quickfix_ruby 1.14.3

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Files changed (149) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +248 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +127 -0
  6. data/ext/quickfix/AtomicCount.h +109 -0
  7. data/ext/quickfix/DOMDocument.h +74 -0
  8. data/ext/quickfix/DataDictionary.cpp +618 -0
  9. data/ext/quickfix/DataDictionary.h +539 -0
  10. data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
  11. data/ext/quickfix/DataDictionaryProvider.h +70 -0
  12. data/ext/quickfix/DatabaseConnectionID.h +105 -0
  13. data/ext/quickfix/DatabaseConnectionPool.h +91 -0
  14. data/ext/quickfix/Dictionary.cpp +162 -0
  15. data/ext/quickfix/Dictionary.h +94 -0
  16. data/ext/quickfix/Event.h +95 -0
  17. data/ext/quickfix/Exceptions.h +299 -0
  18. data/ext/quickfix/Field.h +672 -0
  19. data/ext/quickfix/FieldConvertors.h +863 -0
  20. data/ext/quickfix/FieldMap.cpp +238 -0
  21. data/ext/quickfix/FieldMap.h +244 -0
  22. data/ext/quickfix/FieldNumbers.h +46 -0
  23. data/ext/quickfix/FieldTypes.cpp +64 -0
  24. data/ext/quickfix/FieldTypes.h +698 -0
  25. data/ext/quickfix/Fields.h +31 -0
  26. data/ext/quickfix/FileLog.cpp +200 -0
  27. data/ext/quickfix/FileLog.h +112 -0
  28. data/ext/quickfix/FileStore.cpp +332 -0
  29. data/ext/quickfix/FileStore.h +129 -0
  30. data/ext/quickfix/FixFieldNumbers.h +1537 -0
  31. data/ext/quickfix/FixFields.h +1538 -0
  32. data/ext/quickfix/FixValues.h +3281 -0
  33. data/ext/quickfix/FlexLexer.h +188 -0
  34. data/ext/quickfix/Group.cpp +64 -0
  35. data/ext/quickfix/Group.h +73 -0
  36. data/ext/quickfix/HtmlBuilder.h +186 -0
  37. data/ext/quickfix/HttpConnection.cpp +739 -0
  38. data/ext/quickfix/HttpConnection.h +78 -0
  39. data/ext/quickfix/HttpMessage.cpp +149 -0
  40. data/ext/quickfix/HttpMessage.h +133 -0
  41. data/ext/quickfix/HttpParser.cpp +49 -0
  42. data/ext/quickfix/HttpParser.h +54 -0
  43. data/ext/quickfix/HttpServer.cpp +169 -0
  44. data/ext/quickfix/HttpServer.h +78 -0
  45. data/ext/quickfix/Initiator.cpp +289 -0
  46. data/ext/quickfix/Initiator.h +149 -0
  47. data/ext/quickfix/Log.cpp +77 -0
  48. data/ext/quickfix/Log.h +179 -0
  49. data/ext/quickfix/Message.cpp +580 -0
  50. data/ext/quickfix/Message.h +370 -0
  51. data/ext/quickfix/MessageCracker.h +188 -0
  52. data/ext/quickfix/MessageSorters.cpp +105 -0
  53. data/ext/quickfix/MessageSorters.h +156 -0
  54. data/ext/quickfix/MessageStore.cpp +146 -0
  55. data/ext/quickfix/MessageStore.h +174 -0
  56. data/ext/quickfix/Mutex.h +131 -0
  57. data/ext/quickfix/MySQLConnection.h +194 -0
  58. data/ext/quickfix/MySQLLog.cpp +275 -0
  59. data/ext/quickfix/MySQLLog.h +145 -0
  60. data/ext/quickfix/MySQLStore.cpp +331 -0
  61. data/ext/quickfix/MySQLStore.h +142 -0
  62. data/ext/quickfix/NullStore.cpp +54 -0
  63. data/ext/quickfix/NullStore.h +99 -0
  64. data/ext/quickfix/OdbcConnection.h +266 -0
  65. data/ext/quickfix/OdbcLog.cpp +252 -0
  66. data/ext/quickfix/OdbcLog.h +117 -0
  67. data/ext/quickfix/OdbcStore.cpp +338 -0
  68. data/ext/quickfix/OdbcStore.h +113 -0
  69. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  70. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  71. data/ext/quickfix/Parser.cpp +103 -0
  72. data/ext/quickfix/Parser.h +57 -0
  73. data/ext/quickfix/PostgreSQLConnection.h +176 -0
  74. data/ext/quickfix/PostgreSQLLog.cpp +276 -0
  75. data/ext/quickfix/PostgreSQLLog.h +144 -0
  76. data/ext/quickfix/PostgreSQLStore.cpp +334 -0
  77. data/ext/quickfix/PostgreSQLStore.h +141 -0
  78. data/ext/quickfix/Queue.h +75 -0
  79. data/ext/quickfix/QuickfixRuby.cpp +252066 -0
  80. data/ext/quickfix/QuickfixRuby.h +34 -0
  81. data/ext/quickfix/Responder.h +43 -0
  82. data/ext/quickfix/Session.cpp +1487 -0
  83. data/ext/quickfix/Session.h +335 -0
  84. data/ext/quickfix/SessionFactory.cpp +274 -0
  85. data/ext/quickfix/SessionFactory.h +86 -0
