quickfix_ruby 1.14.3
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +7 -0
- data/ext/quickfix/Acceptor.cpp +248 -0
- data/ext/quickfix/Acceptor.h +127 -0
- data/ext/quickfix/Allocator.h +9 -0
- data/ext/quickfix/Application.h +127 -0
- data/ext/quickfix/AtomicCount.h +109 -0
- data/ext/quickfix/DOMDocument.h +74 -0
- data/ext/quickfix/DataDictionary.cpp +618 -0
- data/ext/quickfix/DataDictionary.h +539 -0
- data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
- data/ext/quickfix/DataDictionaryProvider.h +70 -0
- data/ext/quickfix/DatabaseConnectionID.h +105 -0
- data/ext/quickfix/DatabaseConnectionPool.h +91 -0
- data/ext/quickfix/Dictionary.cpp +162 -0
- data/ext/quickfix/Dictionary.h +94 -0
- data/ext/quickfix/Event.h +95 -0
- data/ext/quickfix/Exceptions.h +299 -0
- data/ext/quickfix/Field.h +672 -0
- data/ext/quickfix/FieldConvertors.h +863 -0
- data/ext/quickfix/FieldMap.cpp +238 -0
- data/ext/quickfix/FieldMap.h +244 -0
- data/ext/quickfix/FieldNumbers.h +46 -0
- data/ext/quickfix/FieldTypes.cpp +64 -0
- data/ext/quickfix/FieldTypes.h +698 -0
- data/ext/quickfix/Fields.h +31 -0
- data/ext/quickfix/FileLog.cpp +200 -0
- data/ext/quickfix/FileLog.h +112 -0
- data/ext/quickfix/FileStore.cpp +332 -0
- data/ext/quickfix/FileStore.h +129 -0
- data/ext/quickfix/FixFieldNumbers.h +1537 -0
- data/ext/quickfix/FixFields.h +1538 -0
- data/ext/quickfix/FixValues.h +3281 -0
- data/ext/quickfix/FlexLexer.h +188 -0
- data/ext/quickfix/Group.cpp +64 -0
- data/ext/quickfix/Group.h +73 -0
- data/ext/quickfix/HtmlBuilder.h +186 -0
- data/ext/quickfix/HttpConnection.cpp +739 -0
- data/ext/quickfix/HttpConnection.h +78 -0
- data/ext/quickfix/HttpMessage.cpp +149 -0
- data/ext/quickfix/HttpMessage.h +133 -0
- data/ext/quickfix/HttpParser.cpp +49 -0
- data/ext/quickfix/HttpParser.h +54 -0
- data/ext/quickfix/HttpServer.cpp +169 -0
- data/ext/quickfix/HttpServer.h +78 -0
- data/ext/quickfix/Initiator.cpp +289 -0
- data/ext/quickfix/Initiator.h +149 -0
- data/ext/quickfix/Log.cpp +77 -0
- data/ext/quickfix/Log.h +179 -0
- data/ext/quickfix/Message.cpp +580 -0
- data/ext/quickfix/Message.h +370 -0
- data/ext/quickfix/MessageCracker.h +188 -0
- data/ext/quickfix/MessageSorters.cpp +105 -0
- data/ext/quickfix/MessageSorters.h +156 -0
- data/ext/quickfix/MessageStore.cpp +146 -0
- data/ext/quickfix/MessageStore.h +174 -0
- data/ext/quickfix/Mutex.h +131 -0
- data/ext/quickfix/MySQLConnection.h +194 -0
- data/ext/quickfix/MySQLLog.cpp +275 -0
- data/ext/quickfix/MySQLLog.h +145 -0
- data/ext/quickfix/MySQLStore.cpp +331 -0
- data/ext/quickfix/MySQLStore.h +142 -0
- data/ext/quickfix/NullStore.cpp +54 -0
- data/ext/quickfix/NullStore.h +99 -0
- data/ext/quickfix/OdbcConnection.h +266 -0
- data/ext/quickfix/OdbcLog.cpp +252 -0
- data/ext/quickfix/OdbcLog.h +117 -0
- data/ext/quickfix/OdbcStore.cpp +338 -0
- data/ext/quickfix/OdbcStore.h +113 -0
- data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
- data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
- data/ext/quickfix/Parser.cpp +103 -0
- data/ext/quickfix/Parser.h +57 -0
- data/ext/quickfix/PostgreSQLConnection.h +176 -0
- data/ext/quickfix/PostgreSQLLog.cpp +276 -0
- data/ext/quickfix/PostgreSQLLog.h +144 -0
- data/ext/quickfix/PostgreSQLStore.cpp +334 -0
- data/ext/quickfix/PostgreSQLStore.h +141 -0
- data/ext/quickfix/Queue.h +75 -0
- data/ext/quickfix/QuickfixRuby.cpp +252066 -0
- data/ext/quickfix/QuickfixRuby.h +34 -0
- data/ext/quickfix/Responder.h +43 -0
- data/ext/quickfix/Session.cpp +1487 -0
- data/ext/quickfix/Session.h +335 -0
- data/ext/quickfix/SessionFactory.cpp +274 -0
- data/ext/quickfix/SessionFactory.h +86 -0
- data/ext/quickfix/SessionID.h +170 -0
- data/ext/quickfix/SessionSettings.cpp +189 -0
- data/ext/quickfix/SessionSettings.h +171 -0
- data/ext/quickfix/SessionState.h +231 -0
- data/ext/quickfix/Settings.cpp +100 -0
- data/ext/quickfix/Settings.h +53 -0
- data/ext/quickfix/SharedArray.h +150 -0
- data/ext/quickfix/SocketAcceptor.cpp +222 -0
- data/ext/quickfix/SocketAcceptor.h +75 -0
- data/ext/quickfix/SocketConnection.cpp +238 -0
- data/ext/quickfix/SocketConnection.h +103 -0
- data/ext/quickfix/SocketConnector.cpp +116 -0
- data/ext/quickfix/SocketConnector.h +67 -0
- data/ext/quickfix/SocketInitiator.cpp +260 -0
- data/ext/quickfix/SocketInitiator.h +81 -0
- data/ext/quickfix/SocketMonitor.cpp +335 -0
- data/ext/quickfix/SocketMonitor.h +111 -0
- data/ext/quickfix/SocketServer.cpp +177 -0
- data/ext/quickfix/SocketServer.h +100 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
