quickfix_ruby 1.14.3

data/ext/quickfix/Message.h

@@ -0,0 +1,370 @@
+/* -*- C++ -*- */
+
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifndef FIX_MESSAGE
+#define FIX_MESSAGE
+
+#ifdef _MSC_VER
+#pragma warning( disable: 4786 )
+#endif
+
+#include "FieldMap.h"
+#include "Fields.h"
+#include "Group.h"
+#include "SessionID.h"
+#include "DataDictionary.h"
+#include "Values.h"
+#include <vector>
+#include <memory>
+
+namespace FIX
+{
+static int const headerOrder[] =
+  {
+    FIELD::BeginString,
+    FIELD::BodyLength,
+    FIELD::MsgType
+  };
+
+class Header : public FieldMap 
+{
+public:
+  Header() : FieldMap(message_order( message_order::header ) )
+  {}
+};
+
+class Trailer : public FieldMap 
+{
+public:
+  Trailer() : FieldMap(message_order( message_order::trailer ) )
+  {}
+};
+
+/**
+ * Base class for all %FIX messages.
+ *
+ * A message consists of three field maps.  One for the header, the body,
+ * and the trailer.
+ */
+class Message : public FieldMap
+{
+  friend class DataDictionary;
+  friend class Session;
+
+  enum field_type { header, body, trailer };
+
+public:
+  Message();
+
+  /// Construct a message from a string
+  Message( const std::string& string, bool validate = true )
+  throw( InvalidMessage );
+
+  /// Construct a message from a string using a data dictionary
+  Message( const std::string& string, const FIX::DataDictionary& dataDictionary,
+           bool validate = true )
+  throw( InvalidMessage );
+
+  /// Construct a message from a string using a session and application data dictionary
+  Message( const std::string& string, const FIX::DataDictionary& sessionDataDictionary,
+           const FIX::DataDictionary& applicationDataDictionary, bool validate = true )
+  throw( InvalidMessage );
+
+  Message( const Message& copy )
+  : FieldMap( copy )
+  {
+    m_header = copy.m_header;
+    m_trailer = copy.m_trailer;
+    m_validStructure = copy.m_validStructure;
+    m_field = copy.m_field;
+  }
+
+  /// Set global data dictionary for encoding messages into XML
+  static bool InitializeXML( const std::string& string );
+
+  void addGroup( const FIX::Group& group )
+  { FieldMap::addGroup( group.field(), group ); }
+
+  void replaceGroup( unsigned num, const FIX::Group& group )
+  { FieldMap::replaceGroup( num, group.field(), group ); }
+
+  Group& getGroup( unsigned num, FIX::Group& group ) const throw( FieldNotFound )
+  { group.clear();
+    return static_cast < Group& >
+      ( FieldMap::getGroup( num, group.field(), group ) );
+  }
+
+  void removeGroup( unsigned num, const FIX::Group& group )
+  { FieldMap::removeGroup( num, group.field() ); }
+  void removeGroup( const FIX::Group& group )
+  { FieldMap::removeGroup( group.field() ); }
+
+  bool hasGroup( const FIX::Group& group ) const
+  { return FieldMap::hasGroup( group.field() ); }
+  bool hasGroup( unsigned num, const FIX::Group& group ) const
+  { return FieldMap::hasGroup( num, group.field() ); }
+
+protected:
+  // Constructor for derived classes
+  Message( const BeginString& beginString, const MsgType& msgType )
+  : m_validStructure( true )
+  {
+    m_header.setField( beginString );
+    m_header.setField( msgType );
+  }
+
+public:
+  /// Get a string representation of the message
+  std::string toString( int beginStringField = FIELD::BeginString,
+                        int bodyLengthField = FIELD::BodyLength,
+                        int checkSumField = FIELD::CheckSum ) const;
+  /// Get a string representation without making a copy
+  std::string& toString( std::string&,
+                         int beginStringField = FIELD::BeginString,
+                         int bodyLengthField = FIELD::BodyLength, 
+                         int checkSumField = FIELD::CheckSum ) const;
+  /// Get a XML representation of the message
+  std::string toXML() const;
+  /// Get a XML representation without making a copy
+  std::string& toXML( std::string& ) const;
+
+  /**
+   * Add header informations depending on a source message.
