quickfix_ruby 1.14.3
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- 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
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/* -*- C++ -*- */
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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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#ifndef FIX_DATADICTIONARY_H
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#define FIX_DATADICTIONARY_H
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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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#include "Fields.h"
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#include "FieldMap.h"
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#include "DOMDocument.h"
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#include "Exceptions.h"
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#include <set>
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#include <map>
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#include <string.h>
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namespace FIX
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{
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class FieldMap;
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class Message;
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/**
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* Represents a data dictionary for a version of %FIX.
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*
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* Generally loaded from an XML document. The DataDictionary is also
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* responsible for validation beyond the basic structure of a message.
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*/
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class DataDictionary
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{
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typedef std::set < int > MsgFields;
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typedef std::map < std::string, MsgFields > MsgTypeToField;
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typedef std::set < std::string > MsgTypes;
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typedef std::set < int > Fields;
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typedef std::map < int, bool > NonBodyFields;
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typedef std::vector< int > OrderedFields;
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typedef message_order OrderedFieldsArray;
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typedef std::map < int, TYPE::Type > FieldTypes;
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typedef std::set < std::string > Values;
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typedef std::map < int, Values > FieldToValue;
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typedef std::map < int, std::string > FieldToName;
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typedef std::map < std::string, int > NameToField;
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typedef std::map < std::pair < int, std::string > , std::string > ValueToName;
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// while FieldToGroup structure seems to be overcomplicated
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// in reality it yields a lot of performance because:
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// 1) avoids memory copying;
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// 2) first lookup is done by comparing integers and not string objects
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// TODO: use hash_map with good hashing algorithm
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typedef std::map < std::string, std::pair < int, DataDictionary* > > FieldPresenceMap;
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typedef std::map < int, FieldPresenceMap > FieldToGroup;
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public:
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DataDictionary();
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DataDictionary( const DataDictionary& copy );
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DataDictionary( std::istream& stream ) throw( ConfigError );
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DataDictionary( const std::string& url ) throw( ConfigError );
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virtual ~DataDictionary();
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void readFromURL( const std::string& url ) throw( ConfigError );
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void readFromDocument( DOMDocumentPtr pDoc ) throw( ConfigError );
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void readFromStream( std::istream& stream ) throw( ConfigError );
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message_order const& getOrderedFields() const;
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// storage functions
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void setVersion( const std::string& beginString )
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{
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m_beginString = beginString;
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m_hasVersion = true;
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}
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std::string getVersion() const
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{
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return m_beginString.getString();
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}
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void addField( int field )
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{
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m_fields.insert( field );
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m_orderedFields.push_back( field );
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}
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void addFieldName( int field, const std::string& name )
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{
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if( m_names.insert( std::make_pair(name, field) ).second == false )
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throw ConfigError( "Field named " + name + " defined multiple times" );
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m_fieldNames[field] = name;
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}
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bool getFieldName( int field, std::string& name ) const