- data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
- data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
- data/ext/quickfix/ThreadedSocketConnection.h +82 -0
- data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
- data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
- data/ext/quickfix/TimeRange.cpp +173 -0
- data/ext/quickfix/TimeRange.h +258 -0
- data/ext/quickfix/Utility.cpp +537 -0
- data/ext/quickfix/Utility.h +219 -0
- data/ext/quickfix/Values.h +62 -0
- data/ext/quickfix/config.h +0 -0
- data/ext/quickfix/config_windows.h +0 -0
- data/ext/quickfix/extconf.rb +12 -0
- data/ext/quickfix/index.h +37 -0
- data/ext/quickfix/pugiconfig.hpp +72 -0
- data/ext/quickfix/pugixml.cpp +10765 -0
- data/ext/quickfix/pugixml.hpp +1341 -0
- data/ext/quickfix/strptime.h +7 -0
- data/lib/quickfix40.rb +274 -0
- data/lib/quickfix41.rb +351 -0
- data/lib/quickfix42.rb +1184 -0
- data/lib/quickfix43.rb +3504 -0
- data/lib/quickfix44.rb +10721 -0
- data/lib/quickfix50.rb +13426 -0
- data/lib/quickfix50sp1.rb +15629 -0
- data/lib/quickfix50sp2.rb +17068 -0
- data/lib/quickfix_fields.rb +19853 -0
- data/lib/quickfix_ruby.rb +82 -0
- data/lib/quickfixt11.rb +70 -0
- data/spec/FIX40.xml +862 -0
- data/spec/FIX41.xml +1285 -0
- data/spec/FIX42.xml +2746 -0
- data/spec/FIX43.xml +4229 -0
- data/spec/FIX44.xml +6596 -0
- data/spec/FIX50.xml +8137 -0
- data/spec/FIX50SP1.xml +9496 -0
- data/spec/FIX50SP2.xml +10011 -0
- data/spec/FIXT11.xml +313 -0
- data/test/test_DataDictionaryTestCase.rb +268 -0
- data/test/test_DictionaryTestCase.rb +112 -0
- data/test/test_FieldBaseTestCase.rb +24 -0
- data/test/test_MessageTestCase.rb +368 -0
- data/test/test_SessionSettingsTestCase.rb +41 -0
- metadata +193 -0
@@ -0,0 +1,266 @@
|
|
1
|
+
/* -*- C++ -*- */
|
2
|
+
|
3
|
+
/****************************************************************************
|
4
|
+
** Copyright (c) 2001-2014
|
5
|
+
**
|
6
|
+
** This file is part of the QuickFIX FIX Engine
|
7
|
+
**
|
8
|
+
** This file may be distributed under the terms of the quickfixengine.org
|
9
|
+
** license as defined by quickfixengine.org and appearing in the file
|
10
|
+
** LICENSE included in the packaging of this file.
|
11
|
+
**
|
12
|
+
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
|
13
|
+
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
|
14
|
+
**
|
15
|
+
** See http://www.quickfixengine.org/LICENSE for licensing information.
|
16
|
+
**
|
17
|
+
** Contact ask@quickfixengine.org if any conditions of this licensing are
|
18
|
+
** not clear to you.
|
19
|
+
**
|
20
|
+
****************************************************************************/
|
21
|
+
|
22
|
+
#ifndef HAVE_ODBC
|
23
|
+
#error OdbcConnection.h included, but HAVE_ODBC not defined
|
24
|
+
#endif
|
25
|
+
|
26
|
+
#ifdef HAVE_ODBC
|
27
|
+
#ifndef FIX_ODBCCONNECTION_H
|
28
|
+
#define FIX_ODBCCONNECTION_H
|
29
|
+
|
30
|
+
#ifdef _MSC_VER
|
31
|
+
#pragma warning( disable : 4503 4355 4786 4290 )
|
32
|
+
#pragma comment( lib, "Odbc32" )
|
33
|
+
#endif
|
34
|
+
|
35
|
+
#include "Utility.h"
|
36
|
+
#include <sql.h>