  86. data/ext/quickfix/SessionID.h +170 -0
  87. data/ext/quickfix/SessionSettings.cpp +189 -0
  88. data/ext/quickfix/SessionSettings.h +171 -0
  89. data/ext/quickfix/SessionState.h +231 -0
  90. data/ext/quickfix/Settings.cpp +100 -0
  91. data/ext/quickfix/Settings.h +53 -0
  92. data/ext/quickfix/SharedArray.h +150 -0
  93. data/ext/quickfix/SocketAcceptor.cpp +222 -0
  94. data/ext/quickfix/SocketAcceptor.h +75 -0
  95. data/ext/quickfix/SocketConnection.cpp +238 -0
  96. data/ext/quickfix/SocketConnection.h +103 -0
  97. data/ext/quickfix/SocketConnector.cpp +116 -0
  98. data/ext/quickfix/SocketConnector.h +67 -0
  99. data/ext/quickfix/SocketInitiator.cpp +260 -0
  100. data/ext/quickfix/SocketInitiator.h +81 -0
  101. data/ext/quickfix/SocketMonitor.cpp +335 -0
  102. data/ext/quickfix/SocketMonitor.h +111 -0
  103. data/ext/quickfix/SocketServer.cpp +177 -0
  104. data/ext/quickfix/SocketServer.h +100 -0
  105. data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
  106. data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
  107. data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
  108. data/ext/quickfix/ThreadedSocketConnection.h +82 -0
  109. data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
  110. data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
  111. data/ext/quickfix/TimeRange.cpp +173 -0
  112. data/ext/quickfix/TimeRange.h +258 -0
  113. data/ext/quickfix/Utility.cpp +537 -0
  114. data/ext/quickfix/Utility.h +219 -0
  115. data/ext/quickfix/Values.h +62 -0
  116. data/ext/quickfix/config.h +0 -0
  117. data/ext/quickfix/config_windows.h +0 -0
  118. data/ext/quickfix/extconf.rb +12 -0
  119. data/ext/quickfix/index.h +37 -0
  120. data/ext/quickfix/pugiconfig.hpp +72 -0
  121. data/ext/quickfix/pugixml.cpp +10765 -0
  122. data/ext/quickfix/pugixml.hpp +1341 -0
  123. data/ext/quickfix/strptime.h +7 -0
  124. data/lib/quickfix40.rb +274 -0
  125. data/lib/quickfix41.rb +351 -0
  126. data/lib/quickfix42.rb +1184 -0
  127. data/lib/quickfix43.rb +3504 -0
  128. data/lib/quickfix44.rb +10721 -0
  129. data/lib/quickfix50.rb +13426 -0
  130. data/lib/quickfix50sp1.rb +15629 -0
  131. data/lib/quickfix50sp2.rb +17068 -0
  132. data/lib/quickfix_fields.rb +19853 -0
  133. data/lib/quickfix_ruby.rb +82 -0
  134. data/lib/quickfixt11.rb +70 -0
  135. data/spec/FIX40.xml +862 -0
  136. data/spec/FIX41.xml +1285 -0
  137. data/spec/FIX42.xml +2746 -0
  138. data/spec/FIX43.xml +4229 -0
  139. data/spec/FIX44.xml +6596 -0
  140. data/spec/FIX50.xml +8137 -0
  141. data/spec/FIX50SP1.xml +9496 -0
  142. data/spec/FIX50SP2.xml +10011 -0
  143. data/spec/FIXT11.xml +313 -0
  144. data/test/test_DataDictionaryTestCase.rb +268 -0
  145. data/test/test_DictionaryTestCase.rb +112 -0
  146. data/test/test_FieldBaseTestCase.rb +24 -0
  147. data/test/test_MessageTestCase.rb +368 -0
  148. data/test/test_SessionSettingsTestCase.rb +41 -0
  149. metadata +193 -0
@@ -0,0 +1,129 @@
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+ /* -*- C++ -*- */
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+
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+ /****************************************************************************
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+ ** Copyright (c) 2001-2014
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+ **
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+ ** This file is part of the QuickFIX FIX Engine
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+ **
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+ ** This file may be distributed under the terms of the quickfixengine.org
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+ ** license as defined by quickfixengine.org and appearing in the file
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+ ** LICENSE included in the packaging of this file.