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{
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FieldToName::const_iterator i = m_fieldNames.find( field );
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if(i == m_fieldNames.end()) return false;
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name = i->second;
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return true;
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}
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bool getFieldTag( const std::string& name, int& field ) const
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{
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NameToField::const_iterator i = m_names.find( name );
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if(i == m_names.end()) return false;
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field = i->second;
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return true;
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}
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void addValueName( int field, const std::string& value, const std::string& name )
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{
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m_valueNames[std::make_pair(field, value)] = name;
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}
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bool getValueName( int field, const std::string& value, std::string& name ) const
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{
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ValueToName::const_iterator i = m_valueNames.find( std::make_pair(field, value) );
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if(i == m_valueNames.end()) return false;
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name = i->second;
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return true;
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}
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bool isField( int field ) const
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{
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return m_fields.find( field ) != m_fields.end();
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}
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void addMsgType( const std::string& msgType )
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{
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m_messages.insert( msgType );
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}
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bool isMsgType( const std::string& msgType ) const
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{
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return m_messages.find( msgType ) != m_messages.end();
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}
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void addMsgField( const std::string& msgType, int field )
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{
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m_messageFields[ msgType ].insert( field );
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}
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bool isMsgField( const std::string& msgType, int field ) const
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{
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MsgTypeToField::const_iterator i = m_messageFields.find( msgType );
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if ( i == m_messageFields.end() ) return false;
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return i->second.find( field ) != i->second.end();
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}
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void addHeaderField( int field, bool required )
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{
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m_headerFields[ field ] = required;
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}
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bool isHeaderField( int field ) const
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{
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return m_headerFields.find( field ) != m_headerFields.end();
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}
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void addTrailerField( int field, bool required )
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{
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m_trailerFields[ field ] = required;
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}
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bool isTrailerField( int field ) const
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{
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return m_trailerFields.find( field ) != m_trailerFields.end();
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}
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void addFieldType( int field, FIX::TYPE::Type type )
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{
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m_fieldTypes[ field ] = type;
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if( type == FIX::TYPE::Data )
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m_dataFields.insert( field );
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}
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bool getFieldType( int field, FIX::TYPE::Type& type ) const
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{
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FieldTypes::const_iterator i = m_fieldTypes.find( field );
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if ( i == m_fieldTypes.end() ) return false;
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type = i->second;
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return true;
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}
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void addRequiredField( const std::string& msgType, int field )
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{
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m_requiredFields[ msgType ].insert( field );
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}
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bool isRequiredField( const std::string& msgType, int field ) const
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{
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MsgTypeToField::const_iterator i = m_requiredFields.find( msgType );
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if ( i == m_requiredFields.end() ) return false;