|
37
|
+
#include <sqlext.h>
|
38
|
+
#include <sqltypes.h>
|
39
|
+
#include <sstream>
|
40
|
+
#include "DatabaseConnectionID.h"
|
41
|
+
#include "DatabaseConnectionPool.h"
|
42
|
+
#include "Exceptions.h"
|
43
|
+
#include "Mutex.h"
|
44
|
+
|
45
|
+
namespace FIX
|
46
|
+
{
|
47
|
+
|
48
|
+
inline std::string odbcError( SQLSMALLINT statementType, SQLHANDLE handle )
|
49
|
+
{
|
50
|
+
SQLCHAR state[6];
|
51
|
+
SQLINTEGER error;
|
52
|
+
SQLCHAR text[SQL_MAX_MESSAGE_LENGTH];
|
53
|
+
SQLSMALLINT textLength;
|
54
|
+
RETCODE result = SQLGetDiagRec
|
55
|
+
( statementType, handle, 1, state, &error, text, sizeof(text), &textLength );
|
56
|
+
if( result == SQL_SUCCESS || result == SQL_SUCCESS_WITH_INFO )
|
57
|
+
return std::string( (char*)text );
|
58
|
+
return "";
|
59
|
+
}
|
60
|
+
|
61
|
+
inline bool odbcSuccess( RETCODE result )
|
62
|
+
{
|
63
|
+
return result == SQL_SUCCESS || result == SQL_SUCCESS_WITH_INFO;
|
64
|
+
}
|
65
|
+
|
66
|
+
class OdbcQuery
|
67
|
+
{
|
68
|
+
public:
|
69
|
+
OdbcQuery( const std::string& query )
|
70
|
+
: m_statement( 0 ), m_result( 0 ), m_query( query )
|
71
|
+
{}
|
72
|
+
|
73
|
+
~OdbcQuery()
|
74
|
+
{
|
75
|
+
close();
|
76
|
+
}
|
77
|
+
|
78
|
+
void close()
|
79
|
+
{
|
80
|
+
if( m_statement )
|
81
|
+
{
|
82
|
+
SQLFreeHandle( SQL_HANDLE_STMT, m_statement );
|
83
|
+
m_statement = 0;
|
84
|
+
m_result = 0;
|
85
|
+
}
|
86
|
+
}
|
87
|
+
|
88
|
+
bool execute( HDBC connection )
|
89
|
+
{
|
90
|
+
if( m_statement ) SQLFreeHandle( SQL_HANDLE_STMT, m_statement );
|
91
|
+
SQLAllocHandle( SQL_HANDLE_STMT, connection, &m_statement );
|
92
|
+
m_result = SQLExecDirect( m_statement, (SQLCHAR*)m_query.c_str(), m_query.size() );
|
93
|
+
if( success() || m_result == SQL_NO_DATA )
|
94
|
+
return true;
|
95
|
+
m_reason = odbcError( SQL_HANDLE_STMT, m_statement );
|
96
|
+
SQLFreeHandle( SQL_HANDLE_STMT, m_statement );
|
97
|
+
m_statement = 0;
|
98
|
+
return success();
|
99
|
+
}
|
100
|
+
|
101
|
+
bool success()
|
102
|
+
{
|
103
|
+
return odbcSuccess( m_result );
|
104
|
+
}
|
105
|
+
|
106
|
+
/*int rows()
|
107
|
+
{
|
108
|
+
return (int)mysql_num_rows( m_result );
|
109
|
+
}*/
|
110
|
+
|
111
|
+
const std::string& reason()
|
112
|
+
{
|
113
|
+
return m_reason;
|
114
|
+
}
|
115
|
+
|
116
|
+
bool fetch()
|
117
|
+
{
|
118
|
+
return odbcSuccess( SQLFetch(m_statement) );
|
119
|
+
}
|
120
|
+
|
121
|
+
/*char* getValue( int row, int column )
|
122
|
+
{
|
123
|
+
if( m_rows.empty() )
|
124
|
+
{
|
125
|
+
MYSQL_ROW row = 0;
|
126
|
+
while( row = mysql_fetch_row( m_result ) )
|
127
|
+
m_rows.push_back(row);
|
128
|
+
}
|
129
|
+
return m_rows[row][column];
|
130
|
+
}*/
|
131
|
+
|
132
|
+
HSTMT statement()
|
133
|
+
{
|
134
|
+
return m_statement;
|
135
|
+
}
|
136
|
+
|
137
|
+
void throwException() throw( IOException )
|
138
|
+
{
|
139
|
+
if( !success() )
|
140
|
+
throw IOException( "Query failed [" + m_query + "] " + reason() );
|
141
|
+
}
|
142
|
+
|
143
|
+
private:
|
144
|
+
HSTMT m_statement;
|
145
|
+
RETCODE m_result;
|
146
|
+
std::string m_query;
|
147
|
+
