对于一般人,没必要像对待常用公共组件一样,搞清楚每一个点,我们从使用的角度出发,把我们用到的功能读到即可。
https://github.com/quickfix/quickfix
源码就在src\C++下,我们先大致浏览一下。
DataDictionary.cpp:解析诸如FIX42.xml的数据字典
Field.cpp:数据字典中解析预定义的field
Message.cpp:数据字典中解析处理message节点
Http.cpp: 实现http引擎的部分
Socket.cpp:会话层的通信
Session.cpp: 会话层的东西
还有一些其他的文件,略去不说。这里还要注意还有几个子文件夹:fix40/,fix41/,fix42/,fix43/,fix44/,fix50/,fix50sp1。这几个文件夹下是具体实现了该版本的一些头文件。
上篇文章有使用的例子,我们去掉多余部分,拿过来是这样的:
-
-
- int main( int argc, char** argv )
- {
- FIX::Initiator * initiator = 0;
- try
- {
- FIX::SessionSettings settings( file );
-
- Application application;
- FIX::FileStoreFactory storeFactory( settings );
- FIX::ScreenLogFactory logFactory( settings );
- initiator = new FIX::SocketInitiator( application, storeFactory,
- settings, logFactory );
- initiator->start();
- application.run();
- initiator->stop();
- delete initiator;
- '''
-
- }
- catch ( std::exception & e )
- {
- '''
- }
- }
请记住每一行代码,接下来,本文基本是每章讲解本代码中的一行。
就是这一行:FIX::SessionSettings settings( file );
Quickfix中进行数据字典的载入,解析本质是对几个xml文件的解析,是采用pugixml parser,官方网站:pugixml.org - Home。正如官网介绍的那样:
Light-weight, simple and fast XML parser for C++ with XPath support
然后Quickfix中在之上进行了一层自己的封装,形成PUGIXML_DOMAttributes类,PUGIXML_DOMNode类,PUGIXML_DOMDocument类。在头文件”PUGIXML_DOMDocument.h”中进行了定义,如下:
- class PUGIXML_DOMAttributes : public DOMAttributes
- {
- public:
- PUGIXML_DOMAttributes( pugi::xml_node pNode )
- : m_pNode(pNode) {}
-
- bool get( const std::string&, std::string& );
- DOMAttributes::map toMap();
-
- private:
- pugi::xml_node m_pNode;
- };
-
- /// XML node as represented by pugixml.
- class PUGIXML_DOMNode : public DOMNode
- {
- public:
- PUGIXML_DOMNode( pugi::xml_node pNode )
- : m_pNode(pNode) {}
- ~PUGIXML_DOMNode() {}
-
- DOMNodePtr getFirstChildNode();
- DOMNodePtr getNextSiblingNode();
- DOMAttributesPtr getAttributes();
- std::string getName();
- std::string getText();
-
- private:
- pugi::xml_node m_pNode;
- };
- /// XML document as represented by pugixml.