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return i->second.find( field ) != i->second.end();
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}
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void addFieldValue( int field, const std::string& value )
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{
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m_fieldValues[ field ].insert( value );
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}
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bool hasFieldValue( int field ) const
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{
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FieldToValue::const_iterator i = m_fieldValues.find( field );
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return i != m_fieldValues.end();
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}
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bool isFieldValue( int field, const std::string& value ) const
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{
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FieldToValue::const_iterator i = m_fieldValues.find( field );
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if ( i == m_fieldValues.end() )
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return false;
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if( !isMultipleValueField( field ) )
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return i->second.find( value ) != i->second.end();
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// MultipleValue
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std::string::size_type startPos = 0;
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std::string::size_type endPos = 0;
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do
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{
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endPos = value.find_first_of(' ', startPos);
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std::string singleValue =
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value.substr( startPos, endPos - startPos );
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if( i->second.find( singleValue ) == i->second.end() )
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return false;
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startPos = endPos + 1;
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} while( endPos != std::string::npos );
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return true;
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}
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void addGroup( const std::string& msg, int field, int delim,
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const DataDictionary& dataDictionary )
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{
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DataDictionary * pDD = new DataDictionary( dataDictionary );
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pDD->setVersion( getVersion() );
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FieldPresenceMap& presenceMap = m_groups[ field ];
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presenceMap[ msg ] = std::make_pair( delim, pDD );
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}
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bool isGroup( const std::string& msg, int field ) const
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{
|
259
|
+
FieldToGroup::const_iterator i = m_groups.find( field );
|
260
|
+
if ( i == m_groups.end() ) return false;
|
261
|
+
|
262
|
+
const FieldPresenceMap& presenceMap = i->second;
|
263
|
+
|
264
|
+
FieldPresenceMap::const_iterator iter = presenceMap.find( msg );
|
265
|
+
return ( iter != presenceMap.end() );
|
266
|
+
}
|
267
|
+
|
268
|
+
bool getGroup( const std::string& msg, int field, int& delim,
|
269
|
+
const DataDictionary*& pDataDictionary ) const
|
270
|
+
{
|
271
|
+
FieldToGroup::const_iterator i = m_groups.find( field );
|
272
|
+
if ( i == m_groups.end() ) return false;
|
273
|
+
|
274
|
+
const FieldPresenceMap& presenceMap = i->second;
|
275
|
+
|
276
|
+
FieldPresenceMap::const_iterator iter = presenceMap.find( msg );
|
277
|
+
if( iter == presenceMap.end() ) return false;
|
278
|
+
|
279
|
+
std::pair < int, DataDictionary* > pair = iter->second;
|
280
|
+
delim = pair.first;
|
281
|
+
pDataDictionary = pair.second;
|
282
|
+
return true;
|
283
|
+
}
|
284
|
+
|
285
|
+
bool isDataField( int field ) const
|
286
|
+
{
|
287
|
+
MsgFields::const_iterator iter = m_dataFields.find( field );
|
288
|
+
return iter != m_dataFields.end();
|
289
|
+
}
|
290
|
+
|
291
|
+
bool isMultipleValueField( int field ) const
|
292
|
+
{
|
293
|
+
FieldTypes::const_iterator i = m_fieldTypes.find( field );
|
294
|
+
return i != m_fieldTypes.end()
|
295
|
+
&& (i->second == TYPE::MultipleValueString
|
296
|
+
|| i->second == TYPE::MultipleCharValue
|
297
|
+
|| i->second == TYPE::MultipleStringValue );
|
298
|
+
}
|
299
|
+
|
300
|
+
void checkFieldsOutOfOrder( bool value )
|
301
|
+
{ m_checkFieldsOutOfOrder = value; }
|
302
|
+
void checkFieldsHaveValues( bool value )
|
303
|
+
{ m_checkFieldsHaveValues = value; }
|
304
|
+
void checkUserDefinedFields( bool value )
|
305
|
+
{ m_checkUserDefinedFields = value; }
|
306
|
+
|
307
|
+
/// Validate a message.
|
308
|
+
static void validate( const Message& message,
|
309
|
+
const DataDictionary* const pSessionDD,
|
310
|
+
const DataDictionary* const pAppID ) throw( FIX::Exception );
|
311
|
+
|
312
|
+
void validate( const Message& message ) const throw ( FIX::Exception )
|
313
|
+
{ validate( message, false ); }
|
314
|
+
void validate( const Message& message, bool bodyOnly ) const throw( FIX::Exception )
|
315
|
+
{ validate( message, bodyOnly ? (DataDictionary*)0 : this, this ); }
|
316
|
+
|
317
|
+
DataDictionary& operator=( const DataDictionary& rhs );
|
318
|
+
|
319
|
+
private:
|
320
|
+
/// Iterate through fields while applying checks.
|
321
|
+
void iterate( const FieldMap& map, const MsgType& msgType ) const;
|
322
|
+
|
323
|
+
/// Check if message type is defined in spec.
|
324
|
+
void checkMsgType( const MsgType& msgType ) const
|
325
|
+
{
|
326
|
+
if ( !isMsgType( msgType.getValue() ) )
|
327
|
+
throw InvalidMessageType();
|
328
|
+
}
|
329
|
+
|
330
|
+
/// If we need to check for the tag in the dictionary
|
331
|
+
bool shouldCheckTag( const FieldBase& field ) const
|
332
|
+
{
|
333
|
+
if( !m_checkUserDefinedFields && field.getField() >= FIELD::UserMin )
|
334
|
+
return false;
|
335
|
+
else
|
336
|
+
return true;
|
337
|
+
}
|
338
|
+
|
339
|
+
/// Check if field tag number is defined in spec.