std::string m_reason;
|
148
|
+
};
|
149
|
+
|
150
|
+
class OdbcConnection
|
151
|
+
{
|
152
|
+
public:
|
153
|
+
OdbcConnection
|
154
|
+
( const DatabaseConnectionID& id )
|
155
|
+
: m_connection( 0 ), m_environment( 0 ), m_connectionID( id )
|
156
|
+
{
|
157
|
+
connect();
|
158
|
+
}
|
159
|
+
|
160
|
+
OdbcConnection
|
161
|
+
( const std::string& user, const std::string& password,
|
162
|
+
const std::string& connectionString )
|
163
|
+
: m_connection( 0 ), m_environment( 0 ), m_connectionID( "", user, password, connectionString, 0 )
|
164
|
+
{
|
165
|
+
connect();
|
166
|
+
}
|
167
|
+
|
168
|
+
~OdbcConnection()
|
169
|
+
{
|
170
|
+
if( m_connection )
|
171
|
+
{
|
172
|
+
SQLDisconnect( m_connection );
|
173
|
+
SQLFreeHandle( SQL_HANDLE_DBC, m_connection );
|
174
|
+
SQLFreeHandle( SQL_HANDLE_ENV, m_environment );
|
175
|
+
}
|
176
|
+
}
|
177
|
+
|
178
|
+
const DatabaseConnectionID& connectionID()
|
179
|
+
{
|
180
|
+
return m_connectionID;
|
181
|
+
}
|
182
|
+
|
183
|
+
bool connected()
|
184
|
+
{
|
185
|
+
Locker locker( m_mutex );
|
186
|
+
return m_connected;
|
187
|
+
}
|
188
|
+
|
189
|
+
bool reconnect()
|
190
|
+
{
|
191
|
+
Locker locker( m_mutex );
|
192
|
+
SQLDisconnect( m_connection );
|
193
|
+
SQLFreeHandle( SQL_HANDLE_DBC, m_connection );
|
194
|
+
m_connection = 0;
|
195
|
+
connect();
|
196
|
+
return true;
|
197
|
+
}
|
198
|
+
|
199
|
+
bool execute( OdbcQuery& pQuery )
|
200
|
+
{
|
201
|
+
Locker locker( m_mutex );
|
202
|
+
if( !pQuery.execute( m_connection ) )
|
203
|
+
{
|
204
|
+
reconnect();
|
205
|
+
return pQuery.execute( m_connection );
|
206
|
+
}
|
207
|
+
return true;
|
208
|
+
}
|
209
|
+
|
210
|
+
private:
|
211
|
+
void connect()
|
212
|
+
{
|
213
|
+
m_connected = false;
|
214
|
+
|
215
|
+
RETCODE result;
|
216
|
+
if(!m_environment)
|
217
|
+
{
|
218
|
+
result = SQLAllocHandle( SQL_HANDLE_ENV, SQL_NULL_HANDLE, &m_environment );
|
219
|
+
if( !odbcSuccess(result) )
|
220
|
+
throw ConfigError( "Unable to allocate ODBC environment" );
|
221
|
+
|
222
|
+
result = SQLSetEnvAttr(m_environment, SQL_ATTR_ODBC_VERSION, (void*)SQL_OV_ODBC3, 0);
|
223
|
+
if( !odbcSuccess(result) )
|
224
|
+
throw ConfigError( "Unable to find ODBC version 3.0" );
|
225
|
+
}
|
226
|
+
|
227
|
+
result = SQLAllocHandle( SQL_HANDLE_DBC, m_environment, &m_connection );
|
228
|
+
if( !odbcSuccess(result) )
|
229
|
+
throw ConfigError( "Unable to allocate ODBC connection" );
|
230
|
+
|
231
|
+
std::stringstream connectionStream;
|
232
|
+
std::string connectionString = m_connectionID.getHost();
|
233
|
+
if( m_connectionID.getHost().find("UID=") == std::string::npos )
|
234
|
+
connectionStream << "UID=" << m_connectionID.getUser() << ";";
|
235
|
+
if( m_connectionID.getHost().find("PWD=") == std::string::npos )
|
236
|
+
connectionStream << "PWD=" << m_connectionID.getPassword() << ";";
|
237
|
+
connectionStream << m_connectionID.getHost();
|
238
|
+
connectionString = connectionStream.str();
|
239
|
+
|
240
|
+
SQLCHAR connectionStringOut[255];
|
241
|
+
|
242
|
+
result = SQLDriverConnect(
|
243
|
+
m_connection, NULL,