+   * This can be used to add routing informations like OnBehalfOfCompID
+   * and DeliverToCompID to a message.
+   */
+  void reverseRoute( const Header& );
+
+  /**
+   * Set a message based on a string representation
+   * This will fill in the fields on the message by parsing out the string
+   * that is passed in.  It will return true on success and false
+   * on failure.
+   */
+  void setString( const std::string& string )
+  throw( InvalidMessage )
+  { setString(string, true); }
+  void setString( const std::string& string, bool validate )
+  throw( InvalidMessage )
+  { setString(string, validate, 0); }
+  void setString( const std::string& string,
+                  bool validate,
+                  const FIX::DataDictionary* pDataDictionary )
+  throw( InvalidMessage )
+  { setString(string, validate, pDataDictionary, pDataDictionary); }
+
+  void setString( const std::string& string,
+                  bool validate,
+                  const FIX::DataDictionary* pSessionDataDictionary,
+                  const FIX::DataDictionary* pApplicationDataDictionary )
+  throw( InvalidMessage );
+
+  void setGroup( const std::string& msg, const FieldBase& field,
+                 const std::string& string, std::string::size_type& pos,
+                 FieldMap& map, const DataDictionary& dataDictionary );
+
+  /**
+   * Set a messages header from a string
+   * This is an optimization that can be used to get useful information
+   * from the header of a FIX string without parsing the whole thing.
+   */
+  bool setStringHeader( const std::string& string );
+
+  /// Getter for the message header
+  const Header& getHeader() const { return m_header; }
+  /// Mutable getter for the message header
+  Header& getHeader() { return m_header; }
+  /// Getter for the message trailer
+  const Trailer& getTrailer() const { return m_trailer; }
+  /// Mutable getter for the message trailer
+  Trailer& getTrailer() { return m_trailer; }
+
+  bool hasValidStructure(int& field) const
+  { field = m_field;
+    return m_validStructure;
+  }
+
+  int bodyLength( int beginStringField = FIELD::BeginString, 
+                  int bodyLengthField = FIELD::BodyLength, 
+                  int checkSumField = FIELD::CheckSum ) const
+  { return m_header.calculateLength(beginStringField, bodyLengthField, checkSumField)
+           + calculateLength(beginStringField, bodyLengthField, checkSumField)
+           + m_trailer.calculateLength(beginStringField, bodyLengthField, checkSumField);
+  }
+
+  int checkSum( int checkSumField = FIELD::CheckSum ) const
+  { return ( m_header.calculateTotal(checkSumField)
+             + calculateTotal(checkSumField)
+             + m_trailer.calculateTotal(checkSumField) ) % 256;
+  }
+
+  bool isAdmin() const
+  { 
+    if( m_header.isSetField(FIELD::MsgType) )
+    {
+      const MsgType& msgType = FIELD_GET_REF( m_header, MsgType );
+      return isAdminMsgType( msgType );
+    }
+    return false;
+  }
+
+  bool isApp() const
+  { 
+    if( m_header.isSetField(FIELD::MsgType) )
+    {
+      const MsgType& msgType = FIELD_GET_REF( m_header, MsgType );
+      return !isAdminMsgType( msgType );
+    }
+    return false;
+  }
+
+  bool isEmpty()
+  { return m_header.isEmpty() && FieldMap::isEmpty() && m_trailer.isEmpty(); }
+
+  void clear()
+  { 
+    m_field = 0;
+    m_header.clear();
+    FieldMap::clear();
+    m_trailer.clear();
+  }
+