- class PUGIXML_DOMDocument : public DOMDocument
- {
- public:
- PUGIXML_DOMDocument() throw( ConfigError );
- ~PUGIXML_DOMDocument();
-
- bool load( std::istream& );
- bool load( const std::string& );
- bool xml( std::ostream& );
-
- DOMNodePtr getNode( const std::string& );
-
- private:
- pugi::xml_document m_pDoc;
- };
- }
其中大多数函数不需要特别关心,我们只需要重点关心PUGIXML_DOMDocument类中的load()函数,这也是最重要+最复杂的函数。
- bool PUGIXML_DOMDocument::load( std::istream& stream )
- {
- try
- {
- return m_pDoc.load(stream);
- }
- catch( ... ) { return false; }
- }
-
- bool PUGIXML_DOMDocument::load( const std::string& url )
- {
- try
- {
- return m_pDoc.load_file(url.c_str());
- }
- catch( ... ) { return false; }
- }
这个函数就是对给定一个xml路径然后装载后返回一个pugi::xml_document的对象。
上面的类实现了诸如FIX44.xml的载入处理,数据字典中定义了很多结构节点,比如fields,messages,groups等,DataDictionary.cpp是真正对这些xml文件进行解析的源文件。DataDictionary.h中部分源代码如下:
- class DataDictionary
- {
- typedef std::set < int > MsgFields;
- typedef std::map < std::string, MsgFields > MsgTypeToField;
- typedef std::set < std::string > MsgTypes;
- typedef std::set < int > Fields;
- typedef std::map < int, bool > NonBodyFields;
- typedef std::vector< int > OrderedFields;
- typedef message_order OrderedFieldsArray;
- typedef std::map < int, TYPE::Type > FieldTypes;
- typedef std::set < std::string > Values;
- typedef std::map < int, Values > FieldToValue;
- typedef std::map < int, std::string > FieldToName;
- typedef std::map < std::string, int > NameToField;
- typedef std::map < std::pair < int, std::string > , std::string > ValueToName;
- // while FieldToGroup structure seems to be overcomplicated
- // in reality it yields a lot of performance because:
- // 1) avoids memory copying;
- // 2) first lookup is done by comparing integers and not string objects
- // TODO: use hash_map with good hashing algorithm
- typedef std::map < std::string, std::pair < int, DataDictionary* > > FieldPresenceMap;
- typedef std::map < int, FieldPresenceMap > FieldToGroup;
-
- public:
- DataDictionary();
- DataDictionary( const DataDictionary& copy );
- DataDictionary( std::istream& stream ) throw( ConfigError );
- DataDictionary( const std::string& url ) throw( ConfigError );
- virtual ~DataDictionary();
-
- void readFromURL( const std::string& url ) throw( ConfigError );
- void readFromDocument( DOMDocumentPtr pDoc ) throw( ConfigError );
- void readFromStream( std::istream& stream ) throw( ConfigError );
-
- ......
- };
- ....
可以看到DataDictionary类中定义了很多的std::map和std::vector,这些容器都是用来存储从FIX4X.xml文件中解析来的内容,一些映射,但是是否过于繁琐,我没有深究。
比如:
typedef std::map < int, std::string > FieldToName;
表示存储field和实际的字段名的映射,比如8对应BeginString;
typedef std::map < int, Values > FieldToValue;
表示枚举当中的int值跟实际的字段名的映射,比如:
'13' name='CommType' type='CHAR'> -
enum='1' description='PER_UNIT' /> -
enum='2' description='PERCENTAGE' /> -
enum='3' description='ABSOLUTE' /> -
enum='4' description='4' /> -
enum='5' description='5' /> -
enum='6' description='POINTS_PER_BOND_OR_CONTRACT_SUPPLY_CONTRACTMULTIPLIER' /> -
3代表ABSOLUTE;1代表PER_UNIT。
另外需要注意的成员函数readFrom*()系列,底层就是上一章中的类,进行xml的载入。
- void DataDictionary::readFromURL( const std::string& url )
- throw( ConfigError )
- {
- DOMDocumentPtr pDoc = DOMDocumentPtr(new PUGIXML_DOMDocument());
-
- if(!pDoc->load(url))
- ¦ throw ConfigError(url + ": Could not parse data dictionary file");
-
- try
- {
- ¦ readFromDocument( pDoc );
- }
- catch( ConfigError& e )
- {
- ¦ throw ConfigError( url + ": " + e.what() );
- }
- }
-
- void DataDictionary::readFromStream( std::istream& stream )
- throw( ConfigError )
- {
- >* DOMDocumentPtr pDoc = DOMDocumentPtr(new PUGIXML_DOMDocument());
-
- if(!pDoc->load(stream))
- ¦ throw ConfigError("Could not parse data dictionary stream");
-
- readFromDocument( pDoc );
- }
-
- >*void DataDictionary::readFromDocument( DOMDocumentPtr pDoc )
- throw( ConfigError )
- {
- // VERSION
- DOMNodePtr pFixNode = pDoc->getNode("/fix");
- if(!pFixNode.get())
- ...