|
244
|
+
(SQLCHAR*)connectionString.c_str(), SQL_NTS,
|
245
|
+
connectionStringOut, 255,
|
246
|
+
0, SQL_DRIVER_NOPROMPT );
|
247
|
+
|
248
|
+
if( !odbcSuccess(result) )
|
249
|
+
{
|
250
|
+
std::string error = odbcError( SQL_HANDLE_DBC, m_connection );
|
251
|
+
throw ConfigError( error );
|
252
|
+
}
|
253
|
+
|
254
|
+
m_connected = true;
|
255
|
+
}
|
256
|
+
|
257
|
+
HENV m_environment;
|
258
|
+
HDBC m_connection;
|
259
|
+
bool m_connected;
|
260
|
+
DatabaseConnectionID m_connectionID;
|
261
|
+
Mutex m_mutex;
|
262
|
+
};
|
263
|
+
}
|
264
|
+
|
265
|
+
#endif
|
266
|
+
#endif
|
@@ -0,0 +1,252 @@
|
|
1
|
+
/****************************************************************************
|
2
|
+
** Copyright (c) 2001-2014
|
3
|
+
**
|
4
|
+
** This file is part of the QuickFIX FIX Engine
|
5
|
+
**
|
6
|
+
** This file may be distributed under the terms of the quickfixengine.org
|
7
|
+
** license as defined by quickfixengine.org and appearing in the file
|
8
|
+
** LICENSE included in the packaging of this file.
|
9
|
+
**
|
10
|
+
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
|
11
|
+
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
|
12
|
+
**
|
13
|
+
** See http://www.quickfixengine.org/LICENSE for licensing information.
|
14
|
+
**
|
15
|
+
** Contact ask@quickfixengine.org if any conditions of this licensing are
|
16
|
+
** not clear to you.
|
17
|
+
**
|
18
|
+
****************************************************************************/
|
19
|
+
|
20
|
+
#ifdef _MSC_VER
|
21
|
+
#include "stdafx.h"
|
22
|
+
#else
|
23
|
+
#include "config.h"
|
24
|
+
#endif
|
25
|
+
|
26
|
+
#ifdef HAVE_ODBC
|
27
|
+
|
28
|
+
#include "OdbcLog.h"
|
29
|
+
#include "SessionID.h"
|
30
|
+
#include "SessionSettings.h"
|
31
|
+
#include "Utility.h"
|
32
|
+
#include "strptime.h"
|
33
|
+
#include <fstream>
|
34
|
+
|
35
|
+
namespace FIX
|
36
|
+
{
|
37
|
+
|
38
|
+
const std::string OdbcLogFactory::DEFAULT_USER = "sa";
|
39
|
+
const std::string OdbcLogFactory::DEFAULT_PASSWORD = "";
|
40
|
+
const std::string OdbcLogFactory::DEFAULT_CONNECTION_STRING
|
41
|
+
= "DATABASE=quickfix;DRIVER={SQL Server};SERVER=(local);";
|
42
|
+
|
43
|
+
OdbcLog::OdbcLog
|
44
|
+
( const SessionID& s, const std::string& user, const std::string& password,
|
45
|
+
const std::string& connectionString )
|
46
|
+
{
|
47
|
+
init();
|
48
|
+
m_pSessionID = new SessionID( s );
|
49
|
+
m_pConnection = new OdbcConnection( user, password, connectionString );
|
50
|
+
}
|
51
|
+
|
52
|
+
OdbcLog::OdbcLog
|
53
|
+
( const std::string& user, const std::string& password,
|
54
|
+
const std::string& connectionString )
|
55
|
+
: m_pSessionID( 0 )
|
56
|
+
{
|
57
|
+
init();
|
58
|
+
m_pConnection = new OdbcConnection( user, password, connectionString );
|
59
|
+
}
|
60
|
+
|
61
|
+
void OdbcLog::init()
|
62
|
+
{
|
63
|
+
setIncomingTable( "messages_log" );
|
64
|
+
setOutgoingTable( "messages_log" );
|
65
|
+
setEventTable( "event_log" );
|
66
|
+
}
|
67
|
+
|
68
|
+
OdbcLog::~OdbcLog()
|
69
|
+
{
|
70
|
+
delete m_pSessionID;
|
71
|
+
delete m_pConnection;