+  static bool isAdminMsgType( const MsgType& msgType )
+  { if ( msgType.getValue().length() != 1 ) return false;
+    return strchr
+           ( "0A12345",
+             msgType.getValue().c_str() [ 0 ] ) != 0;
+  }
+
+  static ApplVerID toApplVerID(const BeginString& value)
+  {
+    if( value == BeginString_FIX40 )
+      return ApplVerID(ApplVerID_FIX40);
+    if( value == BeginString_FIX41 )
+      return ApplVerID(ApplVerID_FIX41);
+    if( value == BeginString_FIX42 )
+      return ApplVerID(ApplVerID_FIX42);
+    if( value == BeginString_FIX43 )
+      return ApplVerID(ApplVerID_FIX43);
+    if( value == BeginString_FIX44 )
+      return ApplVerID(ApplVerID_FIX44);
+    if( value == BeginString_FIX50 )
+      return ApplVerID(ApplVerID_FIX50);
+    if( value == "FIX.5.0SP1" )
+      return ApplVerID(ApplVerID_FIX50SP1);
+    if( value == "FIX.5.0SP2" )
+      return ApplVerID(ApplVerID_FIX50SP2);
+    return ApplVerID(ApplVerID(value));
+  }
+
+  static BeginString toBeginString( const ApplVerID& applVerID )
+  {
+    if( applVerID == ApplVerID_FIX40 )
+      return BeginString(BeginString_FIX40);
+    else if( applVerID == ApplVerID_FIX41 )
+      return BeginString(BeginString_FIX41);
+    else if( applVerID == ApplVerID_FIX42 )
+      return BeginString(BeginString_FIX42);
+    else if( applVerID == ApplVerID_FIX43 )
+      return BeginString(BeginString_FIX43);
+    else if( applVerID == ApplVerID_FIX44 )
+      return BeginString(BeginString_FIX44);
+    else if( applVerID == ApplVerID_FIX50 )
+      return BeginString(BeginString_FIX50);
+    else if( applVerID == ApplVerID_FIX50SP1 )
+      return BeginString(BeginString_FIX50);
+    else if( applVerID == ApplVerID_FIX50SP2 )
+      return BeginString(BeginString_FIX50);
+    else
+      return BeginString("");
+  }
+
+  static bool isHeaderField( int field );
+  static bool isHeaderField( const FieldBase& field,
+                             const DataDictionary* pD = 0 );
+
+  static bool isTrailerField( int field );
+  static bool isTrailerField( const FieldBase& field,
+                              const DataDictionary* pD = 0 );
+
+  /// Returns the session ID of the intended recipient
+  SessionID getSessionID( const std::string& qualifier = "" ) const
+  throw( FieldNotFound );
+  /// Sets the session ID of the intended recipient
+  void setSessionID( const SessionID& sessionID );
+
+private:
+  FieldBase extractField( 
+    const std::string& string, std::string::size_type& pos,
+    const DataDictionary* pSessionDD = 0, const DataDictionary* pAppDD = 0,
+    const Group* pGroup = 0);
+
+  static bool IsDataField( 
+    int field, 
+    const DataDictionary* pSessionDD, 
+    const DataDictionary* pAppDD )
+  {
+    if( (pSessionDD && pSessionDD->isDataField( field )) ||
+        (pAppDD && pAppDD != pSessionDD && pAppDD->isDataField( field )) )
+    {
+      return true;
+    }
+
+    return false;
+  }
+
+  void validate();
+  std::string toXMLFields(const FieldMap& fields, int space) const;
+
+protected:
+  mutable Header m_header;
+  mutable Trailer m_trailer;
+  bool m_validStructure;
+  int m_field;
+  static std::auto_ptr<DataDictionary> s_dataDictionary;
+};
+/*! @} */
+
+inline std::ostream& operator <<
+( std::ostream& stream, const Message& message )
+{
+  std::string str;
+  stream << message.toString( str );
+  return stream;
+}
+
+/// Parse the type of a message from a string.