- }
到这里,数据字典的解析就完成了。简单的理解就是,读入xml文件,然后针对xml文件里的内容,把内容做成映射用map和vector存储。
SessionSettings
- /// Container for setting dictionaries mapped to sessions.
- class SessionSettings
- {
- public:
- SessionSettings() { m_resolveEnvVars = false; }
- SessionSettings( std::istream& stream, bool resolveEnvVars = false ) EXCEPT ( ConfigError );
- SessionSettings( const std::string& file, bool resolveEnvVars = false ) EXCEPT ( ConfigError );
- ''''''
-
- typedef std::map < SessionID, Dictionary > Dictionaries;
- std::set < SessionID > getSessions() const;
-
- private:
-
- Dictionaries m_settings;
- Dictionary m_defaults;
- '''
-
- friend std::istream& operator>>( std::istream&, SessionSettings& ) EXCEPT ( ConfigError );
- friend std::ostream& operator<<( std::ostream&, const SessionSettings& );
- };
是通过友元函数 operator >> 从任意的流中读取配置,通过一个sessonid的set和一个sessionid->dictionary的map,管理每个段。
若是须要使用QuickFIX开发FIX应用,则须要实现FIX::Application接口,并重载不一样FIX协议版本的MessageCracker::OnMessage接口,如FIX42::MessageCracker。
- class Application
- {
- public:
- virtual ~Application() {};
- /// Notification of a session begin created
- virtual void onCreate( const SessionID& ) = 0;
-
- /// Notification of a session successfully logging on
- virtual void onLogon( const SessionID& ) = 0;
-
- /// Notification of a session logging off or disconnecting
- virtual void onLogout( const SessionID& ) = 0;
-
- /// Notification of admin message being sent to target
- virtual void toAdmin( Message&, const SessionID& ) = 0;
-
- /// Notification of app message being sent to target
- virtual void toApp( Message&, const SessionID& )
- EXCEPT ( DoNotSend ) = 0;
-
- /// Notification of admin message being received from target
- virtual void fromAdmin( const Message&, const SessionID& )
- EXCEPT ( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon ) = 0;
-
- /// Notification of app message being received from target
- virtual void fromApp( const Message&, const SessionID& )
- EXCEPT ( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType ) = 0;
- };
onCreate:当Fix Session创建时调用。
onLogon:当Fix Session登陆成功时调用。
onLogout:当Fix Session退出时调用。
fromAdmin:当收到一个Admin类型消息时调用。
fromApp:当收到一个不属于Admin 类型消息时调用。
toAdmin:当发送一个admin类型消息调用。
toApp:当发送一个非admin(业务类型)消息调用。
admin一般是服务提供方,app是客户端
除了实现FIX::Application接口,还需要重新实现FIX::MessageCracker从具体的FIX协议版本实现继承而来的onMessage方法,crack接口就可以根据message类型匹配到你实现的具体onMessage接口上。
- void crack( const Message& message,
- const SessionID& sessionID )
- {
- const FIX::BeginString& beginString =
- FIELD_GET_REF( message.getHeader(), BeginString );
-
- crack( message, sessionID, beginString );
- }
-
- void crack( const Message& message,
- const SessionID& sessionID,
- const BeginString& beginString )
- {
- if ( beginString == BeginString_FIX40 )
- ((FIX40::MessageCracker&)(*this)).crack((const FIX40::Message&) message, sessionID);
- else if ( beginString == BeginString_FIX41 )
- ((FIX41::MessageCracker&)(*this)).crack((const FIX41::Message&) message, sessionID);
- else if ( beginString == BeginString_FIX42 )
- ((FIX42::MessageCracker&)(*this)).crack((const FIX42::Message&) message, sessionID);
- else if ( beginString == BeginString_FIX43 )
- ((FIX43::MessageCracker&)(*this)).crack((const FIX43::Message&) message, sessionID);
- else if ( beginString == BeginString_FIX44 )
- ((FIX44::MessageCracker&)(*this)).crack((const FIX44::Message&) message, sessionID);
- else if ( beginString == BeginString_FIXT11 )
- {
- if( message.isAdmin() )
- {
- ((FIXT11::MessageCracker&)(*this)).crack((const FIXT11::Message&) message, sessionID);
- }
- else
- {
- '''
- }
- }
- }
就是这两行:
FIX::FileStoreFactory storeFactory( settings );
FIX::ScreenLogFactory logFactory( settings );
逻辑比较简单,就是读了上文介绍的settings,然后存下来,存储结构如下:
std::string m_path;
SessionSettings m_settings;
也就是这一行 initiator = new FIX::SocketInitiator( application, storeFactory, settings, logFactory );
这俩大概差不多,先看一个。
主要代码如下:
- /**
- * Base for classes which act as an acceptor for incoming connections.