|
72
|
+
}
|
73
|
+
|
74
|
+
OdbcLogFactory::OdbcLogFactory( const std::string& user, const std::string& password,
|
75
|
+
const std::string& connectionString )
|
76
|
+
: m_user( user ), m_password( password ), m_connectionString( connectionString ),
|
77
|
+
m_useSettings( false )
|
78
|
+
{
|
79
|
+
}
|
80
|
+
|
81
|
+
OdbcLogFactory::OdbcLogFactory()
|
82
|
+
: m_user( DEFAULT_USER ), m_password( DEFAULT_PASSWORD ),
|
83
|
+
m_connectionString( DEFAULT_CONNECTION_STRING ), m_useSettings( false )
|
84
|
+
{
|
85
|
+
}
|
86
|
+
|
87
|
+
OdbcLogFactory::~OdbcLogFactory()
|
88
|
+
{
|
89
|
+
}
|
90
|
+
|
91
|
+
Log* OdbcLogFactory::create()
|
92
|
+
{
|
93
|
+
std::string database;
|
94
|
+
std::string user;
|
95
|
+
std::string connectionString;
|
96
|
+
|
97
|
+
init( m_settings.get(), database, user, connectionString );
|
98
|
+
OdbcLog* result = new OdbcLog( database, user, connectionString );
|
99
|
+
initLog( m_settings.get(), *result );
|
100
|
+
return result;
|
101
|
+
}
|
102
|
+
|
103
|
+
Log* OdbcLogFactory::create( const SessionID& s )
|
104
|
+
{
|
105
|
+
std::string database;
|
106
|
+
std::string user;
|
107
|
+
std::string connectionString;
|
108
|
+
|
109
|
+
Dictionary settings;
|
110
|
+
if( m_settings.has(s) )
|
111
|
+
settings = m_settings.get( s );
|
112
|
+
|
113
|
+
init( settings, database, user, connectionString );
|
114
|
+
OdbcLog* result = new OdbcLog( s, database, user, connectionString );
|
115
|
+
initLog( settings, *result );
|
116
|
+
return result;
|
117
|
+
}
|
118
|
+
|
119
|
+
void OdbcLogFactory::init( const Dictionary& settings,
|
120
|
+
std::string& user,
|
121
|
+
std::string& password,
|
122
|
+
std::string& connectionString )
|
123
|
+
{
|
124
|
+
user = DEFAULT_USER;
|
125
|
+
password = DEFAULT_PASSWORD;
|
126
|
+
connectionString = DEFAULT_CONNECTION_STRING;
|
127
|
+
|
128
|
+
if( m_useSettings )
|
129
|
+
{
|
130
|
+
try { user = settings.getString( ODBC_LOG_USER ); }
|
131
|
+
catch( ConfigError& ) {}
|
132
|
+
|
133
|
+
try { password = settings.getString( ODBC_LOG_PASSWORD ); }
|
134
|
+
catch( ConfigError& ) {}
|
135
|
+
|
136
|
+
try { connectionString = settings.getString( ODBC_LOG_CONNECTION_STRING ); }
|
137
|
+
catch( ConfigError& ) {}
|
138
|
+
}
|
139
|
+
else
|
140
|
+
{
|
141
|
+
user = m_user;
|
142
|
+
password = m_password;
|
143
|
+
connectionString = m_connectionString;
|
144
|
+
}
|
145
|
+
}
|
146
|
+
|
147
|
+
void OdbcLogFactory::initLog( const Dictionary& settings, OdbcLog& log )
|
148
|
+
{
|
149
|
+
try { log.setIncomingTable( settings.getString( ODBC_LOG_INCOMING_TABLE ) ); }
|
150
|
+
catch( ConfigError& ) {}
|
151
|
+
|
152
|
+
try { log.setOutgoingTable( settings.getString( ODBC_LOG_OUTGOING_TABLE ) ); }
|
153
|
+
catch( ConfigError& ) {}
|
154
|
+
|
155
|
+
try { log.setEventTable( settings.getString( ODBC_LOG_EVENT_TABLE ) ); }
|
156
|
+
catch( ConfigError& ) {}
|
157
|
+
}
|
158
|
+
|
159
|
+
void OdbcLogFactory::destroy( Log* pLog )
|
160
|
+
{
|
161
|
+
delete pLog;
|
162
|
+
}
|
163
|
+
|
164
|
+
void OdbcLog::clear()
|
165
|
+
{
|
166
|
+
