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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN">
<html>
<head>
<title>Creating Your Application</title>
</head>
<BODY>
<H1>Creating Your Application</H1>
<p>
Creating a FIX application is as easy as implementing the QuickFIX Application
interface. The C++ interface is defined in the following code segment:
</p>
See this code in <a href="csharp/application_1.html">C#</a>, <a href="vbnet/application_1.html">VB.NET</a>, <a href="python/application_1.html">PYTHON</a>, <a href="ruby/application_1.html">RUBY</a>
<B><CODE><PRE>
namespace FIX
{
class Application
{
public:
virtual ~Application() {};
virtual void onCreate( const SessionID& ) = 0;
virtual void onLogon( const SessionID& ) = 0;
virtual void onLogout( const SessionID& ) = 0;
virtual void toAdmin( Message&, const SessionID& ) = 0;
virtual void toApp( Message&, const SessionID& )
throw( DoNotSend ) = 0;
virtual void fromAdmin( const Message&, const SessionID& )
throw( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon ) = 0;
virtual void fromApp( const Message&, const SessionID& )
throw( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType ) = 0;
};
}
</PRE></CODE></B>
<p>
By implementing these functions in your derived class, you are requesting to be
notified of events that occur on the FIX engine. The function you that you
should be most aware of is <I>fromApp</I>. Also remember that everything is in
the <B>FIX</B> namespace, so when overloading your class, you must refer to
classes as <B>FIX::Session</B>, and <B>FIX::Message</B> etc...
<br>
<br>
Here are explanations of what these functions provide for you.
<UL>
<U><B>onCreate</B></U> gets called when quickfix creates a new session. A
session comes into and remains in existence for the life of the application.
Sessions exist whether or not a counter party is connected to it. As soon as a
session is created, you can begin sending messages to it. If no one is logged
on, the messages will be sent at the time a connection is established with the
counterparty.
<br>
<br>
<U><B>onLogon</B></U> notifies you when a valid logon has been established with
a counter party. This is called when a connection has been established and the
FIX logon process has completed with both parties exchanging valid logon
messages.
<br>
<br>
<U><B>onLogout</B></U> notifies you when an FIX session is no longer online.
This could happen during a normal logout exchange or because of a forced
termination or a loss of network connection.
<br>
<br>
<U><B>toAdmin</B></U> provides you with a peak at the administrative messages
that are being sent from your FIX engine to the counter party. This is normally
not useful for an application however it is provided for any logging you may
wish to do. Notice that the FIX::Message is not const. This allows you to add
fields before an adminstrative message before it is sent out.
<br>
<br>
<U><B>toApp</B></U> is a callback for application messages that you are being
sent to a counterparty. If you throw a <I>DoNotSend</I> exception in this
function, the application will not send the message. This is mostly useful if
the application has been asked to resend a message such as an order that is no
longer relevant for the current market. Messages that are being resent are
marked with the <I>PossDupFlag</I> in the header set to true; If a <I>DoNotSend</I>
exception is thrown and the flag is set to true, a sequence reset will be sent
in place of the message. If it is set to false, the message will simply not be
sent. Notice that the FIX::Message is not const. This allows you to add fields
before an application message before it is sent out.
<br>
<br>
<U><B>fromAdmin</B></U> notifies you when an administrative message is sent
from a counterparty to your FIX engine. This can be usefull for doing extra
validation on logon messages such as for checking passwords. Throwing a <I>RejectLogon</I>
exception will disconnect the counterparty.
<br>
<br>
<U><B>fromApp</B></U> is one of the core entry points for your FIX application.
Every application level request will come through here. If, for example, your
application is a sell-side OMS, this is where you will get your new order
requests. If you were a buy side, you would get your execution reports here. If
a <I>FieldNotFound</I> exception is thrown, the counterparty will receive a
reject indicating a conditionally required field is missing. The Message class
will throw this exception when trying to retrieve a missing field, so you will
rarely need the throw this explicitly. You can also throw an <I>UnsupportedMessageType</I>
exception. This will result in the counterparty getting a reject informing them
your application cannot process those types of messages. An <I>IncorrectTagValue</I>
can also be thrown if a field contains a value that is out of range or you do
not support.
</UL>
<P></P>
<p>
The sample code below shows how you might start up a FIX acceptor which listens
on a socket. If you wanted an initiator, you would simply replace the acceptor
in this code fragment with a <i>SocketInitiator</i>.
</p>
See this code in <a href="csharp/application_2.html">C#</a>, <a href="vbnet/application_2.html">VB.NET</a>, <a href="python/application_2.html">PYTHON</a>, <a href="ruby/application_2.html">RUBY</a>
<B><CODE><PRE>
#include "quickfix/FileStore.h"
#include "quickfix/FileLog.h"
#include "quickfix/SocketAcceptor.h"
#include "quickfix/Session.h"
#include "quickfix/SessionSettings.h"
#include "quickfix/Application.h"
int main( int argc, char** argv )
{
try
{
if(argc < 2) return 1;
std::string fileName = argv[0];
FIX::SessionSettings settings(fileName);
MyApplication application;
FIX::FileStoreFactory storeFactory(settings);
FIX::FileLogFactory logFactory(settings);
FIX::Socketacceptor acceptor
(application, storeFactory, settings, logFactory /*optional*/);
acceptor.start();
// while( condition == true ) { do something; }
acceptor.stop();
return 0;
}
catch(FIX::ConfigError& e)
{
std::cout << e.what();
return 1;
}
}
</PRE></CODE></B>
</BODY>
</html>
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