+inline MsgType identifyType( const std::string& message )
+throw( MessageParseError )
+{
+  std::string::size_type pos = message.find( "\001" "35=" );
+  if ( pos == std::string::npos ) throw MessageParseError();
+
+  std::string::size_type startValue = pos + 4;
+  std::string::size_type soh = message.find_first_of( '\001', startValue );
+  if ( soh == std::string::npos ) throw MessageParseError();
+
+  std::string value = message.substr( startValue, soh - startValue );
+  return MsgType( value );
+}
+}
+
+#endif //FIX_MESSAGE

data/ext/quickfix/MessageCracker.h

@@ -0,0 +1,188 @@
+/* -*- C++ -*- */
+
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifndef FIX_MESSAGECRACKER_H
+#define FIX_MESSAGECRACKER_H
+
+#include "fix40/MessageCracker.h"
+#include "fix41/MessageCracker.h"
+#include "fix42/MessageCracker.h"
+#include "fix43/MessageCracker.h"
+#include "fix44/MessageCracker.h"
+#include "fix50/MessageCracker.h"
+#include "fix50sp1/MessageCracker.h"
+#include "fix50sp2/MessageCracker.h"
+#include "fixt11/MessageCracker.h"
+#include "Values.h"
+#include "Session.h"
+
+namespace FIX
+{
+/** Takes in a generic Message and produces an object that represents
+ *  its specific version and message type.
+ */
+class MessageCracker
+      : 
+      public FIX40::MessageCracker,
+      public FIX41::MessageCracker,
+      public FIX42::MessageCracker,
+      public FIX43::MessageCracker,
+      public FIX44::MessageCracker,
+      public FIX50::MessageCracker,
+      public FIX50SP1::MessageCracker,
+      public FIX50SP2::MessageCracker,
+      public FIXT11::MessageCracker
+{
+public:
+  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
+      {
+        ApplVerID applVerID;
+        if(!message.getHeader().getFieldIfSet(applVerID))
+        {
+          Session* pSession = Session::lookupSession( sessionID );
+          applVerID = pSession->getSenderDefaultApplVerID();
+        }
+
+        crack( message, sessionID, applVerID );
+      }
+    }
+  }
+
+  void crack( const Message& message,
+              const SessionID& sessionID,
+              const ApplVerID& applVerID )
+  {
+    if ( applVerID == ApplVerID_FIX40 )
+      ((FIX40::MessageCracker&)(*this)).crack((const FIX40::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX41 )
+      ((FIX41::MessageCracker&)(*this)).crack((const FIX41::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX42 )
+      ((FIX42::MessageCracker&)(*this)).crack((const FIX42::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX43 )
+      ((FIX43::MessageCracker&)(*this)).crack((const FIX43::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX44 )
+      ((FIX44::MessageCracker&)(*this)).crack((const FIX44::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX50 )
+      ((FIX50::MessageCracker&)(*this)).crack((const FIX50::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX50SP1 )
+      ((FIX50SP1::MessageCracker&)(*this)).crack((const FIX50SP1::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX50SP2 )
+      ((FIX50SP2::MessageCracker&)(*this)).crack((const FIX50SP2::Message&) message, sessionID);
+  }
+
+  void crack( Message& message,
+              const SessionID& sessionID )
+  {
+    const FIX::BeginString& beginString = 
+      FIELD_GET_REF( message.getHeader(), BeginString );
+
+    crack( message, sessionID, beginString );
+  }
+
+  void crack( Message& message,
+              const SessionID& sessionID,
+              const BeginString& beginString )
+  {
+    if ( beginString == BeginString_FIX40 )
+      ((FIX40::MessageCracker&)(*this)).crack((FIX40::Message&) message, sessionID);
+    else if ( beginString == BeginString_FIX41 )
+      ((FIX41::MessageCracker&)(*this)).crack((FIX41::Message&) message, sessionID);
+    else if ( beginString == BeginString_FIX42 )
+      ((FIX42::MessageCracker&)(*this)).crack((FIX42::Message&) message, sessionID);
+    else if ( beginString == BeginString_FIX43 )
+      ((FIX43::MessageCracker&)(*this)).crack((FIX43::Message&) message, sessionID);
+    else if ( beginString == BeginString_FIX44 )
+      ((FIX44::MessageCracker&)(*this)).crack((FIX44::Message&) message, sessionID);
+    else if ( beginString == BeginString_FIXT11 )