std::stringstream whereClause;
|
167
|
+
|
168
|
+
whereClause << "WHERE ";
|
169
|
+
|
170
|
+
if( m_pSessionID )
|
171
|
+
{
|
172
|
+
whereClause
|
173
|
+
<< "BeginString = '" << m_pSessionID->getBeginString().getValue() << "' "
|
174
|
+
<< "AND SenderCompID = '" << m_pSessionID->getSenderCompID().getValue() << "' "
|
175
|
+
<< "AND TargetCompID = '" << m_pSessionID->getTargetCompID().getValue() << "' ";
|
176
|
+
|
177
|
+
if( m_pSessionID->getSessionQualifier().size() )
|
178
|
+
whereClause << "AND SessionQualifier = '" << m_pSessionID->getSessionQualifier() << "'";
|
179
|
+
}
|
180
|
+
else
|
181
|
+
{
|
182
|
+
whereClause << "BeginString = NULL AND SenderCompID = NULL && TargetCompID = NULL";
|
183
|
+
}
|
184
|
+
|
185
|
+
std::stringstream incomingQuery;
|
186
|
+
std::stringstream outgoingQuery;
|
187
|
+
std::stringstream eventQuery;
|
188
|
+
|
189
|
+
incomingQuery
|
190
|
+
<< "DELETE FROM " << m_incomingTable << " " << whereClause.str();
|
191
|
+
outgoingQuery
|
192
|
+
<< "DELETE FROM " << m_outgoingTable << " " << whereClause.str();
|
193
|
+
eventQuery
|
194
|
+
<< "DELETE FROM " << m_eventTable << " " << whereClause.str();
|
195
|
+
|
196
|
+
OdbcQuery incoming( incomingQuery.str() );
|
197
|
+
OdbcQuery outgoing( outgoingQuery.str() );
|
198
|
+
OdbcQuery event( eventQuery.str() );
|
199
|
+
m_pConnection->execute( incoming );
|
200
|
+
m_pConnection->execute( outgoing );
|
201
|
+
m_pConnection->execute( event );
|
202
|
+
}
|
203
|
+
|
204
|
+
void OdbcLog::backup()
|
205
|
+
{
|
206
|
+
}
|
207
|
+
|
208
|
+
void OdbcLog::insert( const std::string& table, const std::string value )
|
209
|
+
{
|
210
|
+
UtcTimeStamp time;
|
211
|
+
int year, month, day, hour, minute, second, millis;
|
212
|
+
time.getYMD( year, month, day );
|
213
|
+
time.getHMS( hour, minute, second, millis );
|
214
|
+
|
215
|
+
char sqlTime[ 24 ];
|
216
|
+
STRING_SPRINTF( sqlTime, "%d-%02d-%02d %02d:%02d:%02d.%003d",
|
217
|
+
year, month, day, hour, minute, second, millis );
|
218
|
+
|
219
|
+
std::string valueCopy = value;
|
220
|
+
string_replace( "'", "''", valueCopy );
|
221
|
+
|
222
|
+
std::stringstream queryString;
|
223
|
+
queryString << "INSERT INTO " << table << " "
|
224
|
+
<< "(time, beginstring, sendercompid, targetcompid, session_qualifier, text) "
|
225
|
+
<< "VALUES ("
|
226
|
+
<< "{ts '" << sqlTime << "'},";
|
227
|
+
|
228
|
+
if( m_pSessionID )
|
229
|
+
{
|
230
|
+
queryString
|
231
|
+
<< "'" << m_pSessionID->getBeginString().getValue() << "',"
|
232
|
+
<< "'" << m_pSessionID->getSenderCompID().getValue() << "',"
|
233
|
+
<< "'" << m_pSessionID->getTargetCompID().getValue() << "',";
|
234
|
+
if( m_pSessionID->getSessionQualifier() == "" )
|
235
|
+
queryString << "NULL" << ",";
|
236
|
+
else
|
237
|
+
queryString << "'" << m_pSessionID->getSessionQualifier() << "',";
|
238
|
+
}
|
239
|
+
else
|
240
|
+
{
|
241
|
+
queryString << "NULL, NULL, NULL, NULL, ";
|
242
|
+
}
|
243
|
+
|
244
|
+
queryString << "'" << valueCopy << "')";
|
245
|
+
|
246
|
+
OdbcQuery query( queryString.str() );
|
247
|
+
m_pConnection->execute( query );