- *
- * Most users will not need to implement one of these. The default
- * SocketAcceptor implementation will be used in most cases.
- */
- class Acceptor
- {
- public:
- ''''''
- Acceptor( Application&, MessageStoreFactory&,
- const SessionSettings&, LogFactory& ) EXCEPT ( ConfigError );
-
- virtual ~Acceptor();
-
- ''''''
- /// Poll the acceptor
- bool poll( double timeout = 0.0 ) EXCEPT ( ConfigError, RuntimeError );
-
- /// Stop acceptor.
- void stop( bool force = false );
-
- /// Check to see if any sessions are currently logged on
- bool isLoggedOn();
- Session* getSession( const std::string& msg, Responder& );
- const std::set
& getSessions() const { return m_sessionIDs; } - Session* getSession( const SessionID& sessionID ) const;
- const Dictionary* const getSessionSettings( const SessionID& sessionID ) const;
-
- bool has( const SessionID& id )
- { return m_sessions.find( id ) != m_sessions.end(); }
-
- bool isStopped() { return m_stop; }
-
- Application& getApplication() { return m_application; }
- MessageStoreFactory& getMessageStoreFactory()
- { return m_messageStoreFactory; }
-
- private:
- ''''''
-
- static THREAD_PROC startThread( void* p );
-
- typedef std::set < SessionID > SessionIDs;
- typedef std::map < SessionID, Session* > Sessions;
-
- thread_id m_threadid;
- Sessions m_sessions;
- SessionIDs m_sessionIDs;
- Application& m_application;
- MessageStoreFactory& m_messageStoreFactory;
- protected:
- SessionSettings m_settings;
- private:
- LogFactory* m_pLogFactory;
- Log* m_pLog;
- NullLog m_nullLog;
- bool m_firstPoll;
- bool m_stop;
- };
基本包含了之前介绍的大部分类,如
Session相关的(SessionSettings/set
Application(用于接收并处理消息的)、LogFactory(写日志的对象)
功能就是把配置的每一个session初始化,很简单。
- void Acceptor::initialize() EXCEPT ( ConfigError )
- {
- std::set < SessionID > sessions = m_settings.getSessions();
- std::set < SessionID > ::iterator i;
-
- if ( !sessions.size() )
- throw ConfigError( "No sessions defined" );
-
- SessionFactory factory( m_application, m_messageStoreFactory,
- m_pLogFactory );
-
- for ( i = sessions.begin(); i != sessions.end(); ++i )
- {
- if ( m_settings.get( *i ).getString( CONNECTION_TYPE ) == "acceptor" )
- {
- m_sessionIDs.insert( *i );
- m_sessions[ *i ] = factory.create( *i, m_settings.get( *i ) );
- }
- }
-
- if ( !m_sessions.size() )
- throw ConfigError( "No sessions defined for acceptor" );
- }
这一行:Acceptor/initiator->start();
SocketAcceptor::onInitialize() 创建 socket 句柄,进行监听端口。SocketAcceptor::onStart(),检测对端的连接- void Acceptor::start() EXCEPT ( ConfigError, RuntimeError )
- {
- m_stop = false;
- onConfigure( m_settings );
- onInitialize( m_settings );
-
- HttpServer::startGlobal( m_settings );
-
- if( !thread_spawn( &startThread, this, m_threadid ) )
- throw RuntimeError("Unable to spawn thread");
- }
其他的操作大同小异,可以自己阅读
SocketAcceptor::onInitialize主要功能就是对每个session设置监听