+    {
+      if( message.isAdmin() )
+      {
+        ((FIXT11::MessageCracker&)(*this)).crack((FIXT11::Message&) message, sessionID);
+      }
+      else
+      {
+        ApplVerID applVerID;
+        if(!message.getHeader().getFieldIfSet(applVerID))
+        {
+          Session* pSession = Session::lookupSession( sessionID );
+          applVerID = pSession->getSenderDefaultApplVerID();
+        }
+
+        crack( message, sessionID, applVerID );
+      }
+    }
+  }
+
+  void crack( Message& message,
+              const SessionID& sessionID,
+              const ApplVerID& applVerID )
+  {
+    if ( applVerID == ApplVerID_FIX40 )
+      ((FIX40::MessageCracker&)(*this)).crack((FIX40::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX41 )
+      ((FIX41::MessageCracker&)(*this)).crack((FIX41::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX42 )
+      ((FIX42::MessageCracker&)(*this)).crack((FIX42::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX43 )
+      ((FIX43::MessageCracker&)(*this)).crack((FIX43::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX44 )
+      ((FIX44::MessageCracker&)(*this)).crack((FIX44::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX50 )
+      ((FIX50::MessageCracker&)(*this)).crack((FIX50::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX50SP1 )
+      ((FIX50SP1::MessageCracker&)(*this)).crack((FIX50SP1::Message&) message, sessionID);
+    if ( applVerID == ApplVerID_FIX50SP2 )
+      ((FIX50SP2::MessageCracker&)(*this)).crack((FIX50SP2::Message&) message, sessionID);
+  }
+
+};
+}
+
+#endif //FIX_MESSAGECRACKER_H

data/ext/quickfix/MessageSorters.cpp

@@ -0,0 +1,105 @@
+/****************************************************************************
+** Copyright (c) 2001-2014
+**
+** This file is part of the QuickFIX FIX Engine
+**
+** This file may be distributed under the terms of the quickfixengine.org
+** license as defined by quickfixengine.org and appearing in the file
+** LICENSE included in the packaging of this file.
+**
+** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
+** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
+**
+** See http://www.quickfixengine.org/LICENSE for licensing information.
+**
+** Contact ask@quickfixengine.org if any conditions of this licensing are
+** not clear to you.
+**
+****************************************************************************/
+
+#ifdef _MSC_VER
+#include "stdafx.h"
+#else
+#include "config.h"
+#endif
+
+#include "MessageSorters.h"
+
+#include <string.h>
+
+namespace FIX
+{
+message_order::message_order( int first, ... )
+: m_mode( group ), m_delim( 0 ), m_largest( 0 )
+{
+  int field = first;
+  int size = 0;
+  m_largest = m_delim = first;
+
+  va_list arguments;
+  va_start( arguments, first );
+  while( field != 0 )
+  {
+      m_largest = m_largest > field ? m_largest : field;
+      
+      size++;
+      field = va_arg( arguments, int );
+  }
+
+  if(size)
+  {
+      m_groupOrder = shared_array<int>::create(m_largest + 1);
+
+      va_start( arguments, first );
+      field = first;
+      int i = 0;
+      while( field != 0 )
+      {
+          m_groupOrder[ field ] = ++i;
+          field = va_arg( arguments, int );
+      }
+  }
+  else
+  {
+      m_largest = 0;
+      m_delim = 0;
+  }
+
+  va_end( arguments );
+}
+
+message_order::message_order( const int order[] )
+: m_mode( group ), m_delim( 0 ), m_largest( 0 )
+{
+  int size = 0;
+  while( order[size] != 0 ) { ++size; }
+  setOrder(size, order);
+}
+
+message_order& message_order::operator=( const message_order& rhs )
+{
+  m_mode = rhs.m_mode;
+  m_delim = rhs.m_delim;
+  m_largest = rhs.m_largest;
+  m_groupOrder = rhs.m_groupOrder;
+
+  return *this;
+}
+
+void message_order::setOrder( int size, const int order[] )
+{
+  if(size < 1) return;
+  m_largest = m_delim = order[0];
+
+  // collect all fields and find the largest field number
+  for (int i = 1; i < size; ++i )
+  {
+      int field = order[i];
+      m_largest = m_largest > field ? m_largest : field;
+  }
+
+  m_groupOrder = shared_array<int>::create(m_largest + 1);
+  for (int i = 0; i < size; ++i )
+      m_groupOrder[ order[ i ] ] = i + 1;
+}
+}