|
248
|
+
}
|
249
|
+
|
250
|
+
}
|
251
|
+
|
252
|
+
#endif
|
@@ -0,0 +1,117 @@
|
|
1
|
+
/* -*- C++ -*- */
|
2
|
+
|
3
|
+
/****************************************************************************
|
4
|
+
** Copyright (c) 2001-2014
|
5
|
+
**
|
6
|
+
** This file is part of the QuickFIX FIX Engine
|
7
|
+
**
|
8
|
+
** This file may be distributed under the terms of the quickfixengine.org
|
9
|
+
** license as defined by quickfixengine.org and appearing in the file
|
10
|
+
** LICENSE included in the packaging of this file.
|
11
|
+
**
|
12
|
+
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
|
13
|
+
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
|
14
|
+
**
|
15
|
+
** See http://www.quickfixengine.org/LICENSE for licensing information.
|
16
|
+
**
|
17
|
+
** Contact ask@quickfixengine.org if any conditions of this licensing are
|
18
|
+
** not clear to you.
|
19
|
+
**
|
20
|
+
****************************************************************************/
|
21
|
+
|
22
|
+
#ifndef HAVE_ODBC
|
23
|
+
#error OdbcLog.h included, but HAVE_ODBC not defined
|
24
|
+
#endif
|
25
|
+
|
26
|
+
#ifdef HAVE_ODBC
|
27
|
+
#ifndef FIX_ODBCLOG_H
|
28
|
+
#define FIX_ODBCLOG_H
|
29
|
+
|
30
|
+
#ifdef _MSC_VER
|
31
|
+
#pragma warning( disable : 4503 4355 4786 4290 )
|
32
|
+
#endif
|
33
|
+
|
34
|
+
#include "OdbcConnection.h"
|
35
|
+
#include "Log.h"
|
36
|
+
#include "SessionSettings.h"
|
37
|
+
#include <fstream>
|
38
|
+
#include <string>
|
39
|
+
|
40
|
+
namespace FIX
|
41
|
+
{
|
42
|
+
/// ODBC based implementation of Log.
|
43
|
+
class OdbcLog : public Log
|
44
|
+
{
|
45
|
+
public:
|
46
|
+
OdbcLog( const SessionID& s, const std::string& user, const std::string& password,
|
47
|
+
const std::string& connectionString );
|
48
|
+
OdbcLog( const std::string& user, const std::string& password,
|
49
|
+
const std::string& connectionString );
|
50
|
+
|
51
|
+
~OdbcLog();
|
52
|
+
|
53
|
+
void clear();
|
54
|
+
void backup();
|
55
|
+
void setIncomingTable( const std::string& incomingTable )
|
56
|
+
{ m_incomingTable = incomingTable; }
|
57
|
+
void setOutgoingTable( const std::string& outgoingTable )
|
58
|
+
{ m_outgoingTable = outgoingTable; }
|
59
|
+
void setEventTable( const std::string& eventTable )
|
60
|
+
{ m_eventTable = eventTable; }
|
61
|
+
|
62
|
+
void onIncoming( const std::string& value )
|
63
|
+
{ insert( m_incomingTable, value ); }
|
64
|
+
void onOutgoing( const std::string& value )
|
65
|
+
{ insert( m_outgoingTable, value ); }
|
66
|
+
void onEvent( const std::string& value )
|
67
|
+
{ insert( m_eventTable, value ); }
|
68
|
+
|
69
|
+
private:
|
70
|
+
void init();
|
71
|
+
void insert( const std::string& table, const std::string value );
|
72
|
+
|
73
|
+
std::string m_incomingTable;
|
74
|
+
std::string m_outgoingTable;
|
75
|
+
std::string m_eventTable;
|
76
|
+
OdbcConnection* m_pConnection;
|
77
|
+
SessionID* m_pSessionID;
|
78
|
+
};
|
79
|
+
|
80
|
+
/// Creates a ODBC based implementation of Log.
|
81
|
+
class OdbcLogFactory : public LogFactory
|
82
|
+
{
|
83
|
+
public:
|
84
|
+
static const std::string DEFAULT_USER;
|
85
|
+
static const std::string DEFAULT_PASSWORD;
|
86
|
+
static const std::string DEFAULT_CONNECTION_STRING;
|
87
|
+
|
88
|
+
OdbcLogFactory( const SessionSettings& settings )
|
89
|
+
: m_settings( settings ), m_useSettings( true ) {}
|
90
|
+
|
91
|
+
OdbcLogFactory( const std::string& user, const std::string& password,
|
92
|
+
const std::string& connectionString );
|
93
|
+
|
94
|
+
OdbcLogFactory();
|
95
|
+
|
96
|
+
~OdbcLogFactory();
|
97
|
+
|
98
|
+
Log* create();
|
99
|
+
Log* create( const SessionID& );
|
100
|
+
void destroy( Log* );
|
101
|
+
private:
|
102
|
+
void init( const Dictionary& settings,
|
103
|
+
std::string& user, std::string& password,
|
104
|
+
std::string& connectionString );
|
105
|
+
|
106
|
+
void initLog( const Dictionary& settings, OdbcLog& log );
|
107
|
+
|
108
|
+
SessionSettings m_settings;
|
109
|
+
std::string m_user;
|
110
|
+
std::string m_password;
|
111
|
+
std::string m_connectionString;
|
112
|
+
bool m_useSettings;
|
113
|
+
};
|
114
|
+
}
|
115
|
+
|
116
|
+
#endif
|
117
|
+
#endif
|