|
340
|
+
void checkValidTagNumber( const FieldBase& field ) const
|
341
|
+
throw( InvalidTagNumber )
|
342
|
+
{
|
343
|
+
if( m_fields.find( field.getField() ) == m_fields.end() )
|
344
|
+
throw InvalidTagNumber( field.getField() );
|
345
|
+
}
|
346
|
+
|
347
|
+
void checkValidFormat( const FieldBase& field ) const
|
348
|
+
throw( IncorrectDataFormat )
|
349
|
+
{
|
350
|
+
try
|
351
|
+
{
|
352
|
+
TYPE::Type type = TYPE::Unknown;
|
353
|
+
getFieldType( field.getField(), type );
|
354
|
+
switch ( type )
|
355
|
+
{
|
356
|
+
case TYPE::String:
|
357
|
+
STRING_CONVERTOR::convert( field.getString() ); break;
|
358
|
+
case TYPE::Char:
|
359
|
+
CHAR_CONVERTOR::convert( field.getString() ); break;
|
360
|
+
case TYPE::Price:
|
361
|
+
PRICE_CONVERTOR::convert( field.getString() ); break;
|
362
|
+
case TYPE::Int:
|
363
|
+
INT_CONVERTOR::convert( field.getString() ); break;
|
364
|
+
case TYPE::Amt:
|
365
|
+
AMT_CONVERTOR::convert( field.getString() ); break;
|
366
|
+
case TYPE::Qty:
|
367
|
+
QTY_CONVERTOR::convert( field.getString() ); break;
|
368
|
+
case TYPE::Currency:
|
369
|
+
CURRENCY_CONVERTOR::convert( field.getString() ); break;
|
370
|
+
case TYPE::MultipleValueString:
|
371
|
+
MULTIPLEVALUESTRING_CONVERTOR::convert( field.getString() ); break;
|
372
|
+
case TYPE::MultipleStringValue:
|
373
|
+
MULTIPLESTRINGVALUE_CONVERTOR::convert( field.getString() ); break;
|
374
|
+
case TYPE::MultipleCharValue:
|
375
|
+
MULTIPLECHARVALUE_CONVERTOR::convert( field.getString() ); break;
|
376
|
+
case TYPE::Exchange:
|
377
|
+
EXCHANGE_CONVERTOR::convert( field.getString() ); break;
|
378
|
+
case TYPE::UtcTimeStamp:
|
379
|
+
UTCTIMESTAMP_CONVERTOR::convert( field.getString() ); break;
|
380
|
+
case TYPE::Boolean:
|
381
|
+
BOOLEAN_CONVERTOR::convert( field.getString() ); break;
|
382
|
+
case TYPE::LocalMktDate:
|
383
|
+
LOCALMKTDATE_CONVERTOR::convert( field.getString() ); break;
|
384
|
+
case TYPE::Data:
|
385
|
+
DATA_CONVERTOR::convert( field.getString() ); break;
|
386
|
+
case TYPE::Float:
|
387
|
+
FLOAT_CONVERTOR::convert( field.getString() ); break;
|
388
|
+
case TYPE::PriceOffset:
|
389
|
+
PRICEOFFSET_CONVERTOR::convert( field.getString() ); break;
|
390
|
+
case TYPE::MonthYear:
|
391
|
+
MONTHYEAR_CONVERTOR::convert( field.getString() ); break;
|
392
|
+
case TYPE::DayOfMonth:
|
393
|
+
DAYOFMONTH_CONVERTOR::convert( field.getString() ); break;
|
394
|
+
case TYPE::UtcDate:
|
395
|
+
UTCDATE_CONVERTOR::convert( field.getString() ); break;
|
396
|
+
case TYPE::UtcTimeOnly:
|
397
|
+
UTCTIMEONLY_CONVERTOR::convert( field.getString() ); break;
|
398
|
+
case TYPE::NumInGroup:
|
399
