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java – QuickFIXJ登录问题

2019-07-28 17:00:51  阅读：355  来源： 互联网

标签：java quickfix financial fix hft


有问题与QuickFixJ.问题是我无法正确发送登录消息.另外,我很难理解如何设置消息流.我不是想要执行交易,只是检索市场数据.

错误：

20140123-22:55:56: No responder, not sending message:

这是我的所有细节：

传入：
猫传入/ *

8=FIXT.1.19=11035=A34=149=REDACTED-MD52=20140123-22:55:56.37256=NDXMD98=0108=30141=Y553=REDACTED100554=REDACTED1137=910=231?220140123-22:55:56.470

传出：

20140123-22:55:50: Session FIXT.1.1:REDACTED-MD->NDXMD schedule is weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC
20140123-22:55:50: Created session: FIXT.1.1:REDACTED-MD->NDXMD
20140123-22:55:53: Initiated logon request
20140123-22:55:56: No responder, not sending message: 8=FIXT.1.19=11035=A34=149=REDACTED-MD52=20140123-22:55:56.37256=NDXMD98=0108=30141=Y553=REDACTED100554=REDACTED1137=910=231
8=FIXT.1.19=8135=A34=149=REDACTED-MD52=20140123-22:55:52.64356=NDXMD98=0108=30141=Y1137=910=114
8=FIXT.1.19=8335=549=NDXMD56=REDACTED-MD52=20140123-22:55:53.75134=158=Missing field. Type 55310=054
8=FIXT.1.19=11035=A34=149=REDACTED-MD52=20140123-22:55:56.37256=NDXMD98=0108=30141=Y553=REDACTED100554=REDACTED1137=910=231

我的标准是：
Ĵ

an 23, 2014 10:55:37 PM REDACTED.REDACTEDMain main
INFO: REDACTED startup
Jan 23, 2014 10:55:49 PM quickfix.SessionSchedule <init>
INFO: [FIXT.1.1:REDACTEDB-MD->NDXMD] weekly, SUN 00:00:00-UTC - FRI 00:00:00-UTC
Successfully called onCreate for sessionId : FIXT.1.1:REDACTEDB-MD->NDXMD
Jan 23, 2014 10:55:50 PM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketTcpNoDelay=true
Jan 23, 2014 10:55:50 PM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketSynchronousWrites=false
Jan 23, 2014 10:55:50 PM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketSynchronousWriteTimeout=30000
Jan 23, 2014 10:55:51 PM quickfix.mina.initiator.IoSessionInitiator <init>
INFO: [FIXT.1.1:REDACTEDB-MD->NDXMD] [web-fix.REDACTED.com/194.107.REDACTED:7170]
Jan 23, 2014 10:55:51 PM quickfix.mina.SessionConnector startSessionTimer
INFO: SessionTimer started
Sleeping for start() ....
Jan 23, 2014 10:55:51 PM quickfix.mina.initiator.InitiatorIoHandler sessionCreated
INFO: MINA session created for FIXT.1.1:REDACTEDB-MD->NDXMD: local=/10.215.87.15:34197, class org.apache.mina.transport.socket.nio.SocketSessionImpl, remote=web-fix.REDACTED.com/194.107.REDACTED:7170
Inside toAdmin
Message: 8=FIXT.1.19=8135=A34=149=REDACTEDB-MD52=20140123-22:55:52.64356=NDXMD98=0108=30141=Y1137=910=114
XML: <?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
<message>
<header>
<field tag="8"><![CDATA[FIXT.1.1]]></field>
<field tag="9"><![CDATA[81]]></field>
<field tag="34"><![CDATA[1]]></field>
<field tag="35"><![CDATA[A]]></field>
<field tag="49"><![CDATA[REDACTEDB-MD]]></field>
<field tag="52"><![CDATA[20140123-22:55:52.643]]></field>
<field tag="56"><![CDATA[NDXMD]]></field>
</header>
<body>
<field tag="98"><![CDATA[0]]></field>
<field tag="108"><![CDATA[30]]></field>
<field tag="141"><![CDATA[Y]]></field>
<field tag="1137"><![CDATA[9]]></field>
</body>
<trailer>
<field tag="10"><![CDATA[114]]></field>
</trailer>
</message>