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+ **
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+ ** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
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+ ** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
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+ **
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+ ** See http://www.quickfixengine.org/LICENSE for licensing information.
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+ **
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+ ** Contact ask@quickfixengine.org if any conditions of this licensing are
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+ ** not clear to you.
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+ **
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+ ****************************************************************************/
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+
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+ #ifndef FIX_FILESTORE_H
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+ #define FIX_FILESTORE_H
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+
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+ #ifdef _MSC_VER
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+ #pragma warning( disable : 4503 4355 4786 4290 )
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+ #endif
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+
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+ #include "MessageStore.h"
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+ #include "SessionSettings.h"
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+ #include <fstream>
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+ #include <string>
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+
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+ namespace FIX
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+ {
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+ class Session;
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+
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+ /// Creates a file based implementation of MessageStore.
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+ class FileStoreFactory : public MessageStoreFactory
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+ {
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+ public:
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+ FileStoreFactory( const SessionSettings& settings )
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+ : m_settings( settings ) {};
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+ FileStoreFactory( const std::string& path )
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+ : m_path( path ) {};
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+
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+ MessageStore* create( const SessionID& );
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+ void destroy( MessageStore* );
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+ private:
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+ std::string m_path;
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+ SessionSettings m_settings;
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+ };
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+ /*! @} */
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+
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+ /**
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+ * File based implementation of MessageStore.
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+ *
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+ * Four files are created by this implementation. One for storing outgoing
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+ * messages, one for indexing message locations, one for storing sequence numbers,
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+ * and one for storing the session creation time.
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+ *
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+ * The formats of the files are:<br>
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+ * &nbsp;&nbsp;
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+ * [path]+[BeginString]-[SenderCompID]-[TargetCompID].body<br>
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+ * &nbsp;&nbsp;
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+ * [path]+[BeginString]-[SenderCompID]-[TargetCompID].header<br>
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+ * &nbsp;&nbsp;
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+ * [path]+[BeginString]-[SenderCompID]-[TargetCompID].seqnums<br>
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+ * &nbsp;&nbsp;
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+ * [path]+[BeginString]-[SenderCompID]-[TargetCompID].session<br>
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+ *
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+ *
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+ * The messages file is a pure stream of %FIX messages.<br><br>
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+ * The sequence number file is in the format of<br>
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+ * &nbsp;&nbsp;
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+ * [SenderMsgSeqNum] : [TargetMsgSeqNum]<br><br>
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+ * The session file is a UTC timestamp in the format of<br>
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+ * &nbsp;&nbsp;
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+ * YYYYMMDD-HH:MM:SS
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+ */
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+ class FileStore : public MessageStore
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+ {
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+ public:
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+ FileStore( std::string, const SessionID& s );
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+ virtual ~FileStore();
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+
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+ bool set( int, const std::string& ) throw ( IOException );
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+ void get( int, int, std::vector < std::string > & ) const throw ( IOException );
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+
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+ int getNextSenderMsgSeqNum() const throw ( IOException );
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+ int getNextTargetMsgSeqNum() const throw ( IOException );
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+ void setNextSenderMsgSeqNum( int value ) throw ( IOException );
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+ void setNextTargetMsgSeqNum( int value ) throw ( IOException );
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+ void incrNextSenderMsgSeqNum() throw ( IOException );
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+ void incrNextTargetMsgSeqNum() throw ( IOException );
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+
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+ UtcTimeStamp getCreationTime() const throw ( IOException );
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+
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+ void reset() throw ( IOException );
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+ void refresh() throw ( IOException );
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+
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+ private:
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+ typedef std::pair < int, int > OffsetSize;
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+ typedef std::map < int, OffsetSize > NumToOffset;
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+
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+ void open( bool deleteFile );
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+ void populateCache();
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+ bool readFromFile( int offset, int size, std::string& msg );
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+ void setSeqNum();
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+ void setSession();
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+
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+ bool get( int, std::string& ) const throw ( IOException );
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+
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+ MemoryStore m_cache;
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+ NumToOffset m_offsets;
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+
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+ std::string m_msgFileName;
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+ std::string m_headerFileName;
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+ std::string m_seqNumsFileName;
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+ std::string m_sessionFileName;
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+
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+ FILE* m_msgFile;
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+ FILE* m_headerFile;
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+ FILE* m_seqNumsFile;
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+ FILE* m_sessionFile;
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+ };
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+ }
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+
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+ #endif //FIX_FILESTORE_H