有哪些做淘宝素材的网站,wordpress写文章怎么添加图片,瀑布流网站,著名的电子商务网站一、概述
1.1 如何阅读#xff1f;
对于一般人#xff0c;没必要像对待常用公共组件一样#xff0c;搞清楚每一个点#xff0c;我们从使用的角度出发#xff0c;把我们用到的功能读到即可。
1.2 如何下载 #xff1f;
https://github.com/quickfix/quickfix
1.3 大概…一、概述
1.1 如何阅读
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。
1.2 如何下载
https://github.com/quickfix/quickfix
1.3 大概都有哪些
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。
1.4 我会用到哪些
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。 二、SessionSettings
就是这一行FIX::SessionSettings settings( file );
2.1 数据字典
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。
2.2 数据字典解析 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 algorithmtypedef 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
field number13 nameCommType typeCHARvalue enum1 descriptionPER_UNIT /value enum2 descriptionPERCENTAGE /value enum3 descriptionABSOLUTE /value enum4 description4 /value enum5 description5 /value enum6 descriptionPOINTS_PER_BOND_OR_CONTRACT_SUPPLY_CONTRACTMULTIPLIER //field
3代表ABSOLUTE1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 ){// VERSIONDOMNodePtr 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。
2.3 数据字典存储
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。 三、Application
3.1 Application
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 createdvirtual void onCreate( const SessionID ) 0;/// Notification of a session successfully logging onvirtual void onLogon( const SessionID ) 0;/// Notification of a session logging off or disconnectingvirtual void onLogout( const SessionID ) 0;/// Notification of admin message being sent to targetvirtual void toAdmin( Message, const SessionID ) 0;/// Notification of app message being sent to targetvirtual void toApp( Message, const SessionID )EXCEPT ( DoNotSend ) 0;/// Notification of admin message being received from targetvirtual void fromAdmin( const Message, const SessionID )EXCEPT ( FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon ) 0;/// Notification of app message being received from targetvirtual 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 3.2 MessageCracker
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{
}}} 四、*Factory
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; 五、initiator/Acceptor 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 acceptorbool poll( double timeout 0.0 ) EXCEPT ( ConfigError, RuntimeError );/// Stop acceptor.void stop( bool force false );/// Check to see if any sessions are currently logged onbool isLoggedOn();Session* getSession( const std::string msg, Responder );const std::setSessionID 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/setSessionID/mapSessionID, Session*、
Application用于接收并处理消息的、LogFactory写日志的对象
5.1 init
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 );
}
5.2 start
这一行Acceptor/initiator-start();
调用 SocketAcceptor::onInitialize() 创建 socket 句柄进行监听端口。启动线程调用 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
5.3 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::setSessionID sessions s.getSessions();std::setSessionID::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_handlem_pServer-add( port, reuseAddress, noDelay, sendBufSize, rcvBufSize );}}catch( SocketException e ){
}
}5.4
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;
} 六、session
回顾所有我们浏览的代码唯独没有介绍session最后来看一下。
6.1 session创建
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SmartPtrSession 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_statesession状态、
send发送消息函数、
next处理收到的消息比较重要 6.2 next
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 presentFIELD_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。
6.3 nextResendRequest
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::toAppif ( 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。