|
+
NUMINGROUP_CONVERTOR::convert( field.getString() ); break;
|
400
|
+
case TYPE::Percentage:
|
401
|
+
PERCENTAGE_CONVERTOR::convert( field.getString() ); break;
|
402
|
+
case TYPE::SeqNum:
|
403
|
+
SEQNUM_CONVERTOR::convert( field.getString() ); break;
|
404
|
+
case TYPE::Length:
|
405
|
+
LENGTH_CONVERTOR::convert( field.getString() ); break;
|
406
|
+
case TYPE::Country:
|
407
|
+
COUNTRY_CONVERTOR::convert( field.getString() ); break;
|
408
|
+
case TYPE::TzTimeOnly:
|
409
|
+
TZTIMEONLY_CONVERTOR::convert( field.getString() ); break;
|
410
|
+
case TYPE::TzTimeStamp:
|
411
|
+
TZTIMESTAMP_CONVERTOR::convert( field.getString() ); break;
|
412
|
+
case TYPE::XmlData:
|
413
|
+
XMLDATA_CONVERTOR::convert( field.getString() ); break;
|
414
|
+
case TYPE::Language:
|
415
|
+
LANGUAGE_CONVERTOR::convert( field.getString() ); break;
|
416
|
+
case TYPE::Unknown: break;
|
417
|
+
}
|
418
|
+
}
|
419
|
+
catch ( FieldConvertError& )
|
420
|
+
{ throw IncorrectDataFormat( field.getField(), field.getString() ); }
|
421
|
+
}
|
422
|
+
|
423
|
+
void checkValue( const FieldBase& field ) const
|
424
|
+
throw( IncorrectTagValue )
|
425
|
+
{
|
426
|
+
if ( !hasFieldValue( field.getField() ) ) return ;
|
427
|
+
|
428
|
+
const std::string& value = field.getString();
|
429
|
+
if ( !isFieldValue( field.getField(), value ) )
|
430
|
+
throw IncorrectTagValue( field.getField() );
|
431
|
+
}
|
432
|
+
|
433
|
+
/// Check if a field has a value.
|
434
|
+
void checkHasValue( const FieldBase& field ) const
|
435
|
+
throw( NoTagValue )
|
436
|
+
{
|
437
|
+
if ( m_checkFieldsHaveValues && !field.getString().length() )
|
438
|
+
throw NoTagValue( field.getField() );
|
439
|
+
}
|
440
|
+
|
441
|
+
/// Check if a field is in this message type.
|
442
|
+
void checkIsInMessage
|
443
|
+
( const FieldBase& field, const MsgType& msgType ) const
|
444
|
+
throw( TagNotDefinedForMessage )
|
445
|
+
{
|
446
|
+
if ( !isMsgField( msgType, field.getField() ) )
|
447
|
+
throw TagNotDefinedForMessage( field.getField() );
|
448
|
+
}
|
449
|
+
|
450
|
+
/// Check if group count matches number of groups in
|
451
|
+
void checkGroupCount
|
452
|
+
( const FieldBase& field, const FieldMap& fieldMap, const MsgType& msgType ) const
|
453
|
+
throw( RepeatingGroupCountMismatch )
|
454
|
+
{
|
455
|
+
int fieldNum = field.getField();
|
456
|
+
if( isGroup(msgType, fieldNum) )
|
457
|
+
{
|
458
|
+
if( (int)fieldMap.groupCount(fieldNum)
|
459
|
+
!= IntConvertor::convert(field.getString()) )
|
460
|
+
throw RepeatingGroupCountMismatch(fieldNum);
|
461
|
+
}
|
462
|
+
}
|
463
|
+
|
464
|
+
/// Check if a message has all required fields.