- void SocketAcceptor::onInitialize(const SessionSettings& s)
- EXCEPT ( RuntimeError )
- {
- short port = 0;
- try
- {
- m_pServer = new SocketServer(1);
-
- std::set
sessions = s.getSessions(); - std::set
::iterator i = sessions.begin(); - for( ; i != sessions.end(); ++i )
- {
- const Dictionary& settings = s.get( *i );
- port = (short)settings.getInt( SOCKET_ACCEPT_PORT );
- ''''''
- // 管理监听端口与 SeesionID 的对应关系
- m_portToSessions[port].insert(*i);
- // 为每个监听的端口创建 Socket 句柄: socket_handle
- m_pServer->add( port, reuseAddress, noDelay, sendBufSize, rcvBufSize );
- }
- }
- catch( SocketException& e )
- {
- ''''''
- }
- }
5.2中的第二步调用
- THREAD_PROC Acceptor::startThread( void* p )
- {
- Acceptor * pAcceptor = static_cast < Acceptor* > ( p );
- pAcceptor->onStart();
- return 0;
- }
回顾所有我们浏览的代码,唯独没有介绍session,最后来看一下。
用factory(初始化心跳、session)
- Session* SessionFactory::create( const SessionID& sessionID,
- const Dictionary& settings ) EXCEPT ( ConfigError )
- {
- std::string connectionType = settings.getString( CONNECTION_TYPE );
- if ( connectionType != "acceptor" && connectionType != "initiator" )
- throw ConfigError( "Invalid ConnectionType" );
-
- if( connectionType == "acceptor" && settings.has(SESSION_QUALIFIER) )
- throw ConfigError( "SessionQualifier cannot be used with acceptor." );
- // 初始化心跳
- HeartBtInt heartBtInt( 0 );
- if ( connectionType == "initiator" )
- {
- heartBtInt = HeartBtInt( settings.getInt( HEARTBTINT ) );
- if ( heartBtInt <= 0 ) throw ConfigError( "Heartbeat must be greater than zero" );
- }
- // 创建 Session 对象
- SmartPtr
pSession; - pSession.reset( new Session( m_application, m_messageStoreFactory,
- sessionID, dataDictionaryProvider, sessionTimeRange,
- heartBtInt, m_pLogFactory ) );
-
- return pSession.release();
- }
其中session对象内属性太多,挑一些重要的看:
Application(会话)、
SessionID(标识唯一session)、
m_sessionTime/m_logonTime(主要用于之前讲的24小时重新连接,对应配置)、
m_senderDefaultApplVerID/m_targetDefaultApplVerID(发送端/接收端默 Fix 协议版本号)、
m_state(session状态)、
send()(发送消息函数)、
next()(处理收到的消息,比较重要)
精简过的代码如下
- void Session::next( const Message& message, const UtcTimeStamp& timeStamp, bool queued )
- {
- const Header& header = message.getHeader();
-
- try
- {
- //检查时间
- if ( !checkSessionTime(timeStamp) )
- { reset(); return; }
- //获取类型,下面根据类型分处理方法
- const MsgType& msgType = FIELD_GET_REF( header, MsgType );
- //校验时间
- const BeginString& beginString = FIELD_GET_REF( header, BeginString );
- // make sure these fields are present
- FIELD_THROW_IF_NOT_FOUND( header, SenderCompID );
- FIELD_THROW_IF_NOT_FOUND( header, TargetCompID );
-
- if ( beginString != m_sessionID.getBeginString() )
- throw UnsupportedVersion();
-
- const DataDictionary& sessionDataDictionary =
- m_dataDictionaryProvider.getSessionDataDictionary(m_sessionID.getBeginString());
-
- if( m_sessionID.isFIXT() && message.isApp() )
- {
- ApplVerID applVerID = m_targetDefaultApplVerID;