Header: quickfix.fixt11.Message$Header@10f268de
Trailer: quickfix.Message$Trailer@1ac2cf83
Jan 23, 2014 10:55:53 PM quickfix.mina.AbstractIoHandler messageReceived
SEVERE: Invalid message: Can't determine ApplVerID for message
Jan 23, 2014 10:55:53 PM quickfix.Session disconnect
INFO: [FIXT.1.1:REDACTEDB-MD->NDXMD] Disconnecting: IO Session closed
Successfully logged out for sessionId : FIXT.1.1:REDACTEDB-MD->NDXMD
Inside toAdmin
Message: 8=FIXT.1.19=11035=A34=249=REDACTEDB-MD52=20140123-22:55:56.37256=NDXMD98=0108=30141=Y553=REDACTED100554=REDACTED1137=910=232
XML: <?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
<message>
<header>
<field tag="8"><![CDATA[FIXT.1.1]]></field>
<field tag="9"><![CDATA[110]]></field>
<field tag="34"><![CDATA[2]]></field>
<field tag="35"><![CDATA[A]]></field>
<field tag="49"><![CDATA[REDACTEDB-MD]]></field>
<field tag="52"><![CDATA[20140123-22:55:56.372]]></field>
<field tag="56"><![CDATA[NDXMD]]></field>
</header>
<body>
<field tag="98"><![CDATA[0]]></field>
<field tag="108"><![CDATA[30]]></field>
<field tag="141"><![CDATA[Y]]></field>
<field tag="553"><![CDATA[REDACTED100]]></field>
<field tag="554"><![CDATA[REDACTED]]></field>
<field tag="1137"><![CDATA[9]]></field>
</body>
<trailer>
<field tag="10"><![CDATA[232]]></field>
</trailer>
</message>

Header: quickfix.fixt11.Message$Header@49f8d077
Trailer: quickfix.Message$Trailer@6e3e5a91
Logon Message Sent : false

我的问题来源是：
主要：

 try {
        Application app = new AFIX();
        SessionSettings settings          = new SessionSettings("sessionSettings.txt");
        FileStoreFactory fileStoreFactory = new FileStoreFactory(settings);
        FileLogFactory logFactory         = new FileLogFactory(settings);
        MessageFactory messageFactory     = new DefaultMessageFactory();
        SocketInitiator socketInitiator   = new SocketInitiator(app,
                fileStoreFactory, settings, logFactory, messageFactory);
        socketInitiator.start();
        try {
            System.out.println("Sleeping for start() ....");
            Thread.sleep(5000);
        } catch (InterruptedException e) {
            e.printStackTrace();
        }
        SessionID sessionId = socketInitiator.getSessions().get(0);
        AFIX.sendLogonRequest(sessionId);

        int i = 0;
        do {
            try {
                Thread.sleep(1000);
                System.out.println(socketInitiator.isLoggedOn());
            } catch (InterruptedException e) {
                e.printStackTrace();
            }
            i++;
        } while ((!socketInitiator.isLoggedOn()) && (i < 25));

    } catch (ConfigError e) {

…
…
…

 public static void sendLogonRequest(SessionID sessionId)
        throws SessionNotFound {

    quickfix.fixt11.Logon logon = new quickfix.fixt11.Logon();
    quickfix.Message.Header header = logon.getHeader();

    header.setField(new quickfix.field.BeginString("FIXT.1.1"));
    header.setField(new quickfix.field.MsgType("A"));

    Properties p = loadProperties();
    logon.set(new quickfix.field.Username(p.getProperty("username")));
    logon.set(new quickfix.field.Password(p.getProperty("password")));

    logon.set(new quickfix.field.HeartBtInt(30));
    logon.set(new quickfix.field.ResetSeqNumFlag(true));
    logon.set(new quickfix.field.DefaultApplVerID("9"));
    logon.set(new quickfix.field.EncryptMethod(0));

    boolean sent = Session.sendToTarget(logon, sessionId);
    System.out.println("Logon Message Sent : " + sent);
}

最后我的设置：

cat sessionSettings.txt

[DEFAULT]# Settings which apply to all the Sessions.
ConnectionType=initiator
LogonTimeout=30
ReconnectInterval=30
UseDataDictionary=Y
ResetOnLogon=Y
FileStorePath=incoming
FileLogPath=outgoing

[SESSION]# Settings specifically for one session
BeginString=FIXT.1.1 
DefaultApplVerID=9
AppDataDictionary=FIX50.xml
SenderCompID=REDACTED-MD
TargetCompID=NDXMD
StartDay=sunday
EndDay=friday
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
CheckLatency=N
MaxLatency=240
SocketConnectPort=7170
SocketConnectHost=web-fix.REDACTED.com

UseDataDictionary=Y
DataDictionary=lib/quickfixj-all-1.5.3.jar!/FIX50SP2.xml

任何帮助是极大的赞赏！

解决方法:

看看example OrderMatch app.

(它是一个接受者,而不是一个发起者,但它并不重要.)

您会注意到它不会手动创建登录消息并发送它.引擎会在initiator.start(或acceptor.start)上自动执行此操作. (请参阅您的日志：“没有响应者,不发送消息” – 这是您的手动登录行尝试在引擎完成正确登录之前发送).

基本上,在socketInitiator.start()之间获取所有代码;和块的结束并删除它.只是放入某种睡眠动作(比如等待控制台输入或其他东西).

你可能还有其他问题,但那是我现在看到的问题.

标签：java,quickfix,financial,fix,hft
来源： https://codeday.me/bug/20190728/1563924.html

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