|
465
|
+
void checkHasRequired
|
466
|
+
( const FieldMap& header, const FieldMap& body, const FieldMap& trailer,
|
467
|
+
const MsgType& msgType ) const
|
468
|
+
throw( RequiredTagMissing )
|
469
|
+
{
|
470
|
+
NonBodyFields::const_iterator iNBF;
|
471
|
+
for( iNBF = m_headerFields.begin(); iNBF != m_headerFields.end(); ++iNBF )
|
472
|
+
{
|
473
|
+
if( iNBF->second == true && !header.isSetField(iNBF->first) )
|
474
|
+
throw RequiredTagMissing( iNBF->first );
|
475
|
+
}
|
476
|
+
|
477
|
+
for( iNBF = m_trailerFields.begin(); iNBF != m_trailerFields.end(); ++iNBF )
|
478
|
+
{
|
479
|
+
if( iNBF->second == true && !trailer.isSetField(iNBF->first) )
|
480
|
+
throw RequiredTagMissing( iNBF->first );
|
481
|
+
}
|
482
|
+
|
483
|
+
MsgTypeToField::const_iterator iM
|
484
|
+
= m_requiredFields.find( msgType.getString() );
|
485
|
+
if ( iM == m_requiredFields.end() ) return ;
|
486
|
+
|
487
|
+
const MsgFields& fields = iM->second;
|
488
|
+
MsgFields::const_iterator iF;
|
489
|
+
for( iF = fields.begin(); iF != fields.end(); ++iF )
|
490
|
+
{
|
491
|
+
if( !body.isSetField(*iF) )
|
492
|
+
throw RequiredTagMissing( *iF );
|
493
|
+
}
|
494
|
+
|
495
|
+
FieldMap::g_iterator groups;
|
496
|
+
for( groups = body.g_begin(); groups != body.g_end(); ++groups )
|
497
|
+
{
|
498
|
+
int delim;
|
499
|
+
const DataDictionary* DD = 0;
|
500
|
+
int field = groups->first;
|
501
|
+
if( getGroup( msgType.getValue(), field, delim, DD ) )
|
502
|
+
{
|
503
|
+
std::vector<FieldMap*>::const_iterator group;
|
504
|
+
for( group = groups->second.begin(); group != groups->second.end(); ++group )
|
505
|
+
DD->checkHasRequired( **group, **group, **group, msgType );
|
506
|
+
}
|
507
|
+
}
|
508
|
+
}
|
509
|
+
|
510
|
+
int lookupXMLFieldNumber( DOMDocument*, DOMNode* ) const;
|
511
|
+
int lookupXMLFieldNumber( DOMDocument*, const std::string& name ) const;
|
512
|
+
int addXMLComponentFields( DOMDocument*, DOMNode*, const std::string& msgtype, DataDictionary&, bool );
|
513
|
+
void addXMLGroup( DOMDocument*, DOMNode*, const std::string& msgtype, DataDictionary&, bool );
|
514
|
+
TYPE::Type XMLTypeToType( const std::string& xmlType ) const;
|
515
|
+
|
516
|
+
bool m_hasVersion;
|
517
|
+
bool m_checkFieldsOutOfOrder;
|
518
|
+
bool m_checkFieldsHaveValues;
|
519
|
+
bool m_checkUserDefinedFields;
|
520
|
+
BeginString m_beginString;
|
521
|
+
MsgTypeToField m_messageFields;
|
522
|
+
MsgTypeToField m_requiredFields;
|
523
|
+
MsgTypes m_messages;
|
524
|
+
Fields m_fields;
|
525
|
+
OrderedFields m_orderedFields;
|
526
|
+
mutable OrderedFieldsArray m_orderedFieldsArray;
|
527
|
+
NonBodyFields m_headerFields;
|
528
|
+
NonBodyFields m_trailerFields;
|
529
|
+
FieldTypes m_fieldTypes;
|
530
|
+
FieldToValue m_fieldValues;
|
531
|
+
FieldToName m_fieldNames;
|
532
|
+
NameToField m_names;
|
533
|
+
ValueToName m_valueNames;
|
534
|
+
FieldToGroup m_groups;
|
535
|
+
MsgFields m_dataFields;
|
536
|
+
};
|
537
|
+
}
|
538
|
+
|
539
|
+
#endif //FIX_DATADICTIONARY_H
|
@@ -0,0 +1,71 @@
|
|
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
|
+
#include "DataDictionaryProvider.h"
|
27
|
+
#include "Fields.h"
|
28
|
+
#include "DataDictionary.h"
|
29
|
+
|
30
|
+
namespace FIX
|
31
|
+
{
|
32
|
+
DataDictionaryProvider::DataDictionaryProvider( const DataDictionaryProvider& copy )
|
33
|
+
{
|
34
|
+
*this = copy;
|
35
|
+
}
|
36
|
+
|
37
|
+
const DataDictionary& DataDictionaryProvider::getSessionDataDictionary
|
38
|
+
(const BeginString& beginString) const throw( DataDictionaryNotFound )
|
39
|
+
{
|
40
|
+
std::map<std::string, ptr::shared_ptr<DataDictionary> >::const_iterator find =
|
41
|
+
m_transportDictionaries.find(beginString);
|
42
|
+
if( find != m_transportDictionaries.end() )
|
43
|
+
return *find->second;
|
44
|
+
|
45
|
+
return emptyDataDictionary;
|
46
|
+
}
|
47
|
+
|
48
|
+
const DataDictionary& DataDictionaryProvider::getApplicationDataDictionary
|
49
|
+
(const ApplVerID& applVerID) const throw( DataDictionaryNotFound )
|
50
|
+
{
|
51
|
+
std::map<std::string, ptr::shared_ptr<DataDictionary> >::const_iterator find =
|
52
|
+
m_applicationDictionaries.find(applVerID);
|
53
|
+
if( find != m_applicationDictionaries.end() )
|
54
|
+
return *find->second;
|
55
|
+
|
56
|
+
return emptyDataDictionary;
|
57
|
+
}
|
58
|
+
|
59
|
+
void DataDictionaryProvider::addTransportDataDictionary
|
60
|
+
(const BeginString& beginString, ptr::shared_ptr<DataDictionary> pDD)
|
61
|
+
{
|
62
|
+
m_transportDictionaries[beginString.getValue()] = pDD;
|
63
|
+
}
|
64
|
+
|
65
|
+
void DataDictionaryProvider::addApplicationDataDictionary