- header.getFieldIfSet(applVerID);
- const DataDictionary& applicationDataDictionary =
- m_dataDictionaryProvider.getApplicationDataDictionary(applVerID);
- DataDictionary::validate( message, &sessionDataDictionary, &applicationDataDictionary );
- }
- else
- {
- sessionDataDictionary.validate( message );
- }
-
- if ( msgType == MsgType_Logon )
- nextLogon( message, timeStamp );
- else if ( msgType == MsgType_Heartbeat )
- nextHeartbeat( message, timeStamp );
- else if ( msgType == MsgType_TestRequest )
- nextTestRequest( message, timeStamp );
- else if ( msgType == MsgType_SequenceReset )
- nextSequenceReset( message, timeStamp );
- else if ( msgType == MsgType_Logout )
- nextLogout( message, timeStamp );
- else if ( msgType == MsgType_ResendRequest )
- nextResendRequest( message, timeStamp );
- else if ( msgType == MsgType_Reject )
- nextReject( message, timeStamp );
- else
- {
- if ( !verify( message ) ) return ;
- //内含Session::doTargetTooLow() 来处理序列号过小的消息
- // Session::doTargetTooHigh() 来处理序列号过大的消息
- m_state.incrNextTargetMsgSeqNum();
- }
- }
- ''''''
-
-
- if( !queued )
- nextQueued( timeStamp );
-
- if( isLoggedOn() )
- next();
- }
经过各种检查后,根据type调用不同的处理方法,然后操作queue进行下次操作。
这里调用的函数太多了,挑一个复杂的看一下。
当收到 type是ResendRequest 消息时,回调用nextResendRequest() 处理:
- void Session::nextResendRequest(const Message& resendRequest, const UtcTimeStamp& timeStamp)
- {
- // ...
-
- // 从缓存拿出需要重传的消息片段(从MessageStore中的消息,如果是FileStore,那么就会从文件中取出)
- std::vector < std::string > messages;
- m_state.get( beginSeqNo, endSeqNo, messages );
-
- // ...
- for ( i = messages.begin(); i != messages.end(); ++i )
- {
- // 重新计算消息的校验和
- // ...
-
- if ( Message::isAdminMsgType( msgType ) )
- {
- // 跳过管理消息
- if ( !begin ) begin = msgSeqNum;
- }
- else
- {
- // 在 resend 里会回调 Application::toApp
- if ( resend( msg ) )
- {
- // 有需要跳过的管理消息,则用一条 SeqReset-GapFill 消息替代
- if ( begin ) generateSequenceReset( begin, msgSeqNum );
-
- // 发送应用消息
- send( msg.toString(messageString) );
- m_state.onEvent( "Resending Message: "
- + IntConvertor::convert( msgSeqNum ) );
- begin = 0;
- appMessageJustSent = true;
- }
- else
- { if ( !begin ) begin = msgSeqNum; }
- }
- current = msgSeqNum + 1;
- }
-
- // 结尾还有需要跳过的管理消息,需要用一条 SeqReset-GapFill 消息替代
- if ( begin )
- {
- generateSequenceReset( begin, msgSeqNum + 1 );
- }
-
- // 序列号同步。为什么在重传借宿后还需要再发送一个 SeqReset-GapFill 消息?
- if ( endSeqNo > msgSeqNum )
- {
- endSeqNo = EndSeqNo(endSeqNo + 1);
- int next = m_state.getNextSenderMsgSeqNum();
- if( endSeqNo > next )
- endSeqNo = EndSeqNo(next);
- if ( appMessageJustSent )
- beginSeqNo = msgSeqNum + 1;
- generateSequenceReset( beginSeqNo, endSeqNo );
- }
-
- resendRequest.getHeader().getField( msgSeqNum );
- if( !isTargetTooHigh(msgSeqNum) && !isTargetTooLow(msgSeqNum) )
- m_state.incrNextTargetMsgSeqNum();
- }
作者修行尚浅,这里只是浅读一下源码,由于使用经验不足,肯定对一些知识的认识不足,以后多加改正。