptor.start();    }
    /**     * 测试本地使用的main方法     *     * @param args     * @throws FieldConvertError     * @throws ConfigError     */    public static void main(String[] args) throws ConfigError, FieldConvertError {        FixServer fixServer = new FixServer("res/acceptor.config");        fixServer.startServer();    }
}

package com.app.fix;
import quickfix.Application;import quickfix.DoNotSend;import quickfix.FieldNotFound;import quickfix.IncorrectDataFormat;import quickfix.IncorrectTagValue;import quickfix.Message;import quickfix.MessageCracker;import quickfix.RejectLogon;import quickfix.Session;import quickfix.SessionID;import quickfix.UnsupportedMessageType;import quickfix.field.MsgType;
/** *  */public class FixServerApplication extends MessageCracker implements Application {    @Override    protected void onMessage(Message message, SessionID sessionID) {        try {            String msgType = message.getHeader().getString(35);            Session session = Session.lookupSession(sessionID);            switch (msgType) {                case MsgType.LOGON: // 登陆                    session.logon();                    session.sentLogon();                    break;                case MsgType.HEARTBEAT: // 心跳                    session.generateHeartbeat();                    break;            }
        } catch (FieldNotFound e) {            e.printStackTrace();        }
    }
    @Override    public void onCreate(SessionID sessionId) {        System.out.println(" 服务器启动时候调用此方法创建");
    }
    @Override    public void onLogon(SessionID sessionId) {        System.out.println("客户端登陆成功时候调用此方法");
    }
    @Override    public void onLogout(SessionID sessionId) {        System.out.println("客户端断开连接时候调用此方法");
    }
    @Override    public void toAdmin(Message message, SessionID sessionId) {        System.out.println("发送会话消息时候调用此方法");
    }
    @Override    public void toApp(Message message, SessionID sessionId) throws DoNotSend {        System.out.println("发送业务消息时候调用此方法");
    }
    @Override    public void fromAdmin(Message message, SessionID sessionId)            throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {        System.out.println("接收会话类型消息时调用此方法");        try {            crack(message, sessionId);        } catch (UnsupportedMessageType | FieldNotFound | IncorrectTagValue e) {            e.printStackTrace();        }
    }
    @Override    public void fromApp(Message message, SessionID sessionId)            throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {        System.out.println("接收业务消息时调用此方法");        crack(message, sessionId);
    }
}

package com.app.fix;
import quickfix.*;import quickfix.field.*;import quickfix.fix42.NewOrderSingle;
import java.io.FileNotFoundException;import java.util.Date;
public class FixClient implements Application {
    private static volatile SessionID sessionID;
    @Override    public void onCreate(SessionID sessionID) {        System.out.println("OnCreate");    }
    @Override    public void onLogon(SessionID sessionID) {        System.out.println("OnLogon");        FixClient.sessionID = sessionID;    }
    @Override    public void onLogout(SessionID sessionID) {        System.out.println("OnLogout");        FixClient.sessionID = null;    }
    @Override    public void toAdmin(Message message, SessionID sessionID) {        System.out.println("ToAdmin");    }
    @Override    public void fromAdmin(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {        System.out.println("FromAdmin");    }
    @Override    public void toApp(Message message, SessionID sessionID) throws DoNotSend {        System.out.println("ToApp: " + message);    }
    @Override    public void fromApp(Message message, SessionID sessionID) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {        System.out.println("FromApp");    }
    public static void main(String[] args) throws ConfigError, FileNotFoundException, InterruptedException, SessionNotFound {        SessionSettings settings = new SessionSettings("res/initiator.config");
        Application application = new FixClient();        MessageStoreFactory messageStoreFactory = new FileStoreFactory(settings);        LogFactory logFactory = new ScreenLogFactory(true, true, true);        MessageFactory messageFactory = new DefaultMessageFactory();
        Initiator initiator = new SocketInitiator(application, messageStoreFactory, settings, logFactory, messageFactory);        initiator.start();
        while (sessionID == null) {            Thread.sleep(1000);        }
        final String orderId = "342";        NewOrderSingle newOrder = new NewOrderSingle(new ClOrdID(orderId), new HandlInst('1'), new Symbol("YRD"),                new Side(Side.BUY), new TransactTime(new Date()), new OrdType(OrdType.MARKET));        Session.sendToTarget(newOrder, sessionID);        Thread.sleep(5000);    }}