|
66
|
+
(const ApplVerID& applVerID, ptr::shared_ptr<DataDictionary> pDD)
|
67
|
+
{
|
68
|
+
m_applicationDictionaries[applVerID.getValue()] = pDD;
|
69
|
+
}
|
70
|
+
}
|
71
|
+
|
@@ -0,0 +1,70 @@
|
|
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.
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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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#ifndef FIX_DATADICTIONARYPROVIDER_H
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#define FIX_DATADICTIONARYPROVIDER_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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#include "DataDictionary.h"
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#include "Exceptions.h"
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#include "Utility.h"
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+
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namespace FIX
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{
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class BeginString;
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+
class ApplVerID;
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37
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+
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/**
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* Queries for DataDictionary based on appropriate version of %FIX.
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*/
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+
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class DataDictionaryProvider
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{
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public:
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+
DataDictionaryProvider() {}
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DataDictionaryProvider( const DataDictionaryProvider& copy );
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+
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const DataDictionary& getSessionDataDictionary(const BeginString& beginString) const
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throw( DataDictionaryNotFound );
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+
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const DataDictionary& getApplicationDataDictionary(const ApplVerID& applVerID) const
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throw( DataDictionaryNotFound );
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+
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void addTransportDataDictionary(const BeginString& beginString, ptr::shared_ptr<DataDictionary>);
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void addApplicationDataDictionary(const ApplVerID& applVerID, ptr::shared_ptr<DataDictionary>);
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+
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+
void addTransportDataDictionary(const BeginString& beginString, const std::string& path)
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{ addTransportDataDictionary(beginString, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
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void addApplicationDataDictionary(const ApplVerID& applVerID, const std::string& path)
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{ addApplicationDataDictionary(applVerID, ptr::shared_ptr<DataDictionary>( new DataDictionary(path) )); }
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61
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+
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private:
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std::map<std::string, ptr::shared_ptr<DataDictionary> > m_transportDictionaries;
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+
std::map<std::string, ptr::shared_ptr<DataDictionary> > m_applicationDictionaries;
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+
DataDictionary emptyDataDictionary;
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+
};
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67
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+
}
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68
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+
|
69
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+
#endif //FIX_DATADICTIONARYPROVIDER_H
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70
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+
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